| | Cointegrated TFP Processes and International Business Cycles, by Pau Rabanal, Juan F. Rubio-Ramirez, and Vicente Tuesta (Atlanta Fed Working papers 2009-23) | 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 0692) | Full text |
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| No-arbitrage Near- | | Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth., by Caroline Jardet, Alain Monfort et Fulvio Pegoraro (Bank of France Working Papers Nr 234) | Abstract
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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) | |
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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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| Structural breaks, | | cointegration and the Fisher effect, by Andreas Beyer, Alfred A. Haug, William G. Dewald (European Central Bank Working papers 1013) | Full text |
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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 0591) | 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 145) | 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 0353) | 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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| Bayes Estimators of the | | Cointegration Space, by Mattias Villani (Sveriges Riksbank Working Papers 150) | 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 0620) | 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 0907) | Abstract
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| Bootstrapping the likelihood ratio | | cointegration test in error correction models with unknown lag order, by Christian Kascha and Carsten Trenkler (Central Bank of Norway Working Papers 2009/12) | 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 0915) | 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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Competition or | | Collaboration? The Reciprocity Effect in Loan Syndication, by Jian Cai (Cleveland Fed Working papers 0909) | Full text |
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Liquidity, Moral Hazard and Inter-Bank Market | | Collapse , by Enisse Kharroubi and Edouard Vidon (Bank of France Working Papers Nr 227) | Abstract
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| Liquidity, Moral Hazard, and Interbank Market | | Collapse , by by Enisse Kharroubi and Edouard Vidon (IJCB International Journal of Central Banking 09q4a3) | Abstract
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| The Great Trade | | Collapse of 2008-09: An Inventory Adjustment?, by George Alessandria (Philadelphia Fed Working Papers 10-18:) | Full text |
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| Currency | | collapses and output dynamics: a long-run perspective, by Camilo E Tovar (Bank for International Settlements Quarterly Review 1006f) | Abstract
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| Chronicle of currency | | collapses: re-examining the effects on output,, by Matthieu Bussière, Sweta C. Saxena, Camilo E. Tovar (European Central Bank Working papers 1226) | Full text |
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| Chronicle of currency | | collapses: re-examining the effects on output, by Matthieu Bussière, Sweta C Saxena and Camilo Tovar (Bank for International Settlements Working papers 314) | Abstract
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Interbank lending, credit risk premia and | | collateral , by Florian Heider, Marie Hoerova (European Central Bank Working papers 1107) | Full text |
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| Statistical Arbitrage with Default and | | Collateral , by Ana Lacerda, José Fajardo (Bank of Portugal Working papers 200808) | 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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| Interbank Lending, Credit-Risk Premia, and | | Collateral , by by Florian Heider and Marie Hoerova (IJCB International Journal of Central Banking 09q4a1) | 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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| Housing | | collateral and the monetary transmission mechanism, by Karl Walentin and Peter Sellin (Sveriges Riksbank Working Papers 239) | 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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| Euler consumption equation with non-separable preferences over consumption and leisure and | | collateral constraints, by Juha Kilponen (Bank of Finland Discussion Papers 2009/09) | 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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| Banking competition, | | collateral constraints and optimal monetary policy, by Javier Andrés, Óscar Arce and Carlos Thomas (Bank of Spain Working Papers 1001) | Abstract
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| Notes on | | Collateral Constraints in a Simple Model of Housing, by Andreas Hornstein (Richmond Fed Working Papers 09-03) | 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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| The | | collateral frameworks of the Eurosystem, the Federal Reserve System and the Bank of England and the financial market turmoil, by Samuel Cheun, Isabel von Köppen-Mertes and Benedict Weller (European Central Bank Occasional papers 107) | Full text |
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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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| The Influence of | | Collateral on Capital Requirements in the Brazilian Financial System: an approach through historical average and logistic regression on probability of default, by Alan Cosme Rodrigues da Silva, Antônio Carlos Magalhães da Silva, Jaqueline Terra Moura Marins, Myrian Beatriz Eiras da Neves and Giovani Antonio Silva Brito (Central Bank of Brazil Working Papers 187) | Abstract
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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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| Central bank liquidity and market liquidity: the role of | | collateral provision on the French government debt securities market, by Sanvi Avouyi-Dovi and Julien Idier (Bank of France Working Papers Nr 278) | Abstract
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| Asymmetric | | collateral requirements and output composition (831 KB), by Óscar Arce, José Manuel Campa and Ángel Gavilán (Bank of Spain Working Papers 0837) | Abstract
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| A framework for | | collateral risk control determination, by Didier Cossin (European Central Bank Working papers 0209) | 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 065) | Full text |
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| Tests of Ex Ante versus Ex Post Theories of | | Collateral Using Private and Public Information, by Allen Berger, Scott Frame, and Vasso Ioannidou (Atlanta Fed Working papers 2010-06) | Abstract
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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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| Screening in the credit market when the | | collateral value is stochastic, by Juha-Pekka Niinimäki (Bank of Finland Discussion Papers 2009/19) | 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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| Liquidity-saving mechanisms in | | collateral-based RTGS payment systems, by Marius Jurgilas and Antoine Martin (Bank of England Working papers 389) | Abstract
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| Liquidity-Saving Mechanisms in | | Collateral-Based RTGS Payment Systems, by Marius Jurgilas and Antoine Martin (New York Fed Staff reports 438) | Abstract
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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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| Consumption, Housing | | Collateral, and the Canadian Business Cycle, by Ian Christensen, Paul Corrigan, Caterina Mendicino, and Shin-Ichi Nishiyama (Bank of Canada Working papers 2009-26) | 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 0821) | 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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| Wage rigidity, | | collective bargaining and the minimum wage: evidence from French agreement data, by Sanvi Avouyi-Dovi, Denis Fougère and Erwan Gautier (Bank of France Working Papers Nr 287) | 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) | |
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Insuring | | College Failure Risk, by Satyajit Chatterjee (Philadelphia Fed Working Papers 10-1:) | Full text |
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| | | College Major Choice and the Gender Gap, by Basit Zafar (New York Fed Staff reports 364) | Abstract
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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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