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Central Bank Research Hub Index - E: equities-estiames



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What Makes Investors Over or Underweight? Explaining International Appetites for Foreign

  Equities , by Carol C. Bertaut; Linda S. Kole (Federal Reserve Board International Financial Discussion Papers 0819)Abstract
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Firm-Level Access To International Capital Markets: Evidence From Chilean   Equities , by Sara B. Holland; Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 0753)Abstract
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Financing development: debt versus

  equity , by (DNB) (Netherlands Bank DNB Working Papers 038)Full text

Sweat   Equity , by Ellen R. McGrattan and Edward C. Prescott (Minneapolis Fed Working Papers WP636)Abstract
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Below the Line: Estimates of Negative   Equity among Nonprime Borrowers, by Andrew F. Haughwout and Ebiere Okah (New York Fed Economic policy review 0907haug)Abstract
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  Equity and bond market signals as leading indicators of bank fragility, by Reint Gropp (European Central Bank Working papers 0150)Full text

Asymmetric dynamics in the correlations of global   equity and bond returns, by Lorenzo Cappiello (European Central Bank Working papers 0204)Full text

Returns and volatility linkages in the international   equity and currency markets, by Bill F. Rancis - Iftekhar Hasan - Delroy M. Hunter (Bank of Finland Discussion Papers 2002/09)Abstract
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The Microstructure of Multiple-Dealer   Equity and Government Securities Markets: How They Differ, by Gravelle, Toni (Bank of Canada Working papers 2002-9)Abstract

Twin peaks in   equity and housing prices?, by Claudio Borio, Patrick McGuire (Bank for International Settlements Quarterly Review 0403g)Abstract
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Euro area money demand: empirical evidence on the role of   equity and labour markets, by Gabe de Bondt (European Central Bank Working papers 1086)Full text

Government   Equity and Money: John Law's System in 1720 France, by François Velde (Chicago Fed Working papers WP-2003-31)Abstract
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The Depth of Negative   Equity and Mortgage Default Decisions, by Neil Bhutta, Jane Dokko, and Hui Shan (Federal Reserve Board FEDS series 2010-35)Abstract
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Housing, Home Production, and the   Equity and Value Premium Puzzles, by Morris A. Davis and Robert F. Martin (Federal Reserve Board International Financial Discussion Papers 0931)Abstract
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Private   equity and venture capital in Italy, by Chiara Bentivogli, Amanda Carmignani, Diana Marina Del Colle, Roberto Del Giudice, Massimo Gallo, Andrea Generale, Anna Gervasoni, Massimiliano Rigon, Paola Rossi, Enrico Sette, Bruna Szegö (Banca d'Italia Occasional Papers 41)Abstract
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Housing   equity as a buffer: evidence from UK households, by Andrew Benito (Bank of England Working papers 324)Abstract
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Alternative Measures of the Federal Reserve Banks' Cost of   Equity Capital, by Lopez, Barnes (San Francisco Fed Working Papers 2005-06)Full text

Formulating the Imputed Cost of   Equity Capital for Priced Services at Federal Reserve Banks, by Edward J. Green, Jose A. Lopez, and Zhenyu Wang (New York Fed Economic policy review 0309gree)Abstract
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Executive   Equity Compensation and Incentives: A Survey, by John E. Core, Wayne R. Guay, and David F. Larcker (New York Fed Economic policy review 0304core)Abstract
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Does It Pay to Read Your Junk Mail? Evidence of the Effect of Advertising on Home   Equity Credit Choices, by Sumit Agarwal, Brent W. Ambrose (Chicago Fed Working papers WP-2008-09)Abstract
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Default Dependence: The   Equity Default Relationship, by Stuart M. Turnbull and Jun Yang (Bank of Canada Working papers 2008-01)Abstract
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Sources and Uses of   Equity Extracted from Homes, by Alan Greenspan and James Kennedy (Federal Reserve Board FEDS series 2007-20)Abstract
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Subprime Refinancing:   Equity Extraction and Mortgage Termination, by Souphala Chomsisengphet, and Anthony Pennington-Cross (St Louis Fed Working Papers 2006-023)Full text

The Role of Debt and   Equity Finance over the Business Cycle, by Francisco Covas and Wouter J. den Haan (Bank of Canada Working papers 2006-45)Abstract
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International   Equity Flows and Returns: A Quantitative Equilibrium Approach, by Rui Albuquerque, Gregory H. Bauer, and Martin Schneider (Bank of Canada Working papers 2004-42)Abstract
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International   equity flows and returns: a quantative equilibrium approach, by Rui Albuquerque, Gregory H. Bauer and Martin Schneider (European Central Bank Working papers 0310)Full text

Cross-Border Listings, Capital Controls, and   Equity Flows to Emerging Markets, by Hali J. Edison; Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 0770)Abstract
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Understanding Asian   equity flows, market returns and exchange rates, by Chayawadee Chai-Anant and Corrinne Ho (Bank for International Settlements Working papers 245)Abstract
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Estimating and Comparing the Implied Cost of   Equity for Canadian and U.S. Firms, by Jonathan Witmer and Lorie Zorn (Bank of Canada Working papers 2007-48)Abstract
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The cost of   equity for global banks: a CAPM perspective from 1990 to 2009, by Michael R King (Bank for International Settlements Quarterly Review 0909g)Abstract
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Behavior and Effects of   Equity Foreign Investors on Emerging Markets, by Barbara Alemanni and José Renato Haas Ornelas (Central Bank of Brazil Working Papers 159)Abstract

Herding Behavior by   Equity Foreign Investors on Emerging Markets, by Barbara Alemanni e José Renato Haas Ornelas (Central Bank of Brazil Working Papers 125)Abstract
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The Cost of   Equity in Canada: An International Comparison, by Jonathan Witmer (Bank of Canada Working papers 2008-21)Abstract
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Net Worth and Housing   Equity in Retirement, by Todd Sinai and Nicholas Souleles (Philadelphia Fed Working Papers wp07-33)Full text

Forecasting Direct Investment   Equity Income for the Danish Balance of Payments, by Damgaard, Jannick and Laursen, Mathies Lau Friis and Wederkinck, Robert (Danmarks Nationalbank Working papers WP65/2010)Abstract
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The Response of Global   Equity Indexes to U.S. Monetary Policy Announcements, by Jon Wongswan (Federal Reserve Board International Financial Discussion Papers 0844)Abstract
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Does Private   Equity Investment Spur Innovation? Evidence from Europe, by Alexander Popov, Peter Roosenboom (European Central Bank Working papers 1063)Full text

On the Real Effects of Private   Equity Investment: Evidence from New Business Creation, by Alexander Popov, Peter Roosenboom (European Central Bank Working papers 1078)Full text

Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home   Equity Lines of Credit, by Shubhasis Dey (Bank of Canada Working papers 2005-18)Abstract
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What drives investor risk aversion? Daily evidence from the German   equity market, by Martin Scheicher (Bank for International Settlements Quarterly Review 0306g)Full text

Role of Credit in   Equity Market Booms and Busts, by Lillian Cheung and Chi-Sang Tam (Hong Kong Monetary Authority Working Papers WP09_04)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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  Equity Market Volatility and Expected Risk Premium, by Long Chen, Hui Guo, and Lu Zhang (St Louis Fed Working Papers 2006-007)Full text

Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging   Equity Markets, by Anthony Richards (Reserve Bank of Australia Research Discussion Papers RDP2004-05)Abstract
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The Monetary Origins of Asymmetric Information in International   Equity Markets, by Gregory H. Bauer and Clara Vega (Bank of Canada Working papers 2004-47)Abstract
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The transmission of emerging market shocks to global   equity markets, by Marcel Fratzscher (European Central Bank Working papers 0724)Full text

Taking stock: monetary policy transmission to   equity markets, by Michael Ehrmann and Marcel Fratzscher (European Central Bank Working papers 0354)Full text

Assessing Financial Market Integration In Asia -   Equity Markets, by Ip-wing Yu, Laurence Fung and Chi-sang Tam (Hong Kong Monetary Authority Working Papers WP07_04)Abstract
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High and Low Frequency Correlations in Global   Equity Markets, by Engle Robert F.; Rangel José Gonzalo (Bank of Mexico Working Papers 2009-17)Full text

Strategic investor behaviour and the volume-volatility relation in   equity markets, by Randi Nćs and Johannes A. Skjeltorp (Central Bank of Norway Working Papers 2003/09)

The transmission of emerging market shocks to global   equity markets, by Lucía Cuadro Sáez, Marcel Fratzscher and Christian Thimann (Bank of Spain Working Papers 0727)Abstract
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Money Demand and   Equity Markets, by Seth Carpenter and Joe Lange (Federal Reserve Board FEDS series 2003-3)Abstract
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The Monetary Origins of Asymmetric Information in International   Equity Markets, by Gregory H. Bauer, Clara Vega (Federal Reserve Board International Financial Discussion Papers 0872)Abstract
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Transmission of Information Across International   Equity Markets, by Jon Wongswan (Federal Reserve Board International Financial Discussion Papers 0759)Abstract
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The Price of Inflation and Foreign Exchange Risk in International   Equity Markets, by Cesare Robotti (Atlanta Fed Working papers 2001-26)Abstract
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Measuring Financial Asset Return and Volatility Spillovers, with Application to Global   Equity Markets, by Francis X. Diebold (Philadelphia Fed Working Papers 08-16)Full text

European Union enlargement and   equity markets in accession countries, by Tomas Dvorak and Richard Podpiera (European Central Bank Working papers 0552)Full text

Is there a "Nasdaq effect" in emerging   equity markets?, by Jeffery D Amato and Kostas Tsatsaronis (Bank for International Settlements Quarterly Review 0106e)Full text

The impact of the euro on   equity markets: a country and sector decomposition, by Lorenzo Cappiello (European Central Bank Working papers 0906)Full text

Home bias in global bond and   equity markets: the role of real exchange rate volatility, by Michael Fidora (European Central Bank Working papers 0685)Full text

  Equity Portfolio Diversification under Time-Varying Predictability and Comovements: Evidence from Ireland, the US, and the UK, by Massimo Guidolin, and Stuart Hyde (St Louis Fed Working Papers 2008-005)Full text

U.S. Investors' Emerging Market   Equity Portfolios: A Security-Level Analysis, by Hali J. Edison; Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 0771)Abstract
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Small Caps in International   Equity Portfolios: The Effects of Variance Risk, by Massimo Guidolin, and Giovanna Nicodano (St Louis Fed Working Papers 2005-075)Full text

High   Equity Premia and Crash Fears. Rational Foundations, by Massimo Guidolin (St Louis Fed Working Papers 2005-011)Full text

The term structure of   equity premia in an affine arbitrage-free model of bond and stock market dynamics, by Wolfgang Lemke, Thomas Werner (European Central Bank Working papers 1045)Full text

Model misspecification, the equilibrium natural interest rate and the   equity premium, by Oreste Tristani (European Central Bank Working papers 0808)Full text

Earnings Inequality and the   Equity Premium, by Karl Walentin (Sveriges Riksbank Working Papers 215)Abstract
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Portfolio Inertia and the   Equity Premium, by Christopher Gust and David López-Salido (Federal Reserve Board International Financial Discussion Papers 0984)Abstract
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Stare Down the Barrel and Center the Crosshairs: Targeting the Ex Ante   Equity Premium, by Glen Donaldson, Mark Kamstra, and Lisa Kramer (Atlanta Fed Working papers 2003-4)Abstract
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The   Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness, by Bruno Feunou, Jean-Sébastien Fontaine, and Roméo Tedongap (Bank of Canada Working papers 2009-20)Abstract
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Out-of-Sample   Equity Premium Prediction: Economic Fundamentals vs. Moving-Average Rules, by Christopher J. Neely, David E. Rapach, Jun Tu, and Ge Zhou (St Louis Fed Working Papers 2010-008)Abstract
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Housing, House Prices, and the   Equity Premium Puzzle, by Morris A. Davis and Robert F. Martin (Federal Reserve Board FEDS series 2005-13)Abstract
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Pessimistic Beliefs under Rational Learning: Quantitative Implications for the   Equity Premium Puzzle, by Massimo Guidolin (St Louis Fed Working Papers 2005-005)Full text

What is the Chance that the   Equity Premium Varies Over Time? Evidence from Predictive Regressions, by Missaka Warusawitharana and Jessica A. Wachter (Federal Reserve Board FEDS series 2009-26)Abstract
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Time-Varying Consumption Correlation and the Dynamics of the   Equity Premium: Evidence from the G-7 Countries, by Asani Sarkar and Lingjia Zhang (New York Fed Staff reports 181)Abstract
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Measurement of contagion in banks'   equity prices, by Reint Gropp and Gerard Moerman (European Central Bank Working papers 0297)Full text

Idiosyncratic Coskewness and   Equity Return Anomalies, by Fousseni Chabi-Yo and Jun Yang (Bank of Canada Working papers 2010-11)Abstract
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Explaining exchange rate dynamics: the uncovered   equity return parity condition, by Lorenzo Cappiello and Roberto A. De Santis (European Central Bank Working papers 0529)Full text

Long-horizon   equity return predictability: some new evidence for the United Kingdom, by Anne Vila Wetherilt and Simon Wells (Bank of England Working papers 244)Abstract
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The effect of lenders' credit risk transfer activities on borrowing firms'   equity returns, by Ian W Marsh (Bank of Finland Discussion Papers 2006/31)Abstract
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Country and industry   equity risk premia in the euro area: an intertemporal approach, by Lorenzo Cappiello (European Central Bank Working papers 0913)Full text

Option-implied preferences adjustments, density forecasts, and the   equity risk premium, by Francisco Alonso, Roberto Blanco and Gonzalo Rubio (Bank of Spain Working Papers 0630)Abstract
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Banks'   equity stakes in borrowing firms: A corporate finance approach, by Jukka Vauhkonen (Bank of Finland Discussion Papers 2003/13)Abstract
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Market Impact Costs of Institutional   Equity Trades, by (DNB) (Netherlands Bank DNB Working Papers 001)Full text

  Equity trading by institutional investors : evidence on order submission strategies, by Randi Nćs and Johannes A. Skjeltorp (Central Bank of Norway Working Papers 2002/12)

Do Underwriters Matter? The Impact of the Near Loss of an   Equity Underwriter, by Anna Kovner (New York Fed Staff reports 459)Abstract
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Cyclical Behavior of Debt and   Equity Using a Panel of Canadian Firms, by Francisco Covas and Wouter J. Den Haan (Bank of Canada Working papers 2007-44)Abstract
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Quantitative Easing and Japanese Bank   Equity Values, by Kobayashi, Spiegel, Yamori (San Francisco Fed Working Papers 2006-19)Full text

The Impact of CEO Turnover on   Equity Volatility, by Matthew J. Clayton, Jay C. Hartzell, and Joshua V. Rosenberg (New York Fed Staff reports 166)Abstract
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Explaining Credit Default Swap Spreads with the   Equity Volatility and Jump Risks of Individual Firms, by Benjamin Yibin Zhang, Hao Zhou, and Haibin Zhu (Federal Reserve Board FEDS series 2005-63)Abstract
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Explaining credit default swap spreads with   equity volatility and jump risks of individual firms, by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu (Bank for International Settlements Working papers 181)Abstract
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Measuring   Equity Volatility: the case of Chilean Stock Index, by Rodrigo Alfaro; Carmen Gloria Silva (Central Bank of Chile Working Papers 462)Abstract
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Housing and   equity wealth effects of Italian households, by Charles Grant and Tuomas A. Peltonen (European Central Bank Working papers 0857)Full text

Housing and   Equity Wealth Effects of Italian Households, by (DNB) (Netherlands Bank DNB Working Papers 043)Full text

A Survey of Housing   Equity Withdrawal and Injection in Australia, by Carl Schwartz, Tim Hampton, Christine Lewis and David Norman (Reserve Bank of Australia Research Discussion Papers RDP2006-08)Abstract
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Inheritances and their impact on housing   equity withdrawl, by Phil Briggs (Reserve Bank of New Zealand Discussion Papers DP2008/16)Abstract
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Efficient Hedging and Pricing of   Equity-Linked Life Insurance Contracts on Several Risky Assets, by Alexander Melnikov and Yuliya Romanyuk (Bank of Canada Working papers 2006-43)Abstract
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Should new or rapidly growing banks have more   equity?, by Juha-Pekka Niinimäki (Bank of Finland Discussion Papers 2001/16)Abstract
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Why Have U.S. Households Increasingly Relied on Mutual Funds to Own   Equity?, by John V. Duca (Dallas Fed Working Papers wp0403)Full text

How many in negative   equity? The role of mortgage contract characteristics, by Luci Ellis (Bank for International Settlements Quarterly Review 0812h)Abstract
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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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Returns to   equity, investment and Q: evidence from the United Kingdom, by Simon Price and Christoph Schleicher (Bank of England Working papers 310)Abstract
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Capital Trading, Stock Trading, and the Inflation Tax on   Equity: A Note, by Scott L. Baier, Charles T. Carlstrom, Ralph Chami, Thomas F. Cosimano, Timothy S. Fuerst, and Collen Fullenkamp (Cleveland Fed Working papers 0321)Full text

Valuation of Canadian- vs. U.S.-Listed   Equity: Is There a Discount?, by King, Michael R. and Dan Segal (Bank of Canada Working papers 2003-6)Abstract
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Fiscal policies, the current account and Ricardian

  equivalence , by Christiane Nickel and Isabel Vansteenkiste (European Central Bank Working papers 0935)Full text

Does Ricardian   Equivalence hold when expectations are not rational?, by George W Evans – Seppo Honkapohja – Kaushik Mitra (Bank of Finland Discussion Papers 2010/13)Abstract
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does Ricardian   equivalence hold?, by Francisco de Castro and José Luis Fernández (Bank of Spain Working Papers 0923)Abstract
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Ricardian   Equivalence Proposition in a NK DSGE Model for two Large Economies: The EU and the US, by Jorge A. Fornero (Central Bank of Chile Working Papers 563)Abstract
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Fiscal Policy and Minimum Wage for Redistribution: An   Equivalence Result, by Arantza Gorostiaga and Juan Francisco Rubio-Ramírez (Atlanta Fed Working papers 2005-08)Abstract
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The Replacement Problem in Frictional Economies: A Near-   Equivalence Result, by Andreas Hornstein, Per Krusell, Giovanni L. Violante (Richmond Fed Working Papers 05-01)Abstract
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Optimal Fiscal and Monetary Policy:   Equivalence Results, by Isabel Horta Correia, Juan Pablo Nicolini, Pedro Teles (Bank of Portugal Working papers 200303)Abstract
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Optimal Fiscal and Monetary Policy:   Equivalence Results, by Isabel Correia , Juan Paolo Nicolini , Pedro Teles (Chicago Fed Working papers WP-2002-16)Abstract
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Macroeconometric   Equivalence, Microeconomic Dissonance, and the Design of Monetary Policy, by Andrew T. Levin, J. David López-Salido, Edward Nelson, and Tack Yun (St Louis Fed Working Papers 2008-035)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

U.S. Foreign-Exchange-Market Intervention during the Volcker-Greenspan   Era , by Michael D Bordo, Owen F Humpage and Anna J Schwartz (Cleveland Fed Working papers 1007)Full text

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

The Role of the Bias in Crafting Consensus: FOMC Decision Making in the Greenspan   Era , by by Henry W. Chappell, Jr., Rob Roy McGregor, and Todd A. Vermilyea (IJCB International Journal of Central Banking 07q2a2)Abstract
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How Did Latin America's Infrastructure Fare in the   era of Macroeconomic Crises?, by César Calderón, William Easterly, Luis Servén. (Central Bank of Chile Working Papers 185)Abstract
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The Profitability of Small, Single-Market Banks In an   Era of Multimarket Banking, by Timothy H. Hannan and Robin A. Prager (Federal Reserve Board FEDS series 2006-41)Abstract
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Left Behind: SSI in the   Era of Welfare Reform, by Richard V. Burkhauser and Mary C. Daly (San Francisco Fed Working Papers 2003-12)Full text

Exchange and interest rate channels during a deflationary   era - Evidence from Japan, Hong Kong and China, by Aaron Mehrotra (Bank of Finland BOFIT Discussion Papers 2005/17)Abstract
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Monetary policy rules in the pre-EMU   era: Is there a common rule?, by Maria Eleftheriou (European Central Bank Working papers 0659)Full text

Productivity differentials and external balance in

  ERM II, by Marketta Henriksson (Bank of Finland Discussion Papers 2005/07)Abstract
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The acceding countries' strategies towards   ERM II and the adoption of the euro: an analytical review, by Peter Backé, Christian Thimann, Olga Arratibel, Oscar Calvo-Gonzalez, Arnaud Mehl and Carolin Nerlich (European Central Bank Occasional papers 010)Full text

  ERM II Membership - the View of the Accession Countries, by Luboš Komárek, Zdenek Cech, Roman Horváth (Czech National Bank Working papers 2003/11)Abstract
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Does Monetary Policy Affect Stock Prices and Treasury Yields? An

  Error Correction and Simultaneous Equation Approach, by J. Benson Durham (Federal Reserve Board FEDS series 2003-10)Abstract
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Monetary policy transmission mechanisms and currency unions: A vector   error correction approach to a Trans-Tasman currency union, by Alfred A Haug, Özer Karagedikli and Satish Ranchhod (Reserve Bank of New Zealand Discussion Papers DP2003/04)Abstract
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Estimation of Korean Monthly GDP with Mixed-Frequency Data using an Unobserved Component   Error Correction Model, by by (The Bank of Korea Economic Papers 99)Abstract
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Analysis of Panel Vector   Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators, by Richard G. Anderson, Hailong Qian, and Robert H. Rasche (St Louis Fed Working Papers 2006-050)Full text

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

Should we Distinguish Between Static and Dynamic Long Run Equilibrium in   Error Correction Models?, by Susana Botas, Carlos Robalo Marques (Bank of Portugal Working papers 200202)Abstract
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Lack of Signal Error (LoSE) and Implications for OLS Regression: Measurement   Error for Macro Data, by Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2008-15)Abstract

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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Lack of Signal   Error (LoSE) and Implications for OLS Regression: Measurement Error for Macro Data, by Jeremy J. Nalewaik (Federal Reserve Board FEDS series 2008-15)Abstract

Forecasting Inflation Forecast

  Errors , by Andrea Betancor; Pablo Pincheira (Central Bank of Chile Working Papers 477)Abstract
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Efficient estimation of forecast uncertainty based on recent forecast   errors , by Malte Knüppel (Deutsche Bundesbank Discussion Papers 200928)Full text

Improving implementation of inflation targeting in New Zealand: an investigation of the Reserve Bank's inflation   errors , by Philip Liu (Reserve Bank of New Zealand Discussion Papers DP2004/06)Abstract
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Gauging the Uncertainty of the Economic Outlook from Historical Forecasting   Errors , by David Reifschneider and Peter Tulip (Federal Reserve Board FEDS series 2007-60)Abstract

Why did we fail to predict GDP during the last cycle? A breakdown of forecast   errors for Austria, by Martin Schneider and Christian Ragacs (Austrian National Bank Working Papers WP151)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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Modelling and calibration   errors in measures of portfolio credit risk, by Nikola A. Tarashev and Haibin Zhu (Bank for International Settlements Working papers 230)Abstract
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Specification and Calibration   Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model, by by Nikola Tarashev and Haibin Zhu (IJCB International Journal of Central Banking 08q2a4)Abstract
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Projection   Errors in Perspective, by Elías Albagli, Gabriela Contreras, Pablo García, Igal Magendzo, Rodrigo Valdés (Central Bank of Chile Working Papers 199)Abstract
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Some Further Evidence on Interest-Rate Smoothing: The Role of Measurement   Errors in the Output Gap, by Mikael Apel and Per Jansson (Sveriges Riksbank Working Papers 178)Abstract
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Empirical Evaluation of Asset Pricing Models:Arbitrage and Pricing   Errors over Contingent Claims, by Zhenyu Wang and Xiaoyan Zhang (New York Fed Staff reports 265)Abstract
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Using Out-of-Sample Mean Squared Prediction   Errors to Test the Martingale Difference Hypothesis, by Todd E. Clark and Kenneth D. West (Kansas City Fed Working Papers RWP04-03)Abstract
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Guarding Against Large Policy   Errors under Model Uncertainty, by Gino Cateau (Bank of Canada Working papers 2006-13)Abstract
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The Effects of Additive Outliers and Measurement   Errors when Testing for Structural Breaks in Variance, by Paulo M.M. Rodrigues; Antonio Rubia (Bank of Portugal Working papers 201011)Abstract
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Modelling Mortgage Rate Changes with a Smooth Transition

  Error-Correction Model, by Liu, Ying (Bank of Canada Working papers 2001-23)Abstract
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A Structural   Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market, by Ingrid Lo and Stephen G. Sapp (Bank of Canada Working papers 2006-08)Abstract
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Are Bygones not Bygones? Modeling Price Level Targeting with an

  Escape Clause and Lessons from the Gold Standard, by Paul R. Masson and Malik D. Shukayev (Bank of Canada Working papers 2008-27)Abstract
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  Escape From New York: The Market Impact of SEC Rule 12h-6, by Nuno Fernandes, Ugur Lel, and Darius P. Miller (Federal Reserve Board International Financial Discussion Papers 0945)Abstract
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Impacts of Priors on Convergence and

  Escapes from Nash Inflation, by Thomas J. Sargent and Noah Williams (Atlanta Fed Working papers 2003-14)Abstract
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  Escaping Nash and volatile inflation, by Martin Ellison and Tony Yates (Bank of England Working papers 330)Abstract
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  Escaping the Samaritan's Dilemma: Implications of a Dynamic Model of Altruistic Intergenerational Transfers, by Maria Perozek (Federal Reserve Board FEDS series 2005-67)Abstract
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El

  Escaso Poder Predictivo de Simples Curvas de Phillips en Chile: Una Evaluación en Tiempo Real, by Pablo Pincheira, Hernán Rubio (Central Bank of Chile Working Papers 559)Abstract
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Discretionary Fiscal Policies over the Cycle: New Evidence based on the

  ESCB Disaggregated Approach, by Luca Agnello, Jacopo Cimadomo (European Central Bank Working papers 1118)Full text

The Italian block of the   ESCB multi-country model, by Elena Angelini (European Central Bank Working papers 0660)Full text

The German block of the   ESCB multi-country model, by Igor Vetlov and Thomas Warmedinger (European Central Bank Working papers 0654)Full text

The Dutch block of the   ESCB multi-country model, by Elena Angelini (European Central Bank Working papers 0646)Full text

The French block of the   ESCB multi-country model, by Frédéric Boissay and Jean-Pierre Villetelle (European Central Bank Working papers 0456)Full text

The Spanish block of the   ESCB-multi-country model, by Alpo Willman and Angel Estrada (European Central Bank Working papers 0149)Full text

The Spanish block of the   ESCB-Multi-Country model, by Alpo Willman and Ángel Estrada (Bank of Spain Working Papers 0212)Full text

  ESOP Fables: The Impact of Employee Stock Ownership Plans on Labor Disputes, by Peter Cramton, Hamid Mehran, and Joseph Tracy (New York Fed Staff reports 347)Abstract
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Ñ-STING:

  España Short Term INdicator of Growth (495 KB), by Maximo Camacho and Gabriel Perez-Quiros (Bank of Spain Working Papers 0912)Abstract
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An

  Essay on Invoicing Currency Practices for Korean Exports, by Jong-il Kim (The Bank of Korea Economic Papers 58)Abstract
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A Model in Which Outside and Inside Money are

  Essential , by David C. Mills, Jr. (Federal Reserve Board FEDS series 2006-38)Abstract
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Optimal Fiscal and Monetary Policy When Money is   Essential , by S. Boragan Aruoba and Sanjay K. Chugh (Federal Reserve Board International Financial Discussion Papers 0880)Abstract
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  Essential Interest-bearing Money, by David Andolfatto (St Louis Fed Working Papers 2009-044)Abstract
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Political Budget Cycles in New versus

  Established Democracies 14.7.2005, by Brender Adi, Drazen Allan (Bank of Israel Research - Discussion Papers dp0504)Abstract
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  Establishing Credibility: Evolving Perceptions ofthe European Central Bank, by Linda S. Goldberg and Michael W. Klein (New York Fed Staff reports 231)Abstract
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Financing Constraints and a Firm's Decision and Ability to Innovate:   Establishing Direct and Reverse Effects, by Vassilis Hajivassiliou and Frédérique Savignac (Bank of France Working Papers Nr 202)Abstract
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The Relationship Between the   Establishment Age Distribution and Urban Growth, by R. Jason Faberman (Philadelphia Fed Working Papers wp07-18)Full text

  Establishment Heterogeneity, Exporter Dynamics, and the Effects of Trade Liberalization, by George Alessandria and Horag Choi (Philadelphia Fed Working Papers wp07-17)Full text

Geographic Concentration and   Establishment Size: Analysis in an Alternative Economic Geography Model, by Thomas J. Holmes and John J. Stevens (Federal Reserve Board FEDS series 2002-17)Abstract
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  Establishments Dynamics and Matching Frictions in Classical Competitive Equilibrium, by Marcelo Veracierto (Chicago Fed Working papers WP-2007-16)Abstract
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  Establishments Dynamics, Vacancies and Unemployment: A Neoclassical Synthesis, by Marcelo Veracierto (Chicago Fed Working papers WP-2009-14)Abstract
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Labor Adjustment Costs in a Panel of   Establishments: A Structural Approach, by Joăo Ejarque, Pedro Portugal (Bank of Portugal Working papers 200716)Abstract
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The   Establishment-Level Behavior of Vacancies and Hiring, by Steven J. Davis (Philadelphia Fed Working Papers 09-14)Full text

Investing for the Long-Run in European Real

  Estate , by Carolina Fugazza, Massimo Guidolin, and Giovanna Nicodano (St Louis Fed Working Papers 2006-028)Full text

Did investors regard real   estate as, by Serdar Dinc and Patrick M McGuire (Bank for International Settlements Working papers 164)Abstract
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Real   Estate Brokers and Commission: Theory and Calibrations, by Oz Shy (Boston Fed Working papers 09-08)Abstract

The case of the missing commercial real   estate cycle, by Haibin Zhu (Bank for International Settlements Quarterly Review 0209g)Full text

The dark and the bright side of liquidity risks: evidence from open-end real   estate funds in Germany, by Falko Fecht, Michael Wedow (Deutsche Bundesbank Banking Supervision Discussion Papers 2009/10)Full text

Open-end real   estate funds in Germany - genesis and crisis, by Christina E. Bannier, Falko Fecht, Marcel Tyrell (Deutsche Bundesbank Banking Supervision Discussion Papers 2007/04)Full text

Effects of the 2003 Dividend Tax Cut: Evidence from Real   Estate Investment Trusts, by Jesse Edgerton (Federal Reserve Board FEDS series 2010-34)Abstract
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Empirical Analysis of the Average Asset Correlation for Real   Estate Investment Trusts, by Lopez (San Francisco Fed Working Papers 2005-22)Full text

Asset Price Declines and Real   Estate Market Illiquidity: Evidence from Japanese Land Values, by John Krainer and Mark Spiegel, and Nobuyoshi Yamori (San Francisco Fed Working Papers 2004-16)Full text

Real   estate markets and bank distress, by Michael Koetter, Tigran Poghosyan (Deutsche Bundesbank Banking Supervision Discussion Papers 2008/18)Full text

Banks and Real   Estate Prices, by Christian Hott (Swiss National Bank Working Papers 2009-08)Full text

  Estate Taxation with Warm-Glow Altruism, by Carlos Garriga, and Fernando Sánchez-Losada (St Louis Fed Working Papers 2009-004)Abstract
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  Estate Taxation, Entrepreneurship, and Wealth, by Marco Cagetti, Mariacristina De Nardi (Chicago Fed Working papers WP-2007-08)Abstract
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Fiscal discipline and the cost of public dept service: some

  estiames for OECD countries, by Silvia Ardagna (European Central Bank Working papers 0411)Full text


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