Forecasting the world economy in the short- | | term , by Audrone Jakaitiene, Stéphane Dées (European Central Bank Working papers 1059) | Full text |
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| A Note on Mexico and U.S. Manufacturing Industries´ Long- | | term , by Chiquiar Daniel; Ramos Francia Manuel (Bank of Mexico Working Papers 2008-08) | Full text |
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| The Cyclical Behavior of Short- | | Term and Long-Term Job Flows, by Andrew Figura (Board of Governors of the Federal Reserve System FEDS series 2002-12) | Abstract
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| Fixed- | | Term and Permanent Employment Contracts: Theory and Evidence, by Working Paper 2010-13 (Atlanta Fed Working papers 2010-13) | Abstract
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| Long- | | term and Short-term Determinants of Property Prices in Hong Kong, by Frank Leung, Kevin Chow and Gaofeng Han (Hong Kong Monetary Authority Working Papers WP08_15) | Abstract
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| An Integrated Model for Liquidity Management and Short- | | Term Asset Allocation in Commercial Banks, by Wenersamy Ramos de Alcântara (Central Bank of Brazil Working Papers 168) | Abstract
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| The Federal Reserve's | | Term Auction Facility, by Olivier Armantier, Sandra Krieger, and James McAndrews (Federal Reserve Bank of New York Current issues ci14-05) | Abstract
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| The Effect of the | | Term Auction Facilityon the London Inter-Bank Offered Rate, by James McAndrews, Asani Sarkar, and Zhenyu Wang (Federal Reserve Bank of New York Staff reports 335) | Abstract
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| Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long- | | Term Bond Yields in the U.S., U.K., and Sweden, by Gurkaynak, Levin, Swanson (San Francisco Fed Working Papers 2006-09) | Full text |
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| The Costs and Benefits of Moral Suasion: Evidence from the Rescue of Long- | | Term Capital Management, by Craig Furfine (Chicago Fed Working papers WP-2002-11) | Abstract
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| The costs and benefits of moral suasion: Evidence from the rescue of long- | | term capital management, by Craig Furfine (Bank for International Settlements Working papers 103) | Abstract
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| Long term vs. short | | term comovements in stock markets: the use of Markov-switching multifractal models., by Julien Idier (Bank of France Working Papers Nr 218) | Abstract
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| Matching Workers to Jobs in the Past Lane: the Operation of Fixed- | | term Contracts, by José Varejăo, Pedro Portugal (Bank of Portugal Working papers 200410) | Abstract
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| The use of fixed- | | term contracts and the labour adjustment in Belgium, by Emmanuel Dhyne, Benoit Mahy (National Bank of Belgium Working Papers 169) | Abstract
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| Long- | | Term Contracts as a Strategic Device, by Klein Nir (Bank of Israel Research - Discussion Papers dp0416) | Abstract
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| Why do Firms Use Fixed- | | Term Contracts?, by José Varejăo, Pedro Portugal (Bank of Portugal Working papers 200308) | Abstract
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| Insolvency or Liquidity Squeeze? Explaining Very Short- | | Term Corporate Yield Spreads, by Dan Covitz and Chris Downing (Board of Governors of the Federal Reserve System FEDS series 2002-45) | Abstract
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| Long-term and Short- | | term Determinants of Property Prices in Hong Kong, by Frank Leung, Kevin Chow and Gaofeng Han (Hong Kong Monetary Authority Working Papers WP08_15) | Abstract
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| An Analysis of Long- | | term Determinants of the Current Account and the Evaluation of its Sustainability in Korea, by Dongkoo Chang (Bank of Korea Economic Papers 36) | Abstract
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| Model for Analysing and forecasting short | | term developments, by Mustapha Baghli, Véronique Brunhes-Lesage, Olivier De bandt, Henri Fraisse et Jean-Pierre Villetel (Bank of France Working Papers Nr 106) | Abstract
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| Public Debt in a Long | | Term Discretionary Model, by Liviatan Nissan, Frish Roni (Bank of Israel Research - Discussion Papers dp0307) | Abstract
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| The Long- | | Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation, by Michael R. King and Dan Segal (Bank of Canada Working papers 2006-44) | Abstract
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| Longer- | | term effects of monetary growth on real and nominal variables, major industrial countries, 1880-2001, by Alfred A. Haug and William G. Dewald (European Central Bank Working papers 0382) | Full text |
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| Fixed | | Term Employment Contracts in an Equilibrium Search Model, by Fernando Alvarez, Marcelo Veracierto (Chicago Fed Working papers WP-2005-14) | Abstract
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| Short- | | term estimates of euro area real GDP by means of monthly data, by Gerhard Rünstler and Franck Sédillot (European Central Bank Working papers 0276) | Full text |
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| Is the volatility of the EONIA transmitted to longer- | | term euro money market interest rates?, by Francisco Alonso and Roberto Blanco (Bank of Spain Working Papers 0541) | Abstract
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| Short- | | Term Exchange-Rate Effects of Capital Flows in a Small Open Economy With Pure Exhange-Rate Targeting, by Abildgren, Kim (National Bank of Denmark (Danmarks Nationalbank) Working papers WP45/2007) | Abstract
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| An Empirical Assessment of the Relationships Among Inflation and Short- and Long- | | Term Expectations, by Todd E. Clark and Troy Davig (Kansas City Fed Working Papers 08-05) | Abstract
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| Assessing long- | | term fiscal developments - a new approach, by António Afonso, Luca Agnello, Davide Furceri, Ricardo Sousa (European Central Bank Working papers 1032) | Full text |
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| Price Formation and Liquidity Provision in Short- | | Term Fixed Income Markets, by Chris D'Souza, Ingrid Lo, and Stephen Sapp (Bank of Canada Working papers 2007-27) | Abstract
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| Endogenous growth mechanism as a source of medium | | term fluctuations in the labor market. Application to the US economy, by Michal Gradzewicz (National Bank of Poland Working papers 057) | Full text |
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| Short- | | term forecasting of GDP using large monthly datasets - A pseudo real-time forecast evaluation exercise, by K. Barhoumi, S. Benk, R. Cristadoro, A. Den Reijer, A. Jakaitiene, P. Jelonek, A. Rua, G. Rünstler, K. Ruth, C. Van Nieuwenhuyze (National Bank of Belgium Working Papers 133) | Abstract
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| Short- | | term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise, by Karim Barhoumi, Szilard Benk, Riccardo Cristadoro, Ard Den Reijer, Audrone Jakaitiene, Piotr Jelonek, António Rua, Gerhard Rünstler, Karsten Ruth and Christophe Van Nieuwenhuyze (European Central Bank Occasional papers 084) | Full text |
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| Short- | | term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise., by Karim Barhoumi, Gerhard Rünstler, Riccardo Cristadoro, Ard Den Reijer, Audrone Jakaitiene, Piotr Jelonek, Antonio Rua, Karsten Ruth, Szilard Benk and Christophe Van Nieuwenhuyze (Bank of France Working Papers Nr 215) | Abstract
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| Short- | | term forecasts of euro area GDP growth, by Elena Angelini, Gonzalo Camba-Méndez, Domenico Giannone (European Central Bank Working papers 0949) | Full text |
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| Short- | | term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data, by Marie Diron (European Central Bank Working papers 0622) | Full text |
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| How Does the Market Interpret Analysts' Long- | | Term Growth Forecasts?, by Steven A. Sharpe (Board of Governors of the Federal Reserve System FEDS series 2002-7) | Abstract
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| Public finances and long- | | term growth in Europe - evidence from a panel data analysis, by Diego Romero de Ávila and Rolf Strauch (European Central Bank Working papers 0246) | Full text |
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| Long- | | term growth prospects for the Russian economy, by Roland Beck, Annette Kamps and Elitza Mileva (European Central Bank Occasional papers 058) | Full text |
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| Structural Reform, Intra-Regional Trade, and Medium- | | Term Growth Prospects of East Asia and the Pacific --- Perspectives from a new multi-region model, by Papa N’Diaye, Ping Zhang, and Wenlang Zhang (Hong Kong Monetary Authority Working Papers WP08_17) | Abstract
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| How Did Schooling Laws Improve Long- | | Term Health and Lower Mortality? (REVISED January, 2007), by Bhashkar Mazumder (Chicago Fed Working papers WP-2006-23) | Abstract
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| The Impact of Interest-Rate Subsidies on Long- | | Term Household Debt: Evidence From a Large Program, by (DNB) (Netherlands Bank DNB Working Papers 026) | Full text |
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| The Impact of Interest-rate Subsidies on Long- | | term Household Debt: Evidence from a Large Program, by Nuno C. Martins, Ernesto Villanueva (Bank of Portugal Working papers 200314) | Abstract
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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 0396) | Full text |
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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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| Introducing the Euro-STING: Short | | Term INdicator of Euro Area Growth (701 KB, by Maximo Camacho and Gabriel Perez-Quiros (Bank of Spain Working Papers 0807) | 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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| Definition of price stability, range and point inflation targets: the anchoring of long- | | term inflation expectations, by Efrem Castelnuovo, Sergio Nicoletti-Altimari and Diego Rodriguez-Palenzuela (European Central Bank Working papers 0273) | Full text |
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| Decomposing the Declining Volatility of Long- | | Term Inflation Expectations, by Todd E. Clark and Troy Davig (Kansas City Fed Working Papers 09-05) | Abstract
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| A happy "halfway-house"? Medium | | term inflation targeting in New Zealand, by Sam Warburton and Kirdan Lees (Reserve Bank of New Zealand Discussion Papers DP2005/03) | Abstract
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| An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short- | | Term Interest Rate, by Ingrid Lo (Bank of Canada Working papers 2005-45) | Abstract
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| Using a Long- | | Term Interest Rate as the Monetary Policy Instrument, by Bruce McGough, Glenn Rudebusch and John C. Williams (San Francisco Fed Working Papers 2004-22) | Full text |
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| Bond pricing when the short | | term interest rate follows a threshold process, by Wolfgang Lemke, Theofanis Archontakis (Deutsche Bundesbank Discussion Papers 200606) | Full text |
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| Modelling short- | | term interest rate spreads in the euro money market, by Nuno Cassola and Claudio Morana (European Central Bank Working papers 0982) | Full text |
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| Modeling Short- | | Term Interest Rate Spreads in the Euro Money Market, by by Nuno Cassola and Claudio Morana (IJCB International Journal of Central Banking 08q4a1) | Abstract
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| Monetary Policy Regimes and the Volatility of Long- | | Term Interest Rates, by Virginia Queijo von Heideken (Sveriges Riksbank Working Papers 220) | Abstract
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| Federal Reserve Transparency and Financial Market Forecasts of Short- | | Term Interest Rates, by Eric T. Swanson (Board of Governors of the Federal Reserve System FEDS series 2004-6) | Abstract
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| A defence of the expectations theory as a model of us long- | | term interest rates, by Gregory D Sutton (Bank for International Settlements Working papers 085) | Abstract
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| Monetary Policy and Long- | | Term Interest Rates in Chile, by Mauricio Larraín (Central Bank of Chile Working Papers 335) | Abstract
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| Determinants of long- | | term interest rates in the United States and the euro area: A multivariate approach, by Julien Idier, caroline Jardet and Aymeric de Loubens (Bank of France Working Papers Nr 170) | Abstract
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| What Do German Short- | | Term Interest Rates Tell Us About Future Inflation?, by Harald Grech (Austrian National Bank Working Papers WP094) | Abstract
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| The Sensitivity of Long- | | Term Interest Rates to Economic News: Comment, by Michelle L. Barnes and N. Aaron Pancost (Boston Fed Working papers 10-07) | Abstract
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| How Do Macroeconomic Developments in Mainland China Affect Hong Kong's Short- | | term Interest Rates?, by Dong He, Frank Leung and Philip Ng (Hong Kong Monetary Authority Working Papers WP07_17) | Abstract
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| Does Mortgage Hedging Amplify Movements in Long- | | term Interest Rates?, by Roberto Perli and Brian Sack (Board of Governors of the Federal Reserve System FEDS series 2003-49) | Abstract
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| Long- | | term interest rates, wealth and consumption, by Roy Cromb and Emilio Fernandez-Corugedo (Bank of England Working papers 243) | Abstract
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| Forecasts of US Short- | | term Interest Rates: A Flexible Forecast Combination Approach, by Massimo Guidolin, and Allan Timmerman (St Louis Fed Working Papers 2005-059) | Full text |
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| Threshold dynamics of short- | | term interest rates: empirical evidence and implications for the term structure, by Theofanis Archontakis, Wolfgang Lemke (Deutsche Bundesbank Discussion Papers 200702) | Full text |
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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 (Board of Governors of the Federal Reserve System FEDS series 2003-50) | Abstract
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| Public debt and long- | | term interest rates: the case of Germany, Italy and the USA, by Paolo Paesani (European Central Bank Working papers 0656) | Full text |
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| An Examination of Treasury | | Term Investment, by Interest Rates (Federal Reserve Bank of New York Economic policy review 0703hrun) | Abstract
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| The Cyclical Behavior of Short-Term and Long- | | Term Job Flows, by Andrew Figura (Board of Governors of the Federal Reserve System FEDS series 2002-12) | Abstract
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| A Non-Random Walk Revisited: Short- and Long- | | Term Memory in Asset Prices, by Paul Eitelman and Justin Vitanza (Board of Governors of the Federal Reserve System International Financial Discussion Papers 0956) | Abstract
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| A Short- | | Term Model of the Fed's Portfolio Choice, by Dean Croushore (Philadelphia Fed Working Papers wp03-08) | Full text |
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| Short- | | term monitoring of fiscal policy discipline, by Gonzalo Camba-Mendez and Ana Lamo (European Central Bank Working papers 0152) | Full text |
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| Short- | | term monitoring of the Spanish Government balance with mixed-frequencies models, by Teresa Leal, Diego J. Pedregal and Javier J. Pérez (Bank of Spain Working Papers 0931) | Abstract
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| The historical connection between short | | term output and prices in a small open economy, by Ola Grytten and Arngrim Hunnes (Central Bank of Norway (Norges Bank) Working Papers 2009/21) | Abstract
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| Long- | | term Patterns in Australia's Terms of Trade, by Christian Gillitzer and Jonathan Kearns (Reserve Bank of Australia Research Discussion Papers RDP2005-01) | Abstract
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| Measuring the long- | | term perception of monetary policy and the term structure, by Nicolas Rautureau (Bank of Finland Discussion Papers 2004/12) | Abstract
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| Executive Compensation: A New View from a Long- | | Term Perspective, 1936-2005, by Carola Frydman and Raven E. Saks (Board of Governors of the Federal Reserve System FEDS series 2007-35) | Abstract
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| An Assessment of the Bank of Canada's | | Term PRA Facility, by Emanuella Enenajor, Alex Sebastian, and Jonathan Witmer (Bank of Canada Working papers 2010-20) | Abstract
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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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| Estimates of time-varying | | term premia for New Zealand and Australia, by Michael Gordon (Reserve Bank of New Zealand Discussion Papers DP2003/06) | Abstract
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| A Closer Look at the Sensitivity Puzzle: The Sensitivity of Expected Future Short Rates and | | Term Premia to Macroeconomic News, by Meredith Beechey (Board of Governors of the Federal Reserve System FEDS series 2007-06) | Abstract
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| | | Term Premia: Endogenous Constraints on Monetary Policy, by Sharon Kozicki and P.A. Tinsley (Kansas City Fed Working Papers RWP02-07) | Abstract
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| Signal or Noise? Implications of the | | Term Premium, by for Recession Forecasting (Federal Reserve Bank of New York Economic policy review 0801rose) | Abstract
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| Macroeconomic Implications of Changes in the | | Term Premium, by Rudebusch, Sack, Swanson (San Francisco Fed Working Papers 2006-46) | Full text |
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| Estimates of the | | Term Premium on Near-dated Federal Funds Futures Contracts, by J. Benson Durham (Board of Governors of the Federal Reserve System FEDS series 2003-19) | Abstract
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| Term Structure Anomalies: | | Term Premium or Peso problem?, by Caroline JARDET (Bank of France Working Papers Nr 143) | Abstract
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| Signal or Noise? Implications of the | | Term Premiumfor Recession Forecasting, by Joshua V. Rosenberg and Samuel Maurer (Federal Reserve Bank of New York Economic policy review 0807rose) | Abstract
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| | | Term Premiums and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset, by Jonathan H. Wright (Board of Governors of the Federal Reserve System FEDS series 2008-25) | Abstract
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| Implied Interest Rate Skew, | | Term Premiums, and the "Conundrum", by J. Benson Durham (Board of Governors of the Federal Reserve System FEDS series 2007-55) | Abstract
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| Papers on the medium- | | term prospects of the banking sector, by Katalin Méro (ed.) (Magyar Nemzeti Bank (the central bank of Hungary) Occasional papers 2002/26) | Abstract
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| Predictions of short- | | term rates and the expectations hypothesis of the term structure of interest rates, by Massimo Guidolin and Daniel L. Thornton (European Central Bank Working papers 0977) | Full text |
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| Predictions of Short- | | Term Rates and the Expectations Hypothesis, by Massimo Guidolin, and Daniel L. Thornton (St Louis Fed Working Papers 2010-013) | Abstract
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| Predictions of Short- | | Term Rates and the Expectations Hypothesis of the Term Structure of Interest Rates, by Daniel L. Thornton (St Louis Fed Working Papers 2004-010) | Full text |
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| The Expectation Hypothesis of the Term Structure of Very Short- | | Term Rates: Statistical Tests and Economic Value, by Pasquale Della Corte, Lucio Sarno, and Daniel L. Thornton (St Louis Fed Working Papers 2006-061) | Full text |
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| Can confidence indicators be useful to predict short | | term real GDP growth?, by Annabelle Mourougane and Moreno Roma (European Central Bank Working papers 0133) | Full text |
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| The longer | | term refinancing operations of the ECB, by Tobias Linzert, Dieter Nautz and Ulrich Bindseil (European Central Bank Working papers 0359) | Full text |
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| The | | Term Securities Lending Facility: Origin, Design, and Effects, by Michael J. Fleming, Frank Keane and Warren B. Hrung (Federal Reserve Bank of New York Current issues ci15-02) | Abstract
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| Repo Market Effects of the | | Term Securities Lending Facility, by Michael J. Fleming, Warren B. Hrung, and Frank M. Keane (Federal Reserve Bank of New York Staff reports 426) | Abstract
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| The Case for Foreign Exchange Intervention: The Government as a Long- | | term Speculator, by Christopher J. Neely (St Louis Fed Working Papers 2004-031) | Full text |
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| The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the | | term spread, by Dieter Nautz, Christian J. Offermanns (Deutsche Bundesbank Discussion Papers 200601) | Full text |
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| Monetary policy and the | | term spread in a macro model of a small open economy, by Viktor Kotlán (Czech National Bank Working papers 2002/01) | Abstract
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| Measuring the long-term perception of monetary policy and the | | term structure, by Nicolas Rautureau (Bank of Finland Discussion Papers 2004/12) | Abstract
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| Threshold dynamics of short-term interest rates: empirical evidence and implications for the | | term structure, by Theofanis Archontakis, Wolfgang Lemke (Deutsche Bundesbank Discussion Papers 200702) | Full text |
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| Genetic algorithm estimation of interest rate | | term structure, by Ricardo Gimeno and Juan M. Nave (Bank of Spain Working Papers 0634) | Abstract
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| A No-Arbitrage Analysis of Economic Determinants of the Credit Spread | | Term Structure, by Liuren Wu and Frank Xiaoling Zhang (Board of Governors of the Federal Reserve System FEDS series 2005-59) | Abstract
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| | | Term structure and the estimated monetary policy rule in the eurozone (828 KB), by Ramón María-Dolores and Jesús Vázquez (Bank of Spain Working Papers 0827) | Abstract
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| | | Term structure and the sluggishness of retail bank interest rates in euro area countries, by Gabe de Bondt (European Central Bank Working papers 0518) | Full text |
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| | | Term Structure Anomalies: Term Premium or Peso problem?, by Caroline JARDET (Bank of France Working Papers Nr 143) | Abstract
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| The Recent Shift in | | Term Structure Behavior from a No-Arbitrage Macro-Finance Perspective, by Glenn Rudebusch and Tao Wu (San Francisco Fed Working Papers 2004-25) | Full text |
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| A | | Term Structure Decomposition of the Australian Yield Curve, by Richard Finlay and Mark Chambers (Reserve Bank of Australia Research Discussion Papers RDP2008-09) | Abstract
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| A joint econometric model of macroeconomic and | | term structure dynamics, by Peter Hördahl (European Central Bank Working papers 0405) | Full text |
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| | | Term Structure Estimation with Survey Data on Interest Rate Forecasts, by Don H. Kim and Athanasios Orphanides (Board of Governors of the Federal Reserve System FEDS series 2005-48) | Abstract
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| | | Term structure forecasting using macro factors and forecast combination, by Michiel de Pooter, Francesco Ravazzolo and Dick van Dijk., (Central Bank of Norway (Norges Bank) Working Papers 2010/01) | Abstract
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| | | Term Structure Forecasting Using Macro Factors And Forecast Combination, by Michiel De Pooter, Francesco Ravazzolo, and Dick van Dijk (Board of Governors of the Federal Reserve System International Financial Discussion Papers 0993) | Abstract
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| On the informational role of | | term structure in the U.S. monetary policy rule, by Jesús Vázquez, Ramón María-Dolores and Juan-Miguel Londoño (Bank of Spain Working Papers 0919) | Abstract
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| An Estimate of the Inflation Risk Premium Using a Three-Factor Affine | | Term Structure Model, by J. Benson Durham (Board of Governors of the Federal Reserve System FEDS series 2006-42) | Abstract
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| An Arbitrage-Free Generalized Nelson-Siegel | | Term Structure Model, by Christensen, Diebold, Rudebusch (San Francisco Fed Working Papers 2008-07) | Full text |
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| An Arbitrage-Free Three-Factor | | Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates, by Don H. Kim and Jonathan H. Wright (Board of Governors of the Federal Reserve System FEDS series 2005-33) | Abstract
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| Reading the Minds of Investors: An Empirical | | Term Structure Model for Policy Analysis, by Jim Clouse (Board of Governors of the Federal Reserve System FEDS series 2004-64) | Abstract
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| An affine macro-finance | | term structure model for the euro area, by Wolfgang Lemke (Deutsche Bundesbank Discussion Papers 200713) | Full text |
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| Zero Bound, Option-Implied PDFs, and | | Term Structure Models, by Don H. Kim (Board of Governors of the Federal Reserve System FEDS series 2008-31) | 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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| 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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| Affine | | term structure models for the foreign exchange risk premium, by Luca Benati (Bank of England Working papers 291) | 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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| Multi-Lag | | Term Structure Models with Stochastic Risk Premia, by Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 189) | Abstract
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| Switching VARMA | | Term Structure Models - Extended Version, by Alain Monfort and Fulvio Pegoraro (Bank of France Working Papers Nr 191) | Abstract
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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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| Jump-Diffusion Processes and Affine | | Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates, by J. Benson Durham (Board of Governors of the Federal Reserve System FEDS series 2005-53) | Abstract
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| | | Term Structure Movements Implicit in Option Prices, by Carlos Ibsen R. Almeida and José Valentim M. Vicente (Central Bank of Brazil Working Papers 128) | Abstract
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| Large | | Term Structure Movements in a Factor Model Framework, by Marcelo Reyes (Central Bank of Chile Working Papers 341) | Abstract
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| Deriving the | | term structure of banking crisis risk with a compound option approach: the case of Kazakhstan, by Stefan Eichler, Alexander Karmann, Dominik Maltritz (Deutsche Bundesbank Banking Supervision Discussion Papers 2010/01) | Full text |
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| The | | Term Structure of Commercial Paper Rates, by Chris Downing and Stephen Oliner (Board of Governors of the Federal Reserve System FEDS series 2004-18) | Abstract
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| Macroeconomic Determinants of the | | Term Structure of Corporate Spreads, by Jun Yang (Bank of Canada Working papers 2008-29) | Abstract
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| Determinants of Euro | | Term Structure of Credit Spreads, by Astrid Van Landschoot (National Bank of Belgium Working Papers 057) | Full text |
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| Determinants of euro | | term structure of credit spreads, by Astrid Van Landschoot (European Central Bank Working papers 0397) | Full text |
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| On Forecasting the | | Term Structure of Credit Spreads, by C.N.V. Krishnan, Peter H. Ritchken, and James B. Thomson (Cleveland Fed Working papers 0705) | Full text |
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| Macro factors in the | | term structure of credit spreads, by Jeffery D Amato and Maurizio Luisi (Bank for International Settlements Working papers 203) | Abstract
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| The | | term structure of credit spreads in project finance, by Marco Sorge and Blaise Gadanecz (Bank for International Settlements Working papers 159) | Abstract
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| 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 |
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| The | | term structure of euro area break-even inflation rates: the impact of seasonality, by Jacob Ejsing (European Central Bank Working papers 0830) | Full text |
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| Survey-Based Estimates of the | | Term Structure of Expected U.S. Inflation, by Sharon Kozicki and P.A. Tinsley (Bank of Canada Working papers 2006-46) | Abstract
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| The | | Term Structure of Inflation Expectations, by Tobias Adrian and Hao Wu (Federal Reserve Bank of New York Staff reports 362) | Abstract
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| The | | term structure of interest rates in a DSGE model, by Marina Emiris (National Bank of Belgium Working Papers 088) | Abstract
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| Modeling the | | Term Structure of Interest Rates: Where Do We Stand?, by Konstantijn Maes (National Bank of Belgium Working Papers 042) | Full text |
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| Characterizing the Brazilian | | Term Structure of Interest Rates, by Osmani T. Guillen and Benjamin M. Tabak (Central Bank of Brazil Working Papers 158) | Abstract
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| Monetary Policy Surprises and the Brazilian | | Term Structure of Interest Rates, by Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 070) | Abstract
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| McCallum Rules, Exchange Rates, and the | | Term Structure of Interest Rates, by Antonio Diez de los Rios (Bank of Canada Working papers 2008-43) | Abstract
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| Exact Tests of Equal Forecast Accuracy with an Application to the | | Term Structure of Interest Rates, by Richard Luger (Bank of Canada Working papers 2004-2) | Abstract
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| Forward premium puzzle and | | term structure of interest rates: the case of New Zealand, by Carmen Gloria Silva (Central Bank of Chile Working Papers 570) | Abstract
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| Predictions of short-term rates and the expectations hypothesis of the | | term structure of interest rates, by Massimo Guidolin and Daniel L. Thornton (European Central Bank Working papers 0977) | Full text |
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| The | | term structure of interest rates across frequencies, by Katrin Assenmacher-Wesche and Stefan Gerlach (European Central Bank Working papers 0976) | Full text |
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| Inflation risk premia in the | | term structure of interest rates, by Peter Hördahl and Oreste Tristani (European Central Bank Working papers 0734) | Full text |
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| A continuous-time model of the | | term structure of interest rates with fiscal-monetary policy interactions, by Massimiliano Marzo – Silvia Romagnoli – Paolo Zagaglia (Bank of Finland Discussion Papers 2008/25) | Abstract
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| Estimating a Benchmark | | Term Structure of Interest Rates for Mainland China, by Hongyi Chen and Vincent Yeung (Hong Kong Monetary Authority China Economic Issues 200604) | Full text |
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| Alternative Tests of the Expectations Hypothesis of the | | Term Structure of Interest Rates, by Don Bredin (Central Bank and Financial Services Authority of Ireland Research Technical Papers 01/RT/02) | Abstract
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| Estimation of the | | Term Structure of Interest Rates and Its Characteristics, by Hyoung-Seok Lim (Bank of Korea Economic Papers 65) | Abstract
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| A Macroeconomic Model of the | | Term Structure of Interest Rates in Mexico., by Cortés Espada Josué Fernando; Ramos Francia Manuel (Bank of Mexico Working Papers 2008-10) | Full text |
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| An Affine Model of the | | Term Structure of Interest Rates in Mexico, by Cortés Espada Josué Fernando; Ramos Francia Manuel (Bank of Mexico Working Papers 2008-09) | Full text |
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| An Empirical Analysis of the Mexican | | Term Structure of Interest Rates., by Cortés Espada Josué Fernando; Ramos Francia Manuel; Torres García Alberto (Bank of Mexico Working Papers 2008-07) | Full text |
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| The Monetary Policy Decision-Making Process and the | | Term Structure of Interest Rates, by Hans Dillén (Sveriges Riksbank Working Papers 222) | Abstract
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| Monetary Policy Signaling and Movements in the Swedish | | Term Structure of Interest Rates, by Malin Andersson , Hans Dillén and Peter Sellin (Sveriges Riksbank Working Papers 132) | Abstract
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| An Orthogonal Polynomial Approach to Estimate the | | Term Structure of Interest Rates, by Hans-Jürg Büttler (Swiss National Bank Working Papers 2007-08) | Abstract
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| Evolving Macroeconomic Perceptions and the | | Term Structure of Interest Rates, by Athanasios Orphanides and Min Wei (Board of Governors of the Federal Reserve System FEDS series 2010-01) | Abstract
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| Pricing Kernels, Inflation, and the | | Term Structure of Interest Rates, by Ben R. Craig and Joseph G. Haubrich (Cleveland Fed Working papers 0308) | Full text |
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| Stationarity and the | | Term Structure of Interest Rates: A Characterisation of Stationary and Unit Root Yield Curves, by Clive G. Bowsher and Roland Meeks (Dallas Fed Working Papers wp0811) | Full text |
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| Long Run Risks in the | | Term Structure of Interest Rates: Estimation, by Taeyoung Doh (Kansas City Fed Working Papers 08-11) | Abstract
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| Predictions of Short-Term Rates and the Expectations Hypothesis of the | | Term Structure of Interest Rates, by Daniel L. Thornton (St Louis Fed Working Papers 2004-010) | Full text |
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| The inflation risk premium in the | | term structure of interest rates, by Peter Hördahl (Bank for International Settlements Quarterly Review 0809e) | Abstract
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| Inflation risk premia in the | | term structure of interest rates, by Peter Hördahl and Oreste Tristani (Bank for International Settlements Working papers 228) | Abstract
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| The | | term structure of risk premia: new evidence from the financial crisis,, by Tobias Berg, (European Central Bank Working papers 1165) | Full text |
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| Dynamics of the | | term structure of UK interest rates, by Francesco Bianchi, Haroon Mumtaz and Paolo Surico (Bank of England Working papers 363) | Abstract
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| Credit spreads on sterling corporate bonds and the | | term structure of UK interest rates, by Jeremy Leake (Bank of England Working papers 202) | Abstract
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| The Expectation Hypothesis of the | | Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value, by Pasquale Della Corte, Lucio Sarno, and Daniel L. Thornton (St Louis Fed Working Papers 2006-061) | Full text |
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| An Empirical Analysis of the Canadian | | Term Structure of Zero-Coupon Interest Rates, by David J. Bolder, Grahame Johnson, and Adam Metzler (Bank of Canada Working papers 2004-48) | Abstract
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| | | Term Structure Rules for Monetary Policy, by Mariano Kulish (Reserve Bank of Australia Research Discussion Papers RDP2006-02) | Abstract
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| | | Term Structure Transmission of Monetary Policy, by Sharon Kozicki and P.A. Tinsley (Bank of Canada Working papers 2007-30) | Abstract
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| | | Term Structure Transmission of Monetary Policy, by Sharon Kozick and P.A. Tinsley (Kansas City Fed Working Papers RWP05-06) | Abstract
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| Pricing the | | Term Structure with Linear Regressions, by Tobias Adrian and Emanuel Moench (Federal Reserve Bank of New York Staff reports 340) | Abstract
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| A No-Arbitrage Analysis of Macroeconomic Determinants of | | Term Structures and the Exchange Rate, by Fousseni Chabi-Yo and Jun Yang (Bank of Canada Working papers 2007-21) | Abstract
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| Cross-dynamics of volatility | | term structures implied by foreign exchange options, by Elizaveta Krylova (European Central Bank Working papers 0530) | Full text |
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| Estimating Real and Nominal | | Term Structures using Treasury Yields, Inflation, Inflation Forecasts, and Inflation Swap Rates, by Joseph G Haubrich, George Pennacchi and Peter Ritchken (Cleveland Fed Working papers 0810) | Full text |
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| Regime-Shifts, Risk Premiums in the | | Term Structure, and the Business Cycle, by Ravi Bansal, George Tauchen, and Hao Zhou (Board of Governors of the Federal Reserve System FEDS series 2003-21) | Abstract
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| Heterogeneous information about the | | term structure, least-squares learning and optimal rules for inflation targeting, by Eric Schaling - Sylvester Eijffinger - Mewael Tesfaselassie (Bank of Finland Discussion Papers 2004/23) | Abstract
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| A Macro-Finance Model of the | | Term Structure, Monetary Policy, and the Economy, by Glenn D. Rudebusch and Tao Wu (San Francisco Fed Working Papers 2003-17) | Full text |
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| Extracting inflation expectations and inflation risk premia from the | | term structure: a joint model of the UK nominal and real yield curves, by Michael Joyce, Peter Lildholdt and Steffen Sorensen (Bank of England Working papers 360) | Abstract
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| Market based compensation, price informativeness and short- | | term trading, by Riccardo Calcagno and Florian Heider (European Central Bank Working papers 0735) | Full text |
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| Anomalous Bidding in Short- | | Term Treasury Bill Auctions, by Michael J. Fleming, Kenneth D. Garbade, and Frank Keane (Federal Reserve Bank of New York Staff reports 184) | Abstract
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| The Italian public finances in the period 1998-2007: Temporary factors, medium- | | term trends and discretionary measures, by Maria Rosaria Marino, Sandro Momigliano, Pietro Rizza (Bank of Italy Occasional Papers 15) | Abstract
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| Bond market inflation expectations and longer- | | term trends in broad monetary growth and inflation in industrial countries, 1880-2001, by William G. Dewald (European Central Bank Working papers 0253) | Full text |
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| The Phillips curve and long- | | term unemployment, by Ricardo Llaudes (European Central Bank Working papers 0441) | Full text |
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| Long | | term vs. short term comovements in stock markets: the use of Markov-switching multifractal models., by Julien Idier (Bank of France Working Papers Nr 218) | Abstract
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| An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long- | | Term Yields and Distant-Horizon Forward Rates, by Don H. Kim and Jonathan H. Wright (Board of Governors of the Federal Reserve System FEDS series 2005-33) | Abstract
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| The High-Frequency Impact of News on Long- | | Term Yields and Forward Rates: Is It Real?, by Meredith J. Beechey and Jonathan H. Wright (Board of Governors of the Federal Reserve System FEDS series 2008-39) | Abstract
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| The | | term "macroprudential": origins and evolution, by Piet Clement (Bank for International Settlements Quarterly Review 1003h) | 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 |
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| The | | Termination of Subprime Hybrid and Fixed Rate Mortgages, by Anthony Pennington-Cross, and Giang Ho (St Louis Fed Working Papers 2006-042) | Full text |
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| Loan Servicer Heterogeneity and The | | Termination of Subprime Mortgages, by Anthony Pennington-Cross, and Giang Ho (St Louis Fed Working Papers 2006-024) | Full text |
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Contractual | | terms and CDS pricing, by Franck Packer and Haibin Zhu (Bank for International Settlements Quarterly Review 0503h) | Abstract
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| Long-term Patterns in Australia's | | Terms of Trade, by Christian Gillitzer and Jonathan Kearns (Reserve Bank of Australia Research Discussion Papers RDP2005-01) | Abstract
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| US Dollar Fluctuations, Copper Price and | | Terms of Trade, by José De Gregorio, Hermann González, Felipe Jaque (Central Bank of Chile Working Papers 310) | Abstract
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| | | Terms of Trade and Exchange Rate Regimes in Developing Countries, by Christian Broda (Federal Reserve Bank of New York Staff reports 148) | Abstract
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| Sovereign Default, | | Terms of Trade and Interest Rates in Emerging Markets, by Cuadra, G. & H. Sapriza (Bank of Mexico Working Papers 2006-01) | Full text |
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| Trade policy: home market effect versus | | terms of trade externality, by Alessia Campolmi - Harald Fadinger - Chiara Forlati (Magyar Nemzeti Bank (the central bank of Hungary) Working papers 2010/06) | Abstract
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| Monthly | | Terms of Trade Series for the Chilean Economy: 1965-1999, by Herman Bennett, Rodrigo Valdés (Central Bank of Chile Working Papers 098) | Abstract
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| Macroeconomic Volatility and | | Terms of Trade Shocks, by Dan Andrews and Daniel Rees (Reserve Bank of Australia Research Discussion Papers RDP2009-05) | Abstract
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| What is behind the recent evolution of Portuguese | | terms of trade?, by Fátima Cardoso, Paulo Soares Esteves (Bank of Portugal Working papers 200805) | Abstract
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| Productivity, the | | Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited, by Ehsan U. Choudhri and Lawrence L. Schembri (Bank of Canada Working papers 2009-22) | Abstract
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| Productivity Spillovers, | | Terms of Trade, and the "Home Market Effect", by Giancarlo Corsetti, Philippe Martin, and Paolo Pesenti (Federal Reserve Bank of New York Staff reports 201) | Abstract
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| Coping with | | Terms-of-Trade Shocks in Developing Countries, by Christian Broda and Cédric Tille (Federal Reserve Bank of New York Current issues ci09-11) | Abstract
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| Do Homeowners Know Their House Values and Mortgage | | Terms?, by Brian Bucks and Karen Pence (Board of Governors of the Federal Reserve System FEDS series 2006-03) | Abstract
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The Effect of Interest Rate Options Hedging on | | Term-Structure Dynamics, by John Kambhu and Patricia C. Mosser (Federal Reserve Bank of New York Economic policy review 0112kamb) | 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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| Examining Simple Joint Macroeconomic and | | Term-Structure Models: A Practitioner's Perspective, by David Jamieson Bolder and Shudan Liu (Bank of Canada Working papers 2007-49) | Abstract
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| Affine | | Term-Structure Models: Theory and Implementation, by Bolder, David Jamieson (Bank of Canada Working papers 2001-15) | Abstract
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| | Terrorism and the Resilience of Cities, by James Harrigan and Philippe Martin (Federal Reserve Bank of New York Economic policy review 0211harr) | Abstract
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| Does Democracy Reduce | | Terrorism in Developing Nations?, by Subhayu Bandyopadhyay, and Javed Younas (St Louis Fed Working Papers 2009-023) | Abstract
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Credit Channel with Sovereign Credit Risk: an Empirical | | Test , by Victorio Yi Tson Chu (Central Bank of Brazil Working Papers 051) | Abstract
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| Putting the New Keynesian DSGE model to the real-time forecasting | | test , by Marcin Kolasa, Michal Rubaszek, Pawel Skrzypczynski (European Central Bank Working papers 1110) | Full text |
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| Are emerging market currency crises predictable? A | | test , by Tuomas A. Peltonen (European Central Bank Working papers 0571) | Full text |
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| Must-Take Cards and the Tourist | | Test , by Jean-Charles Rochet and Jean Tirole (Netherlands Bank DNB Working Papers 127) | Full text |
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| Real-Time Model Uncertainty in the United States: 'Robust' policies put to the | | test , by Robert J. Tetlow (Board of Governors of the Federal Reserve System FEDS series 2010-15) | Abstract
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| Firm Specific Human Capital vs. Job Matching: A New | | Test , by Erwan Quintin and John J. Stevens (Board of Governors of the Federal Reserve System FEDS series 2003-33) | Abstract
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| Contagion: An Empirical | | Test , by Jon Wongswan (Board of Governors of the Federal Reserve System International Financial Discussion Papers 0775) | Abstract
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| Are speculative attacks triggered by sunspots? A new | | test , by Nikola A Tarashev (Bank for International Settlements Working papers 166) | Abstract
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| A Time Series Approach to | | Test a Change in Inflation Persistence: The Mexican Experience., by Chiquiar Daniel; Ramos Francia Manuel; Noriega Antonio E. (Bank of Mexico Working Papers 2007-01) | Full text |
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| The Information Value of the Stress | | Test and Bank Opacity, by Donald P. Morgan, Stavros Peristiani, and Vanessa Savino (Federal Reserve Bank of New York Staff reports 460) | Abstract
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| Multimodality | | Test and Mixture Distributions: An Application to the Central Bank Expectation Surve, by Patricio Jaramillo; Juan Carlos Piantini (Central Bank of Chile Working Papers 489) | Abstract
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| A Yield Spread Perspective on the Great Financial Crisis: Break-Point | | Test Evidence, by Massimo Guidolin, and Yu Man Tam (St Louis Fed Working Papers 2010-026) | 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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| One-Sided | | Test for an Unknown Breakpoint: Theory, Computation, and Application to Monetary Theory, by Arturo Estrella and Anthony P. Rodrigues (Federal Reserve Bank of New York Staff reports 232) | Abstract
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| A Consistent Bootstrap | | Test for Conditional Density Functions with Time-Dependent Data, by Li, Fuchun and Greg Tkacz (Bank of Canada Working papers 2001-21) | Abstract
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| A Consistent | | Test for Multivariate Conditional Distributions, by Fuchun Li and Greg Tkacz (Bank of Canada Working papers 2009-34) | Abstract
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| A Residual-Based Cointegration | | Test for Near Unit Root Variables, by Erik Hjalmarsson and Par Osterholm (Board of Governors of the Federal Reserve System 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 (Norges Bank) Working Papers 2009/12) | Abstract
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| Spurious Cointegration: The Engle-Granger | | Test in the Presence of Structural Breaks, by Noriega Antonio E.; Ventosa-Santaulŕria Daniel (Bank of Mexico Working Papers 2006-12) | Full text |
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| An Empirical | | Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?, by Chris Downing, Richard Stanton, and Nancy Wallace (Board of Governors of the Federal Reserve System FEDS series 2003-42) | Abstract
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| Credit crunch? An empirical | | test of cyclical credit policy, by Risto Herrala (Bank of Finland Discussion Papers 2009/10) | Abstract
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| Rounding and the Impact of News: A Simple | | Test of Market Rationality, by Meredith Beechey and Jonathan H. Wright (Board of Governors of the Federal Reserve System FEDS series 2007-05) | Abstract
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| The composition and interests of Russia's business lobbies: A | | test of Olson's "encompassing organization" hypothesis, by William Pyle and Laura Solanko (Bank of Finland BOFIT Discussion Papers 2010/05) | Abstract
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| Do Peer Group Members Outperform Individual Borrowers? A | | Test of Peer Group Lending Using Canadian Micro-Credit Data, by Gomez, Rafael and Eric Santor (Bank of Canada Working papers 2003-33) | Abstract
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| Building Confidence Intervals with Block Bootstraps for the Variance Ratio | | Test of Predictability, by Eduardo José Araújo Lima and Benjamin Miranda Tabak (Central Bank of Brazil Working Papers 151) | Abstract
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| A Simple | | Test of Simple Rules: Can They Improve How Monetary Policy is Implemented with Inflation Targets?, by Rowe, Nicholas and David Tulk (Bank of Canada Working papers 2003-31) | Abstract
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| An Economic | | Test of Structural VARs, by V. V. Chari, Patrick J. Kehoe, and Ellen R. McGrattan (Minneapolis Fed Working Papers wp631) | Abstract
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| The Effect of Cash Flow on Investment: An Empirical | | Test of the Balance Sheet Channel, by Ola Melander (Sveriges Riksbank Working Papers 228) | Abstract
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| International Cross-listing, Firm Performance and Top Management Turnover: A | | Test of the Bonding Hypothesis, by Ugur Lel and Darius P. Miller (Board of Governors of the Federal Reserve System International Financial Discussion Papers 0877) | Abstract
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| Do Energy Prices Respond to U.S. Macroeconomic News? A | | Test of the Hypothesis of Predetermined Energy Prices, by Lutz Kilian and Clara Vega (Board of Governors of the Federal Reserve System International Financial Discussion Papers 0957) | Abstract
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| A | | test of the law of one price in retail banking., by Alfredo Martín, Vicente Salas-Fumás and Jesús Saurina (Bank of Spain Working Papers 0530) | Abstract
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| Pension funds' asset allocation and participant age: a | | test of the life-cycle model, by Jacob A. Bikker, Dirk W.G.A. Broeders, David A. Hollanders and Eduard H.M. Ponds (Netherlands Bank DNB Working Papers 223) | Full text |
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| Are Taste and Technology Parameters Stable? A | | Test of "Deep, by Daniel G. Swaine (Boston Fed Working papers 01-05) | 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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The Long-Run Fisher Effect: Can It Be | | Tested?, by Mark J. Jensen (Atlanta Fed Working papers 2006-11) | Abstract
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Liquidity Stress- | | Tester: A macro model for stress-testing banks' liquidity risk, by Jan Willem van den End (Netherlands Bank DNB Working Papers 175) | Full text |
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Has the Clarity of Humphrey-Hawkins | | Testimonies Affected Volatility in Financial Markets?, by David-Jan Jansen (Netherlands Bank DNB Working Papers 185) | Full text |
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Non-Linearities, Model Uncertainty, and Macro Stress | | Testing , by Miroslav Misina and David Tessier (Bank of Canada Working papers 2008-30) | Abstract
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