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Records found: 25

DP15571	Pricing Currency Risks Author(s): Mikhail Chernov, Magnus Dahlquist and Lars Lochstoer Published: December 2020
DP15529	Common Component Structural VARs Author(s): Mario Forni, Luca Gambetti, Marco Lippi and Luca Sala Published: December 2020
DP15503	Firms' Exposures to Geographic Risks Author(s): Bernard J Dumas, Tymur Gabuniya and Richard C Marston Published: November 2020
DP15451	Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic Author(s): Elena Maria Diaz and Gabriel Pérez-Quirós Published: November 2020
DP15337	The Global Factor Structure of Exchange Rates Author(s): Sofonias Alemu Korsaye, Fabio Trojani and Andrea Vedolin Published: October 2020
DP14721	Quantiles of the Gain Distribution of an Early Child Intervention Author(s): Erich Battistin, Carlos Lamarche and Enrico Rettore Published: May 2020
DP14484	Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis Author(s): Danilo Leiva, Gabriel Pérez-Quirós and Eyno Rots Published: March 2020
DP14404	Global Macro-Financial Cycles and Spillovers Author(s): Jongrim Ha, Ayhan Kose, Christopher Otrok and Eswar Prasad Published: February 2020
DP13600	Global Inflation Synchronization Author(s): Jongrim Ha, Ayhan Kose and Franziska Ohnsorge Published: March 2019
DP13464	Currency Factors Author(s): Arash Aloosh and Geert Bekaert Published: January 2019
DP13365	Conditional dynamics and the multi-horizon risk-return trade-off Author(s): Mikhail Chernov, Lars Lochstoer and Stig Lundeby Published: December 2018
DP13171	Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach Author(s): Sumru G. Altug, Cem Cakmakli and Hamza Demircan Published: September 2018
DP13034	The Forcasting Performance of Dynamic Factor Models with Vintage Data Author(s): Luca Di Bonaventura, Mario Forni and Francesco Pattarin Published: July 2018
DP12261	Measuring Productivity and Absorptive Capacity Evolution in OECD Economies Author(s): Stef De Visscher, Markus Eberhardt and Gerdie Everaert Published: August 2017
DP12219	Is Industrial Production Still the Dominant Factor for the US Economy? Author(s): Elena Andreou, Patrick Gagliardini, Eric Ghysels and Mirco Rubin Published: August 2017
DP12009	Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks Author(s): Thorsten Beck, Olivier De Jonghe and Klaas Mulier Published: April 2017
DP11757	The local effects of an innovation: Evidence from the French fish market Author(s): Laurent Gobillon and François-Charles Wolff Published: January 2017
DP11388	In-sample Inference and Forecasting in Misspecified Factor Models Author(s): Marine Carrasco and Barbara Rossi Published: July 2016
DP11288	Assessing market (dis)integration in early modern China and Europe Author(s): Daniel M Bernhofen, Markus Eberhardt, Jianan Li and Stephen L. Morgan Published: May 2016
DP10966	Has the Pricing of Stocks Become More Global? Author(s): Ivan Petzev, Andreas Schrimpf and Alexander F Wagner Published: November 2015
DP10936	World Asset Markets and the Global Financial Cycle Author(s): Silvia Miranda-Agrippino and Hélène Rey Published: November 2015
DP10801	Structural Analysis with Multivariate Autoregressive Index Models Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: September 2015
DP10618	Dynamic Factor Models with Infinite-Dimensional Factor Space: Asymptotic Analysis Author(s): Mario Forni, Marc Hallin, Marco Lippi and Paolo Zaffaroni Published: May 2015
DP10390	Factor based identification-robust inference in IV regressions Author(s): George Kapetanios, Lynda Khalaf and Massimiliano Marcellino Published: February 2015
DP10272	Following the Trend: Tracking GDP when Long-Run Growth is Uncertain Author(s): Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella Published: November 2014

Records Found 25