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Records found: 25
| DP14360 |
Do Monetary Policy Announcements Shift Household Expectations? Author(s): Daniel Lewis, Christos Makridis and Karel Mertens Published: January 2020 |
| DP14117 |
Cash Flow News and Stock Price Dynamics Author(s): Davide Pettenuzzo, Riccardo Sabbatucci and Allan Timmermann Published: November 2019 |
| DP14021 |
Threats to Central Bank Independence: High-Frequency Identification with Twitter Author(s): Francesco Bianchi, Thilo Kind and Howard Kung Published: September 2019 |
| DP13153 |
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises Author(s): Refet S. Gürkaynak, Burçin Kisacikoglu and Jonathan H. Wright Published: September 2018 |
| DP12765 |
Deconstructing Monetary Policy Surprises - The Role of Information Shocks Author(s): Marek Jarocinski and Peter Karadi Published: March 2018 |
| DP12687 |
Risk Everywhere: Modeling and Managing Volatility Author(s): Tim Bollerslev, Benjamin Hood, John Huss and Lasse Heje Pedersen Published: February 2018 |
| DP12339 |
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model Author(s): Roberto Casarin, Claudia Foroni, Massimiliano Marcellino and Francesco Ravazzolo Published: September 2017 |
| DP12217 |
Monetary Policy in the Capitals of Capital Author(s): Elena Gerko and Hélène Rey Published: August 2017 |
| DP11918 |
Monetary policy's rising FX impact in the era of ultra-low rates Author(s): Massimo Ferrari, Jonathan Kearns and Andreas Schrimpf Published: March 2017 |
| DP11790 |
Financial Constraints and Nominal Price Rigidities Author(s): Almut Balleer, Nikolay Hristov and Dominik Menno Published: January 2017 |
| DP11307 |
On the use of high frequency measures of volatility in MIDAS regressions Author(s): Elena Andreou Published: June 2016 |
| DP11013 |
Shipment frequency of exporters and demand uncertainty: An inventory management approach Author(s): Gábor Békés, Lionel Fontagné, Balázs Muraközy and Vincent Vicard Published: December 2015 |
| DP10856 |
Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures Author(s): Kristina Bluwstein and Fabio Canova Published: October 2015 |
| DP10610 |
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs Author(s): Massimiliano Marcellino and Vasja Sivec Published: May 2015 |
| DP10583 |
Euro Area Government Bonds?Integration and Fragmentation During the Sovereign Debt Crisis Author(s): Michael Ehrmann and Marcel Fratzscher Published: May 2015 |
| DP9925 |
Toxic Arbitrage Author(s): Thierry Foucault, Roman Kozhan and Wing Wah Tham Published: April 2014 |
| DP9824 |
Monetary Policy Surprises, Credit Costs and Economic Activity Author(s): Mark Gertler and Peter Karadi Published: February 2014 |
| DP9817 |
Price Distortions in High-Frequency Markets Author(s): Jakub Steiner and Colin Stewart Published: February 2014 |
| DP9815 |
Markov-Switching Mixed-Frequency VAR Models Author(s): Claudia Foroni, Pierre Guérin and Massimiliano Marcellino Published: February 2014 |
| DP9768 |
Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work Author(s): Christiane Baumeister, Pierre Guérin and Lutz Kilian Published: December 2013 |
| DP9388 |
Identification and Inference Using Event Studies Author(s): Refet S. Gürkaynak and Jonathan H. Wright Published: March 2013 |
| DP9334 |
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility Author(s): Massimiliano Marcellino, Mario Porqueddu and Fabrizio Venditti Published: February 2013 |
| DP9312 |
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility Author(s): Andrea Carriero, Todd Clark and Massimiliano Marcellino Published: January 2013 |
| DP9112 |
Now-casting and the real-time data flow Author(s): Marta Banbura, Domenico Giannone, Michele Modugno and Lucrezia Reichlin Published: September 2012 |
| DP8786 |
Competing on Speed Author(s): Emiliano Pagnotta and Thomas Philippon Published: January 2012 |
Records Found 25