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Records found: 25
DP15854 |
Nowcasting with Large Bayesian Vector Autoregressions Author(s): Jacopo Cimadomo, Domenico Giannone, Michele Lenza, Francesca Monti and Andrej Sokol Published: February 2021 |
DP15848 |
Intermediation and Price Volatility Author(s): Thomas Gehrig and Klaus Ritzberger Published: February 2021 |
DP15787 |
Spillover Effects in International Business Cycles Author(s): Maximo Camacho, Matias Jose Pacce and Gabriel Pérez-Quirós Published: February 2021 |
DP15403 |
A Comparison of Monthly Global Indicators for Forecasting Growth Author(s): Christiane Baumeister and Pierre Guerin Published: October 2020 |
DP15118 |
Real-Time Inequality and the Welfare State in Motion: Evidence from COVID-19 in Spain Author(s): Oriol Aspachs, Ruben Durante, Alberto Graziano, Josep Mestres, Jose G Montalvo and Marta Reynal-Querol Published: July 2020 |
DP15006 |
Explaining Monetary Spillovers: The Matrix Reloaded Author(s): Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia Published: July 2020 |
DP14968 |
One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area Author(s): Giancarlo Corsetti, Joao Duarte and Samuel Mann Published: June 2020 |
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 |
Menu costs, the price gap distribution and monetary non-neutrality: The role of financial constraints 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 |
Records Found 25