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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