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Records found: 25

DP13978	Riders on the Storm Author(s): Óscar Jordá and Alan M. Taylor Published: September 2019
DP13042	The Rise and Fall of the Natural Interest Rate Author(s): Gabriele Fiorentini, Alessandro Galesi, Gabriel Pérez-Quirós and Enrique Sentana Published: July 2018
DP11237	The Rational Inattention Filter Author(s): Bartosz Adam Mackowiak, Filip Matejka and Mirko Wiederholt Published: April 2016
DP10417	A spectral EM algorithm for dynamic factor models Author(s): Gabriele Fiorentini, Alessandro Galesi and Enrique Sentana Published: February 2015
DP9469	Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation Author(s): Robert Kollmann Published: May 2013
DP7007	A Monthly Indicator of the Euro Area GDP Author(s): Cecilia Frale, Massimiliano Marcellino, Gian Luigi Mazzi and Tommaso Proietti Published: October 2008
DP6043	A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering Author(s): Catherine Doz, Domenico Giannone and Lucrezia Reichlin Published: January 2007
DP5352	Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets Author(s): Peter C Schotman and Ania Zalewska Published: November 2005
DP5295	Pooling-based data interpolation and backdating Author(s): Massimiliano Marcellino Published: October 2005
DP5270	Where Are We Now? Real-Time Estimates of the Macro Economy Author(s): Martin D.D. Evans Published: October 2005
DP5037	A Cross-Country Financial Accelerator: Evidence from North America and Europe Author(s): Ashoka Mody, Lucio Sarno and Mark P Taylor Published: May 2005
DP4726	Convergence and Cycles in the Euro Zone Author(s): Vasco M Carvalho and Andrew Harvey Published: November 2004
DP4696	Monetary Magic? How the Fed Improved the Flexibility of the Economy Author(s): Tamim Bayoumi and Silvia Sgherri Published: October 2004
DP4533	Interpolation and Backdating with A Large Information Set Author(s): Elena Angelini, Jérôme Henry and Massimiliano Marcellino Published: October 2004
DP4279	Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules Author(s): Sylvester C W Eijffinger, Eric Schaling and Mewael F. Tesfaselassie Published: March 2004
DP4125	Information Variables for Monetary Policy in a Small Structural Model of the Euro Area Author(s): Francesco Lippi and Stefano Neri Published: December 2003
DP4119	Is Economic Activity in the G7 Synchronized? Common Shocks versus Spillover Effects Author(s): Alain Monfort, Jean-Paul Renne, Rasmus Rüffer and Giovanni Vitale Published: November 2003
DP3812	Data Uncertainty and the Role of Money as an Information Variable for Monetary Policy Author(s): Günter Coenen, Andrew Levin and Volker Wieland Published: March 2003
DP3408	Exchange Rate Regimes and Supply Shocks Asymmetry: The Case of the Accession Countries Author(s): Ian Babetskii, Laurence Boone and Mathilde Maurel Published: June 2002
DP3393	Unobservable-Components Estimates of Output Gaps in Five Asian Economies Author(s): Stefan Gerlach and Matthew Yiu Published: May 2002
DP2065	Time-series and Cross-section Information in Affine Term Structure Models Author(s): Frank de Jong Published: February 1999
DP1727	Consumption and Credit Constraints: International evidence Author(s): Philippe Bacchetta and Stefan Gerlach Published: November 1997
DP1616	Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995 Author(s): Saul Estrin and Giovanni Urga Published: April 1997
DP1610	Monetary Policy and the Fisher Effect Author(s): Paul Söderlind Published: March 1997
DP485	Exchange Rate Dynamics and Currency Unification: The Ostmark-DM Rate Author(s): Michael C Burda and Stefan Gerlach Published: December 1990

Records Found 25