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Records found: 25

DP15411	Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions Author(s): Gabriele Fiorentini and Enrique Sentana Published: October 2020
DP15312	A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model Author(s): Alexander Chudik, Raissi Mehdi, Kamiar Mohaddes, M Hashem Pesaran and Alessandro Rebucci Published: September 2020
DP15245	How to Estimate a VAR after March 2020 Author(s): Michele Lenza and Giorgio E Primiceri Published: September 2020
DP15123	Procyclical Asset Management and Bond Risk Premia Author(s): Alexandru Barbu, Christoph Fricke and Emanuel Moench Published: August 2020
DP15104	Information, Market Power and Price Volatility Author(s): Dirk Bergemann, Tibor Heumann and Stephen Morris Published: July 2020
DP14887	Monetary Policy and Bubbles in New Keynesian Model with Overlapping Generations Author(s): Jordi Galí Published: June 2020
DP14661	Love in the Time of COVID-19: The Resiliency of Environmental and Social Stocks Author(s): Rui Albuquerque, Yrjo Koskinen, Shuai Yang and Chendi Zhang Published: April 2020
DP14660	Interest Rate Uncertainty as a Policy Tool Author(s): Fabio Ghironi and Galip Kemal Ozhan Published: April 2020
DP14580	Energy Markets and Global Economic Conditions Author(s): Christiane Baumeister, Dimitris Korobilis and Thomas K. Lee Published: April 2020
DP14331	The Ins and Outs of Selling Houses: Understanding Housing Market Volatility Author(s): Liwa Rachel Ngai and Kevin D. Sheedy Published: January 2020
DP14234	An Improved Method to Predict Assignment of Stocks into Russell Indexes Author(s): Itzhak Ben-David, Francesco Franzoni and Rabih Moussawi Published: December 2019
DP14174	Signaling Safety Author(s): Roni Michaely, Stefano Rossi and Michael Weber Published: December 2019
DP14099	Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt Author(s): Roel Beetsma and Josha Van Spronsen Published: November 2019
DP13970	Assessing International Commonality in Macroeconomic Uncertainty and Its Effects Author(s): Andrea Carriero, Todd Clark and Massimiliano Marcellino Published: August 2019
DP13950	Search Complementarities, Aggregate Fluctuations, and Fiscal Policy Author(s): Jesús Fernández-Villaverde, Federico Mandelman, Yang Yu and Francesco Zanetti Published: August 2019
DP13938	Coordination and Organization Design: Theory and Micro-evidence. Author(s): Wouter Dessein, Desmond (Ho-Fu) Lo and Chieko Minami Published: August 2019
DP13874	The Term Structure of Government Debt Uncertainty Author(s): Antonio Mele, Yoshiki Obayashi and Shihao Yang Published: July 2019
DP13857	Sentiment and Speculation in a Market with Heterogeneous Beliefs Author(s): Ian Martin and Dimitris Papadimitriou Published: July 2019
DP13662	Fundamental Moments Author(s): Jean Imbs and Laurent Pauwels Published: April 2019
DP13630	Distance(s) and the Volatility of International Trade(s) Author(s): Arnaud Mehl, Martin Schmitz and Cédric Tille Published: March 2019
DP13490	Does Central Bank Tone Move Asset Prices? Author(s): Maik Schmeling and Christian Wagner Published: January 2019
DP13470	The Global Component of Inflation Volatility Author(s): Andrea Carriero, Francesco Corsello and Massimiliano Marcellino Published: January 2019
DP13454	Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment Author(s): Can Gao and Ian Martin Published: January 2019
DP13426	New testing approaches for mean-variance predictability Author(s): Gabriele Fiorentini and Enrique Sentana Published: January 2019
DP13325	Volatility Risk Pass-Through Author(s): Riccardo Colacito, Mariano Massimiliano Croce, Yang Liu and Ivan Shaliastovich Published: November 2018

Records Found 25