Discussion paper DP15923 SVARs With Occasionally-Binding Constraints Boragan Aruoba Marko Mlikota Frank Schorfheide Sergio Villalvazo 15 Mar 2021 Monetary Economics and Fluctuations C11 C22 C34 E32 E52
Discussion paper DP15787 Spillover Effects in International Business Cycles Gabriel Pérez Quirós Máximo Camacho Matias Jose Pacce 9 Feb 2021 Monetary Economics and Fluctuations E32 C22 F42 F41
Discussion paper DP15545 The Role of the Prior in Estimating VAR Models with Sign Restrictions Atsushi Inoue Lutz Kilian 11 Dec 2020 International Macroeconomics and Finance C22 C32 C52 E31 Q43
Discussion paper DP15403 A Comparison of Monthly Global Indicators for Forecasting Growth Christiane Baumeister Pierre Guerin 22 Oct 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations C22 C52 E37
Discussion paper DP14492 Growth-and-Risk Trade-off Maria Dolores Gadea Rivas Luc Laeven Gabriel Pérez Quirós 14 Mar 2020 International Macroeconomics and Finance C22 E32 E61
Discussion paper DP14484 Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis Danilo Leiva-León Gabriel Pérez Quirós Eyno Rots 12 Mar 2020 International Macroeconomics and Finance E32 C22 E27
Discussion paper DP14456 Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence Barbara Rossi Tatevik Sekhposyan Lukas Hoesch 29 Feb 2020 Monetary Economics and Fluctuations E52 E58 C11 C14 C22
Discussion paper DP14415 Hypothesis tests with a repeatedly singular information matrix Dante Amengual Xinyue Bei Enrique Sentana 17 Feb 2020 Financial Economics C12 C46 C58 C22 C34
Discussion paper DP13426 New testing approaches for mean-variance predictability Gabriele Fiorentini Enrique Sentana 4 Jan 2019 Financial Economics C12 C22 G17
Discussion paper DP13027 Time-varying Price Flexibility and Inflation Dynamics Ivan Petrella Emiliano Santoro Lasse de la Porte Simonsen 1 Jul 2018 Monetary Economics and Fluctuations E30 E31 E37 C22
Discussion paper DP12934 Specification tests for non-Gaussian maximum likelihood estimators Enrique Sentana Gabriele Fiorentini 16 May 2018 Financial Economics C12 C14 C22 C32 C52
Discussion paper DP12687 Risk Everywhere: Modeling and Managing Volatility Lasse Heje Pedersen 5 Feb 2018 Financial Economics C22 C51 C53 C58