Discussion paper DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model Davide Delle Monache Ivan Petrella Fabrizio Venditti 7 Nov 2019 Financial Economics Monetary Economics and Fluctuations C32 C51 C53 E44 G12
Discussion paper DP13853 Identification with External Instruments in Structural VARs under Partial Invertibility Silvia Miranda-Agrippino Giovanni Ricco 12 Jul 2019 Monetary Economics and Fluctuations C36 C32 E30 E52
Discussion paper DP13765 Identifying Modern Macro Equations with Old Shocks Regis Barnichon Geert Mesters 28 May 2019 Monetary Economics and Fluctuations C14 C32 E32 E52
Discussion paper DP13628 Bad Jobs and Low Inflation Leonardo Melosi Renato Faccini 27 Mar 2019 Monetary Economics and Fluctuations E31 E37 C32
Discussion paper DP13613 Idiosyncratic shocks: a new procedure for identifying shocks in a VAR with application to the New Keynesian model Michael R. Wickens 23 Mar 2019 Monetary Economics and Fluctuations C32 E32
Discussion paper DP13480 The Phillips Multiplier Regis Barnichon Geert Mesters 23 Jan 2019 Monetary Economics and Fluctuations C14 C32 E32 E52
Discussion paper DP13470 The Global Component of Inflation Volatility Massimiliano Marcellino Andrea Carriero Francesco Corsello 21 Jan 2019 International Macroeconomics and Finance Monetary Economics and Fluctuations E31 F62 C32 E37 C53
Discussion paper DP13450 The Origins and Effects of Macroeconomic Uncertainty Francesco Bianchi Howard Kung Mikhail Tirskikh 14 Jan 2019 Financial Economics Monetary Economics and Fluctuations E32 C11 C32 G12
Discussion paper DP13414 Term Structure of Risk in Expected Returns Irina Zviadadze 24 Dec 2018 Financial Economics C32 C52 G12
Discussion paper DP13068 Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment Lutz Kilian Xiaoqing Zhou 23 Jul 2018 International Macroeconomics and Finance Q43 C32 E32
Discussion paper DP13042 The Rise and Fall of the Natural Interest Rate Gabriele Fiorentini Gabriel Pérez Quirós Enrique Sentana 10 Jul 2018 International Macroeconomics and Finance E43 E52 C18 C32
Discussion paper DP13034 The Forcasting Performance of Dynamic Factor Models with Vintage Data Mario Forni 3 Jul 2018 Monetary Economics and Fluctuations C01 C32 C52 C53 E27 E37