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Themes

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stochastic volatility

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Agricultural Development and Human Capital in India

Economic Development and Environmental Sustainability under Decentralized Governance

Firm Heterogeneity and Structural Transformation in Developing Countries: Seven Decades of Plant-Level Evidence from Colombia

Firm Relocation as Environmental Policy: Impacts on Agglomeration, Workers and the Environment

Gender roles, work and structural transformation in a patriarchal society: Evidence from a household panel survey on Ghana

Gender, work and structural transformation

Heterogeneous Impacts of Market Integration: Evidence from Pakistan's Motorways

How Formal Property Rights Shape Social and Economic Networks: Evidence from a Land Tenure Reform Implemented as Randomized Control-Trial

Informality and the Cost of Children in Developing Countries

Marketplaces as focal points of structural transformation: understanding their emergence, persistence and decline using historical maps and satellite imagery

Measuring Global Industrial Policy: Patterns and Structure of IP Across Developing Economies, 2008-2020

Persistence of Inequality after the Apartheid: Assessing the role of Geography and Skills

Quantifying the Gains from Eradicating Malaria using a Structural Model

The impact of climate change on human capital accumulation: A macroeconomic perspective

The Impact of Multinationals on Informality: Evidence from Mexico

The interaction of public and private sector employment in least developed countries

Unpacking Economic Development: Evidence from Cohort- and Region-Level Data

Selected filters

stochastic volatility

Discussion paper

DP18210 The Social Cost of Carbon under Climate Volatility Risk

Xu Lin
Sweder van Wijnbergen

12 Jun 2023

Asset Pricing
G12
G13
Q51
Q54

Discussion paper

DP17035 Sequential Monte Carlo With Model Tempering

Marko Mlikota
Frank Schorfheide

15 Feb 2022

Monetary Economics and Fluctuations
C11
C32

Discussion paper

DP16555 Exchange Rate Disconnect and the General Equilibrium Puzzle

Yu-chin Chen
Ippei Fujiwara
Yasuo Hirose

15 Sep 2021

International Macroeconomics and Finance
E52
F31
F41

Discussion paper

DP16346 Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty

Massimiliano Marcellino
Andrea Carriero
Todd Clark

8 Jul 2021

Monetary Economics and Fluctuations
C11
C32
D81
E32

Discussion paper

DP16065 Uncertainty in the Analytic Climate Economy

Christian Traeger

22 Apr 2021

Climate Change
Q54
H23
H43
E13
D80
D61

Discussion paper

DP15964 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility

Massimiliano Marcellino
Todd Clark
Andrea Carriero
Elmar Mertens

25 Mar 2021

Monetary Economics and Fluctuations
C53
E17
E37
F47

Discussion paper

DP15965 Measuring Uncertainty and Its Effects in the COVID-19 Era

Massimiliano Marcellino
Andrea Carriero
Todd Clark
Elmar Mertens

25 Mar 2021

Monetary Economics and Fluctuations
E32
E44
C11
C55

Discussion paper

DP15894 The Transmission Channels of Government Spending Uncertainty

Beliansk Anna
Aurélien Eyquem
Céline Poilly

7 Mar 2021

Monetary Economics and Fluctuations
E62
E52

Discussion paper

DP15692 Macroeconomic Uncertainty and Vector Autoregressions

Mario Forni
Luca Gambetti
Luca Sala

21 Jan 2021

Monetary Economics and Fluctuations
C32
E32

Discussion paper

DP14660 Interest Rate Uncertainty as a Policy Tool

Fabio Ghironi
Galip Ozhan

24 Apr 2020

International Macroeconomics and Finance
Monetary Economics and Fluctuations
E32
F21
F32
F38
G15

Discussion paper

DP14580 Energy Markets and Global Economic Conditions

Christiane Baumeister
Dimitris Korobilis
Thomas K. Lee

7 Apr 2020

International Macroeconomics and Finance
Monetary Economics and Fluctuations
C11
C32
C52
Q41
Q47

Discussion paper

DP13970 Assessing International Commonality in Macroeconomic Uncertainty and Its Effects

Massimiliano Marcellino
Todd Clark
Andrea Carriero

30 Aug 2019

International Macroeconomics and Finance
Monetary Economics and Fluctuations
F44
E32
C55
C11

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