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Themes

  • Key Themes
  • Artificial Intelligence
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
  • Energy
  • EU Economic Architecture
  • Inflation
  • Political Economy
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  • Other Themes
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There are 22 results

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Discussion paper

DP18076 The Impact of Financial Shocks on the Forecast Distribution of Output and Inflation

  • Mario Forni
  • Luca Gambetti
  • Nicolò Maffei-Faccioli
  • Luca Sala

14 Apr 2023
  • Monetary Economics and Fluctuations
  • C32
  • E32
Discussion paper

DP15109 Modeling and Forecasting Macroeconomic Downside Risk

  • Davide Delle Monache
  • Andrea De Polis
  • Ivan Petrella

17 Feb 2022
  • Monetary Economics and Fluctuations
  • E32
  • E44
  • C53
Discussion paper

DP16274 Interest Rate Skewness and Biased Beliefs

  • Michael Bauer
  • Mikhail Chernov

17 Jun 2021
  • Financial Economics
  • E43
  • E44
  • E52
  • G12
Discussion paper

DP15881 Downside and Upside Uncertainty Shocks

  • Mario Forni
  • Luca Gambetti
  • Luca Sala

3 Mar 2021
  • Monetary Economics and Fluctuations
  • C32
  • E32
Discussion paper

DP15395 Dissecting Idiosyncratic Earnings Risk

  • Elin Halvorsen
  • Hans Holter
  • Serdar Ozkan
  • Kjetil Storesletten

21 Oct 2020
  • Macroeconomics and Growth
  • E24
  • H24
  • J24
  • J31
Discussion paper

DP14538 Higher-Order Income Risk over the Business Cycle

  • Christopher Busch
  • Alexander Ludwig

28 Mar 2020
  • Monetary Economics and Fluctuations
  • D31
  • E24
  • E32
  • H31
  • J31
Discussion paper

DP14346 Does the Added Worker Effect Matter?

  • Nezih Guner
  • Yuliya Kulikova
  • Arnau Valladares Esteban

23 Jan 2020
  • Labour Economics
  • Macroeconomics and Growth
  • D1
  • E32
  • J21
  • J22
Discussion paper

DP12642 Pricing Carbon Under Economic and Climactic Risks: Leading-Order Results from Asymptotic Analysis

  • Ton van den Bremer
  • Frederick Van Der Ploeg

23 Jan 2018
  • Macroeconomics and Growth
  • H21
  • Q51
  • Q54
Discussion paper

DP12239 Leverage and Deepening Business Cycle Skewness

  • Henrik Jensen
  • Ivan Petrella
  • Søren Hove Ravn
  • Emiliano Santoro

24 Aug 2017
  • International Macroeconomics and Finance
  • Monetary Economics and Fluctuations
  • E32
  • E44
Discussion paper

DP11455 Expected skewness and momentum

  • Martin Weber

23 Aug 2016
  • Financial Economics
  • G12
  • G14
Discussion paper

DP11166 Deepening Contractions and Collateral Constraints

  • Henrik Jensen
  • Søren Hove Ravn
  • Emiliano Santoro

11 Mar 2016
  • Monetary Economics and Fluctuations
  • E32
  • E44
Discussion paper

DP10601 Expected Skewness and Momentum

  • Martin Weber
  • Heiko Jacobs

17 May 2015
  • Financial Economics
  • G12
  • G14
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