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Themes

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  • Central Banking
  • Climate Change
  • Competition Policy
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  • Political Economy
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There are 11 results

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Discussion paper

DP15777 Portfolio rebalancing in times of stress

  • Andreas Fischer
  • Rafael P. Greminger
  • Christian Grisse
  • Sylvia Kaufmann

7 Feb 2021
  • International Macroeconomics and Finance
  • F30
  • G11
  • G15
Discussion paper

DP11355 Forecasting Macroeconomic Variables under Model Instability

  • Allan Timmermann
  • Davide Pettenuzzo

26 Jun 2016
  • Financial Economics
  • C22
  • C53
Discussion paper

DP8480 Regime Changes and Financial Markets

  • Allan Timmermann
  • Andrew Ang

1 Jul 2011
  • Financial Economics
  • G11
  • G12
Discussion paper

DP5919 Indeterminacy in a Forward Looking Regime Switching Model

  • Roger Farmer
  • Tao Zha

29 Oct 2006
  • International Macroeconomics
  • C3
  • E4
  • E5
Discussion paper

DP5793 Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods

  • Carlo A. Favero
  • Stefano Giglio

9 Aug 2006
  • International Macroeconomics
  • E0
  • G0
Discussion paper

DP5614 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency

  • Patrick Minford
  • David Peel
  • David Meenagh

4 Apr 2006
  • International Macroeconomics
  • C15
  • C5
  • G14
Discussion paper

DP4165 On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts

  • John Driffill
  • Martin Sola
  • Turalay Kenc
  • Fabio Spagnolo

23 Jan 2004
  • Financial Economics
  • International Macroeconomics
  • E43
  • G12
Discussion paper

DP3983 Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes

  • Lucio Sarno
  • Giorgio Valente
  • Mark E Wohar

23 Jul 2003
  • International Macroeconomics
  • F31
Discussion paper

DP3803 Markov Switching Causality and the Money-Output Relationship

  • Morten Ravn
  • Martin Sola
  • Zacharias Psaradakis

23 Feb 2003
  • International Macroeconomics
  • C32
  • E52
Discussion paper

DP2248 Moving the Escudo into the Euro

  • Jorge Braga de Macedo
  • Francisco Covas
  • Luís Catela Nunes

29 Oct 1999
  • International Macroeconomics
  • C22
  • F31
  • F33
Discussion paper

DP465 Britain's Return to Gold and Entry into the EMS: Expectations, Joining Conditions and Credibility

  • Marcus Miller
  • Alan Sutherland

1 Oct 1990
  • International Macroeconomics
  • G
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