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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E47: Forecasting and Simulation: Models and Applications
This JEL code is mentioned in the follow RePEc Biblio entries:
  1. > Econometrics > Forecasting > Forecasting Economic Activity Using Financial Variables

This topic is covered by the following reading lists:
  1. Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
  2. Mondialisation
  3. Advanced Monetary Theory and Policy (ECON 447)

Most recent items first, undated at the end.
  • 2014 New Keynesian versus old Keynesian government spending multipliers: A comment
    by Hughes Hallett, Andrew & Rannenberg, Ansgar & Schreiber, Sven
  • 2014 Last Success Problem: Decision Rule and Application
    by Kohn, Wolfgang
  • 2014 Stability and Identification with Optimal Macroprudential Policy Rules
    by Chatelain, Jean-Bernard & Ralf, Kirsten
  • 2014 Stop Waiting Problem: Decision Rule with Ψ function and Application with Share Prices
    by Kohn, Wolfgang
  • 2014 Cash management and payment choices: A simulation model with international comparisons
    by Arango, Carlos & Bouhdaoui, Yassine & Bounie, David & Eschelbach, Martina & Hernández, Lola
  • 2014 A Tourism Financial Conditions Index
    by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  • 2014 A Tourism Conditions Index
    by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  • 2014 Measuring potential output for the South African economy: Embedding information about the financial cycle
    by Harri Kemp
  • 2014 Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers
    by Christophe Blot & Marion Cochard & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau & Jérôme Creel
  • 2014 The Financial and Macroeconomic Effects of the OMT Announcements
    by Carlo Altavilla & Domenico Giannone & Michele Lenza
  • 2014 New Keynesian versus old Keynesian government spending multipliers - A comment
    by Andrew Hughes Hallett & Ansgar Rannenberg & Sven Schreiber
  • 2014 Estimation of the Basic New Keynesian Model for the Economy of Romania
    by Ifrim, Adrian
  • 2014 Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model
    by Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C.
  • 2014 Optimization issues of sectoral outputs in economic output
    by Yondonjamts, Batsukh & Nyamdash, Batsaikhan
  • 2014 Stability and Identification with Optimal Macroprudential Policy Rules
    by Chatelain, Jean-Bernard & Ralf, Kirsten
  • 2014 Modelling a Latent Daily Tourism Financial Conditions Index
    by Chang, Chia-Lin
  • 2014 A macro-financial analysis of the euro area sovereign bond market
    by Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea
  • 2014 Information in the yield curve: A Macro-Finance approach
    by Hans Dewachter & Leonardo Iania & Marco Lyrio
  • 2014 Stability and Identification with Optimal Macroprudential Policy Rules
    by Jean-Bernard Chatelain & Kirsten Ralf
  • 2014 Stress testing at the Magyar Nemzeti Bank
    by Ádám Banai & Zsuzsanna Hosszú & Gyöngyi Körmendi & Sándor Sóvágó & Róbert Szegedi
  • 2014 Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model
    by Bernd Hayo & Britta Niehof
  • 2014 How Effective Is Central Bank Forward Guidance?
    by Clemens J. M. Kool Author-Name-First Clemens J. M. & Daniel L. Thornton Author-Name-First Daniel L.
  • 2014 Forecasting German Key Macroeconomic Variables Using Large Dataset Methods
    by Inske Pirschel & Maik Wolters
  • 2014 How Persistent are Monetary Policy Effects at the Zero Lower Bound?
    by Neely, Christopher J.
  • 2014 The zero lower bound and endogenous uncertainty
    by Plante, Michael D. & Richter, Alexander & Throckmorton, Nathaniel
  • 2014 Forecasting In a Non-Linear DSGE Model
    by Sergey Ivashchenko
  • 2014 A Tourism Financial Conditions Index
    by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
  • 2014 A Tourism Conditions Index
    by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
  • 2014 Stochastic Model Specification Search for Time-Varying Parameter VARs
    by Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan
  • 2014 The Financial and Macroeconomic Effects of OMT Announcements
    by Carlo Altavilla & Domenico Giannone & Michèle Lenza
  • 2014 Cash management and payment choices: A simulation model with international comparisons
    by Carlos Arango & Yassine Bouhdaoui & David Bounie & Martina Eschelbach & Lola Hern�ndez
  • 2014 A Tourism Financial Conditions Index
    by Chia-Lin Chang & Hui-Kuang Hsu & and Michael McAleer
  • 2014 A Tourism Conditions Index
    by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  • 2014 Policy Regime Change against Chronic Deflation? Policy option under long-term liquidity trap
    by Kozo Ueda & Yoshiyuki Nakazono & Ippei Fujiwara
  • 2014 Adding financial flows to a CGE model of PNG
    by Peter Dixon & Maureen Rimmer & Louise Roos
  • 2014 Forward guidance with an escape clause: When half a promise is better than a full one
    by Maria Lucia Florez-Jimenez & Julian A. Parra-Polania
  • 2014 Cash Management and Payment Choices: A Simulation Model with International Comparisons
    by Carlos Arango & Yassine Bouhdaoui & David Bounie & Martina Eschelbach
  • 2014 A Tourism Financial Conditions Index
    by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  • 2014 A Tourism Conditions Index
    by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  • 2014 Bond Risk Premia and Gaussian Term Structure Models
    by Bruno Feunou & Jean-Sébastien Fontaine
  • 2014 Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions
    by Maxime Leboeuf & Louis Morel
  • 2014 A Study of the Role of Government in Income and Wealth Distribution by Integrating the Walrasian General Equilibrium and Neoclassical Growth Theories
    by Wei-Bin Zhang
  • 2014 Is There an Alternative Strategy for Reducing Public Debt by 2032?
    by Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudré & Danielle Schweisguth & Xavier Timbeau
  • 2014 Econometric estimation of a structural macroeconomic model for the Russian economy
    by Polbin, Andrey
  • 2014 Monetary Policy Efficiency in Conditions of Excess Liquidity Withdrawal
    by Martin Mandel & Vladimír Tomšík
  • 2014 Finance, Potential Output and the Business Cycle: Empirical Evidence from Selected Advanced and CESEE Economies
    by Dominik Bernhofer & Octavio Fernández-Amador & Martin Gächter & Friedrich Sindermann
  • 2014 Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy
    by Andrei Polbin & Sergey Drobyshevsky
  • 2014 Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis
    by Kuosmanen, Petri & Vataja, Juuso
  • 2014 The risk of financial intermediaries
    by Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G.
  • 2014 Applying a macro-finance yield curve to UK quantitative Easing
    by Chadha, Jagjit S. & Waters, Alex
  • 2014 GDP growth and the yield curvature
    by Møller, Stig V.
  • 2014 Adaptive dynamic Nelson–Siegel term structure model with applications
    by Chen, Ying & Niu, Linlin
  • 2014 An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
    by Choi, Hwan-sik & Jeong, Minsoo & Park, Joon Y.
  • 2014 Central banks’ interest rate projections and forecast coordination
    by Pierdzioch, Christian & Rülke, Jan-Christoph
  • 2014 Macroeconomic equilibrium and welfare under simple monetary and switching fiscal policy rules
    by Danciulescu, Cristina
  • 2014 Predicting exchange rates using a novel "cointegration based neuro-fuzzy system"
    by Behrooz Gharleghi & Abu Hassan Shaari & Najla Shafighi
  • 2013 DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
    by Rangan Gupta & Patrick T. kanda & Mampho P. Modise & Alessia Paccagnini
  • 2013 Regime switching in bond yield and spread dynamics
    by Renne, Jean-Paul
  • 2013 Optimal policy and taylor rule cross-checking under parameter uncertainty
    by Bursian, Dirk & Roth, Markus
  • 2013 Determinants of the onshore and offshore Chinese Government yield curves
    by Loechel, Horst & Packham, Natalie & Walisch, Fabian
  • 2013 Oil Windfalls, Fiscal Policy and Money Market Disequilibrium
    by Salman Huseynov & Vugar Ahmadov
  • 2013 An Asymmetric Model on Seigniorage and the Dynamics of Net Foreign Assets
    by Georg Dettmann
  • 2013 Modelling and Simulation: An Overview
    by Michael McAleer & Les Oxley & Felix Chan
  • 2013 Evidencia empírica de endogeneidad monetaria en España (1980-2012)
    by Luis Cárdenas del Rey
  • 2013 Model Switching and Model Averaging in Time-Varying Parameter Regression Models
    by Miguel Belmonte & Gary Koop
  • 2013 Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies
    by Harold P.E. Ngalawa and Nicola Viegi
  • 2013 Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach
    by Periklis Gogas & Theophilos Papadimitriou & Elvira Takli
  • 2013 Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies
    by Harold Ngalawa & Nicola Viegi
  • 2013 The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach
    by Evans, Olaniyi
  • 2013 The non-negative constraint on the nominal interest rate and the effects of monetary policy
    by Hasui, Kohei
  • 2013 An algorithm for estimating the volatility of the velocity of money
    by Alikhanov, Murat & Taylor, Leon
  • 2013 Household and firm leverage, capital flows and monetary policy in a small open economy
    by Mara Pirovano
  • 2013 DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa
    by Rangan Gupta &  Patrick Kanda & Mampho Modise & Alessia Paccagnini
  • 2013 Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets
    by Bernd Hayo & Britta Niehof
  • 2013 Modelling and Simulation: An Overview
    by Michael McAleer & Felix Chan & Les Oxley
  • 2013 Cascades in real interbank markets
    by Fariba Karimi & Matthias Raddant
  • 2013 Finding a Connection Between Exchange Rates and Fundamentals, How Should We Model Revisions to Forecasting Strategies?
    by Peter H. Sullivan
  • 2013 Bank lending in a cointegrated VAR model
    by Filippo Maria Pericoli & Roberto Galli & Cecilia Frale & Stefania Pozzuoli
  • 2013 Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach
    by Stefano Puddu
  • 2013 The stimulative effect of forward guidance
    by Gavin, William T. & Keen, Benjamin D. & Richter, Alexander & Throckmorton, Nathaniel
  • 2013 An evaluation of the Federal Reserve estimates of the natural rate of unemployment in real time
    by Gumbau-Brisa, Fabia & Olivei, Giovanni P.
  • 2013 Dynamic stochastic general equilibrium model with banks and endogenous defaults of firms
    by Sergei Ivashchenko
  • 2013 Modelling and Simulation: An Overview
    by Michael McAleer & Felix Chan & Les Oxley
  • 2013 Prediction Bias Correction for Dynamic Term Structure Models
    by Eran Raviv
  • 2013 Was there a « Greenspan Conundrum » in the Euro area?
    by G. LAMÉ
  • 2013 Was there a "Greenspan conundrum" in the Euro Area ?
    by Gildas Lamé
  • 2013 Home Away From Home? Safe Haven Effects and London House Prices
    by Badarinza, Cristian & Ramadorai, Tarun
  • 2013 Some Lessons from Six Years of Practical Inflation Targeting
    by Svensson, Lars E O
  • 2013 The Monetary Policy of the ECB: A Robin Hood Approach?
    by Marcus Drometer & Thomas Siemsen & Sebastian Watzka
  • 2013 Modeling and Simulation: An Overview
    by Michael McAleer & Felix Chan & Les Oxley
  • 2013 Thailand's Quest for Economic Growth: From Factor Accumulation to Creative Destruction
    by Nakarin Amarase & Tosapol Apaitan & Kiatipong Ariyapruchya
  • 2013 Thai labour market and its roles in strengthening the Thai Economy
    by Somsajee Siksamat & Saovanee Chantapong & Noppadol Buranathanung & Sukti Dasgupta & Ruttiya Bhula-or & Daungporn Rodpengsangkaha & Konwit Tunsri & Porngiad Yungyeen & Amonrat Jumnong & Siriporn Siripanyawat & Kamontip Laorkid
  • 2013 Pricing Default Events: Surprise, Exogeneity and Contagion
    by Gouriéroux, C. & Monfort, A. & Renne, J-P.
  • 2013 Cash Management and Payment Choices: A Simulation Model with International Comparisons
    by Carlos Arango & Yassine Bouhdaoui & David Bounie & Martina Eschelbach & Lola Hernández
  • 2013 Solving Linear Rational Expectations Models with Predictable Structural Changes
    by Adam Cagliarini & Mariano Kulish
  • 2013 Models Of Capital Costs Quantification
    by Tomáš KLIEŠTIK & Katarína VALÁŠKOVÁ
  • 2013 Does the contagion effect of the Balance of Payment crisis exist? Ukrainian case
    by Vasyl Khomiak
  • 2013 Business and credit cycles in CAMEU economies
    by MEZUI-MBENG , Pamphile
  • 2013 Central Bank Modelling and Variables Doing Random Walks
    by Tibor Tatay & Balázs Kotosz
  • 2013 The Euro Changeover Monetary Strategies of the European States that Joined the European Union: Bulgaria, Romania, Hungary, Czech Republic and PolandAbstract:One of the most ambitious projects undertaken by the European Union focuses on its own expansion, through the reunification of the European continent, its people and legislative framework. The desire to become members of the European Union has led to decisions on democracy and market economy and encouraged the continuation of the tendency to reform. These new states had to undertake a series of reforms in the legislation in order to align to the requirements of the Maastricht criteria for adopting euro and becoming mmembers of the European Monetary Union, for completing their integration process
    by Radulescu Magdalena & Stanciu Radu
  • 2013 Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms
    by Ivashchenko, S.
  • 2013 Schweiz profitiert von Belebung der Weltwirtschaft
    by Klaus Abberger & Yngve Abrahamsen & Roland Aeppli & Erdal Atukeren & Florian Chatagny & Andreas Dibiasi & Dirk Drechsel & Michael Graff & Günther Greulich & Jochen Hartwig & David Iselin & Michael Lamla & Andrea Lassmann & Heiner Mikosch & Stefan Neuwirth & Pauliina Sandqvist & Boriss Siliverstovs & Banu Simmons-Süer & Anne Stücker & Jan-Egbert Sturm
  • 2013 Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank
    by Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler
  • 2013 Structural reforms and the potential effects on the Italian economy
    by Annicchiarico, Barbara & Di Dio, Fabio & Felici, Francesco
  • 2013 When do plastic bills lower the bill for the central bank? A model and estimates for the U.S
    by Bouhdaoui, Y. & Bounie, D. & Van Hove, L.
  • 2013 Predicting output using the entire yield curve
    by Abdymomunov, Azamat
  • 2013 A monetary Minsky model of the Great Moderation and the Great Recession
    by Keen, Steve
  • 2013 No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
    by Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio
  • 2013 The Federal Reserve’s balance sheet and overnight interest rates: Empirical modeling of exit strategies
    by Marquez, Jaime & Morse, Ari & Schlusche, Bernd
  • 2013 Contagion in the interbank market and its determinants
    by Memmel, Christoph & Sachs, Angelika
  • 2013 The yield spread puzzle and the information content of SPF forecasts
    by Lahiri, Kajal & Monokroussos, George & Zhao, Yongchen
  • 2013 Do inflation targets anchor inflation expectations?
    by Pierdzioch, Christian & Rülke, Jan-Christoph
  • 2013 Interaction of formal and informal financial markets in quasi-emerging market economies
    by Ngalawa, Harold & Viegi, Nicola
  • 2013 Inflation and interest rates in the presence of a cost channel, wealth effect and agent heterogeneity
    by Ali, Syed Zahid & Anwar, Sajid
  • 2013 Assessing macro-financial linkages: A model comparison exercise
    by Gerke, R. & Jonsson, M. & Kliem, M. & Kolasa, M. & Lafourcade, P. & Locarno, A. & Makarski, K. & McAdam, P.
  • 2013 Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis
    by Tiwari, Aviral Kumar & Mutascu, Mihai & Andries, Alin Marius
  • 2013 North American trade and US monetary policy
    by Laganà, Gianluca & Sgro, Pasquale Michael
  • 2013 Estimación de la utilidad en riesgo de una empresa de transmisión de energía eléctrica considerando variables económicas
    by Santiago Medina Hurtado & Jorge Aníbal Restrepo Morales
  • 2013 The European Redemption Pact. An illustrative guide
    by Hasan Doluca & Malte Hübner & Dominik Rumpf & Benjamin Weigert
  • 2013 3Month: March Early Warning Systems For Financial Crises.A Critical Approach
    by Stanislav Percic & Constantin-Marius Apostoaie & Vasile Cocris
  • 2012 En busca de un buen marco de referencia predictivo para la inflación en Chile
    by Pincheira, Pablo & García, Álvaro
  • 2012 Atypical Behavior of Money and Credit: Evidence From Conditional Forecasts
    by Afanasyeva, Elena
  • 2012 Taylor rule cross-checking and selective monetary policy adjustment
    by Roth, Markus & Bursian, Dirk
  • 2012 Assessing macro-financial linkages: A model comparison exercise
    by Gerke, Rafael & Jonsson, Magnus & Kliem, Martin & Kolasa, Marcin & Lafourcade, Pierre & Locarno, Alberto & Makarski, Krzysztof & McAdam, Peter
  • 2012 Modeling of short term interest rate based on tempered fractional Langevin equation
    by Janusz Gajda
  • 2012 Do Ak models really lack transitional dynamics?
    by Getachew, Yoseph Yilma
  • 2012 The Financial Market Impact of UK Quantitative Easing
    by Francis Breedon & Jagjit S. Chadha & Alex Waters
  • 2012 Structural Reforms and the Potential Effects on the Italian Economy
    by Barbara Annicchiarico & Fabio Di Dio & Francesco Felici
  • 2012 The Financial Market Impact of UK Quantitative Easing
    by Francis Breedon & Jagjit S. Chadha & Alex Water
  • 2012 Tracing the Liquidity Effects on Bank Stability in Barbados
    by Guy, Kester & Lowe, Shane
  • 2012 A simple empirical measure of central banks' conservatism
    by Levieuge, Grégory & Lucotte, Yannick
  • 2012 The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model
    by Matkovskyy, Roman
  • 2012 Changing central bank transparency in Central and Eastern Europe during the financial crisis
    by Csávás, Csaba & Erhart, Szilárd & Naszódi, Anna & Pintér, Klára
  • 2012 Modeling risk in a dynamically changing world: from association to causation
    by Sokolov, Yuri
  • 2012 A simple empirical measure of central banks' conservatism
    by Levieuge, Grégory & Lucotte, Yannick
  • 2012 Does Nepal's Financial Structure Matter for Economic Growth?
    by Ram Sharan Kharel Ph.D. & Dilli Ram Pokhrel Ph.D.
  • 2012 Prior Selection for Vector Autoregressions
    by Domenico Giannone & Michele Lenza & Giorgio E. Primiceri
  • 2012 Determinacy, Learnability, Plausibility, and the Role of Money in New Keynesian Models
    by Bennett T. McCallum
  • 2012 Practical Monetary Policy: Examples from Sweden and the United States
    by Lars E.O. Svensson
  • 2012 Assessing macro-financial linkages: a model comparison exercise
    by Rafael Gerke & Magnus Jonsson & Martin Kliem & Marcin Kolasa & Pierre Lafourcade & Alberto Locarno & Krzysztof Makarski & Peter McAdam
  • 2012 The Great Moderation of Inflation: a structural analysis of recent U.S. monetary business cycles
    by Miguel Casares & Jesús Vázquez
  • 2012 MPC Voting, Forecasting and Inflation
    by Wojciech Charemza & Daniel Ladley
  • 2012 Policy Interest-Rate Expectations in Sweden: A Forecast Evaluation
    by Beechey, Meredith & Österholm, Pär
  • 2012 Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects
    by Fricke, Christoph
  • 2012 Cycle Du Credit Et Cycle Des Affaires Dans Les Pays De La Cemac
    by Pamphile MEZUI-MBENG & & &
  • 2012 Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks
    by James M. Nason & Ellis W. Tallman
  • 2012 Taking Trends Seriously in DSGE Models: An Application to the Dutch Economy
    by Pierre Lafourcade & Joris de Wind
  • 2012 Comparing behavioural and rational expectations for the US post-war economy
    by Liu, Chunping & Minford, Patrick
  • 2012 Endogenous land use and supply, and food security in Brazil
    by Joaquim Ferreira-Filho & Mark Horridge
  • 2012 Una Introducción Al Costo De Capital
    by Ignacio Velez Pareja & Joseph Tham
  • 2012 Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach
    by Carlos Léon
  • 2012 Constant-Interest-Rate Projections and Its Indicator Properties
    by Christian Bustamante & Luis E. Rojas
  • 2012 Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank
    by Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler
  • 2012 The Yield Spread Puzzle and the Information Content of SPF Forecasts
    by Kajal Lahiri & George Monokroussos & Yongchen Zhao
  • 2012 Reparations, Deficits, and Debt Default: the Great Depression in Germany
    by Albrecht Ritschl
  • 2012 Choosing the Right Financial System for Growth
    by Manop Udomkerdmongkol & Nuntawan Thiratanapong & Charnon Boonnuch
  • 2012 Central Bank Balance Sheet and Policy Implications
    by Pornpinun Chantapacdepong & Nuttathum Chutasripanich & Bovonvich Jindarak
  • 2012 Fixed interest rates over finite horizons
    by Blake, Andrew
  • 2012 Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters
    by Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos
  • 2012 A model of the euro-area yield curve with discrete policy rates
    by Renne, J-P.
  • 2012 Short-Term Forecasting of the Japanese Economy Using Factor Models
    by Claudia Godbout & Marco J. Lombardi
  • 2012 Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy
    by Jean-Sébastien Fontaine
  • 2012 Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields
    by Bruno Feunou & Jean-Sébastien Fontaine
  • 2012 Fiscal Devaluations in EMU
    by José Emilio Boscá & Rafael Domenech & Javier Ferri
  • 2012 A Century of Inflation Forecasts
    by Antonello D'Agostino & Paolo Surico
  • 2012 Global Fiscal Consolidation
    by Warwick J. McKibbin & Andrew B. Stoeckel
  • 2012 Traspaso del tipo de cambio y metas de inflación en el Perú
    by Winkelried, Diego
  • 2012 Is it Possible to Predict the CNB Repo Rate on the Basis of the Backward-Looking Monetary Rule?
    by Josef Arlt & Martin Mandel
  • 2012 Estimation of the Time-Varying Risk Premium in the Czech Foreign Exchange Market
    by Vít Pošta
  • 2012 The Monetary Policy of China- An Econometric Model
    by ªarlea Mihaela & Manþa ªtefan George & Vãidean Viorela Ligia
  • 2012 Does Nepal's Financial Structure Matter for Economic Growth?
    by Ram Sharan Kharel Ph.D. & Dilli Ram Pokhrel Ph.D.
  • 2012 Contagion in the Interbank Market with Stochastic Loss Given Default
    by Christoph Memmel & Angelika Sachs & Ingrid Stein
  • 2012 How to Improve the Quality of Stress Tests through Backtesting
    by Adam Gersl & Jakub Seidler
  • 2012 Central Bank Forecasts as a Coordination Device: Evidence from the Czech Republic
    by Jan Filáček & Branislav Saxa
  • 2012 New regulatory authority over significant price discovery contracts: An example of natural gas swaps with econometric applications
    by Babula, Ronald A. & Price, Gregory K.
  • 2012 Survey forecasts in Brazil: A prismatic assessment of epidemiology, performance, and determinants
    by Carvalho, Fabia A. & Minella, André
  • 2012 Forecasting government bond yields with large Bayesian vector autoregressions
    by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
  • 2012 Common factors, principal components analysis, and the term structure of interest rates
    by Juneja, Januj
  • 2012 Evaluating DSGE model forecasts of comovements
    by Herbst, Edward & Schorfheide, Frank
  • 2012 Information criteria for impulse response function matching estimation of DSGE models
    by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara
  • 2012 The dynamics of US inflation: Can monetary policy explain the changes?
    by Canova, Fabio & Ferroni, Filippo
  • 2012 Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010
    by Zhang, Yanbing & Hua, Xiuping & Zhao, Liang
  • 2012 Efficient payments: How much do they cost for the Central Bank?
    by Bouhdaoui, Y. & Bounie, D.
  • 2012 Non linear and asymmetric linkages between real growth in the Euro area and global financial market conditions: New evidence
    by Mili, Mehdi & Sahut, Jean-Michel & Teulon, Frédéric
  • 2012 Evolving macroeconomic perceptions and the term structure of interest rates
    by Orphanides, Athanasios & Wei, Min
  • 2012 Inflation targeting in India: A comparison with the multiple indicator approach
    by Mishra, Ankita & Mishra, Vinod
  • 2012 Efecto traspaso de tasas de interés: análisis econométrico de los efectos de las decisiones de política monetaria en República Dominicana
    by Julio Gabriel Andújar Scheker
  • 2012 ¿Responde el Banco de la República a los movimientos en la tasa de cambio real?
    by Egberto Alexander Riveros Saavedra
  • 2012 Bills and Coins Daily Demand Forecast
    by Diego Elías & Matías Vicens
  • 2012 Determinants Of Nonperforming Loans In Central And Eastern European Countries: Macroeconomic Indicators And Credit Discipline
    by Bogdan-Gabriel MOINESCU
  • 2012 Government Deposits at the Central Bank and Monetary Policy Operations in a Monetary Targeting Framework: A Threshold Autoregressive Model for Kenya
    by Moses Muse Sichei & Daniel Amanja & Samuel Tiriongo
  • 2012 Model-based Measures of Output Gap: Application to the Thai Economy
    by Vimut Vanitcharearnthum
  • 2012 Why Are Target Interest Rate Changes So Persistent?
    by Olivier Coibion & Yuriy Gorodnichenko
  • 2011 Cointegrated VARMA models and forecasting US interest rates
    by Christian Kascha & Carsten Trenkler
  • 2011 The accuracy of a forecast targeting central bank
    by Falch, Nina Skrove & Nymoen, Ragnar
  • 2011 A behavioral macroeconomic model with endogenous boom-bust cycles and leverage dynamcis
    by Scheffknecht, Lukas & Geiger, Felix
  • 2011 Contagion in the interbank market and its determinants
    by Memmel, Christoph & Sachs, Angelika
  • 2011 Contagion at the interbank market with stochastic LGD
    by Memmel, Christoph & Sachs, Angelika & Stein, Ingrid
  • 2011 Measures of dependence for Ornstein–Uhlenbeck processes with tempered stable distribution
    by Agnieszka Wylomanska
  • 2011 Subordinated alpha-stable Ornstein-Uhlenbeck process as a tool for financial data description
    by Joanna Janczura & Sebastian Orzel & Agnieszka Wylomanska
  • 2011 Hierarchical Shrinkage in Time-Varying Parameter Models
    by Miguel Belmonte & Gary Koop & Dimitris Korobilis
  • 2011 Hierarchical Shrinkage in Time-Varying Parameter Models
    by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis
  • 2011 Exchange rate pass-through and inflation targeting in Peru
    by Winkelried, Diego
  • 2011 The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies
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  • 2007 Explaining the US Bond Yield Conundrum
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  • 2007 News versus Sunspot Shocks in Linear Rational Expectations Models
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  • 2007 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
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    by McQuinn, Kieran & O' Reilly, Gerard
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  • 2005 Evaluating a Central Bank’s Recent Forecast Failure
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    by Andres Vesilind & Toivo Kuus
  • 2005 Managing New-Style Currency Crises : The Swan Diagram Approach Revisited
    by Ramkishen S. Rajan
  • 2005 Forecasting Interest Rates - A Comparative Assessment Of Some Second Generation Non-Linear Models
    by Dilip M. Nachane & Jose G. Clavel
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    by Kim, Don H. & Orphanides, Athanasios
  • 2005 A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series
    by Marcellino, Massimiliano & Stock, James H & Watson, Mark W
  • 2005 The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates
    by Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio
  • 2005 Fulfilment of the Maastricht Inflation Criterion by the Czech Republic: Potential Costs and Policy Options
    by Vit Barta
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    by Q. Farook Akram & Gunnar Bårdsen & Øyvind Eitrheim
  • 2005 The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach
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  • 2005 The Impact of Unanticipated Defaults in Canada's Large Value Transfer System
    by Darcey McVanel
  • 2005 La estabilidad de la demanda real de dinero en Puerto Rico
    by Carlos A. Rodriguez Ramos
  • 2005 Understanding and Comparing Factor-Based Forecasts
    by Jean Boivin & Serena Ng
  • 2005 Causality Links Between Asset Prices And Cash Rate In Australia
    by West, L.k. & Agbola, W.F.
  • 2004 Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design
    by S. Zakovic & V. Wieland & B. Rustem
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    by Jonathan B. Hill
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    by Lauri Kajanoja
  • 2004 Model-Free Impulse Responses
    by Oscar Jorda
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  • 2004 What explains the Great Moderation in the US? A structural analysis
    by Fabio Canova
  • 2004 Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates
    by Iryna Kaminska & Andrea Carriero & Carlo A. Favero
  • 2004 Money makes the world go round ... about the necessity of nonlinear techniques in interest rate forecasting
    by Stefan Fink & Janette F. Walde
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    by Kai Leitemo
  • 2004 FOMC Forecasts of Macroeconomic Risks
    by Kevin Dowd
  • 2004 Too Good to be True? The (In)credibility of the UK Inflation Fan Charts
    by Kevin Dowd
  • 2004 Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists
    by Karlyn Mitchell & Douglas K. Pearce
  • 2004 A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong
    by Stefan Gerlach & Matthew S. Yiu
  • 2004 Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship
    by Jonathan B. Hill
  • 2004 A joint econometric model of macroeconomic and term structure dynamics
    by Peter Hoerdahl & Oreste Tristani
  • 2004 Model-Free Impulse Responses
    by Oscar Jorda
  • 2004 Composição Ótima Para A Dívida Pública: Uma Análise Macro-Estrutural
    by Mariana Lopes & Erica Domingos
  • 2004 Four reflections on practising inflation targeting in the Czech Republic
    by Oldřich Dědek
  • 2004 Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability
    by DUARTE, A. & VENETIS, I. & PAYÁ, I.
  • 2004 Information Content of Inflation-Indexed Bond Prices: Evaluation of U.S. Treasury Inflation-Protection Securities
    by Kitamura, Yukinobu
  • 2004 Effects of Foreign Exchange Intervention under Public Information: The Chilean Case
    by Matías Tapia & Andrea Tokman
  • 2004 Efficient Policy Rulefor Inflation Targeting Incolombia
    by MARTHA ROSALBA LOPEZPIÑEROS
  • 2003 Variety of Agent-based Models for Computer Simulation of FX Rate
    by Lukas, L.
  • 2003 Inflation Scares and Monetary Policy
    by John C. Williams & Athanasios Orphanides
  • 2003 A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II
    by Kraeussl, Roman
  • 2003 Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?
    by Kraeussl, Roman
  • 2003 Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises?
    by Kraeussl, Roman
  • 2003 Sovereign Credit Ratings and Their Impact on Recent Financial Crises
    by Roman Kraeussl
  • 2003 Structural changes in the US economy: is there a role for monetary policy?
    by Fabio Canova & Luca Gambetti
  • 2003 Are More Data Always Better for Factor Analysis?
    by Jean Boivin & Serena Ng
  • 2003 Spillovers Across U.S. Financial Markets
    by Roberto Rigobon & Brian Sack
  • 2003 Optimal Policy with Partial Information in a Forward-Looking Model: Certainty-Equivalence Redux
    by Lars E. O. Svensson & Michael Woodford
  • 2003 Interest Rate Term Structure in Latvia in the Monetary Policy Context
    by Jelena Zubkova
  • 2003 Indicator Accuracy and Monetary Policy: Is Ignorance Bliss?
    by Nimark, Kristoffer P.
  • 2003 Money as an indicator variable for monetary policy when money demand is forward looking
    by Kajanoja, Lauri
  • 2003 Trois essais sur les anticipations d'inflation - Three essays on inflation expectation
    by Jean-Pierre Allégret & Jean-François Goux
  • 2003 Monetary Policy Performance and the Accuracy of Observations
    by Kristoffer P. NIMARK
  • 2003 The Fed and Stock Market: A Proxy and Instrumental Variable Identification
    by d'Amico, Stefania & Mira Farka
  • 2003 Federal Funds Rate Prediction
    by Sarno, Lucio & Daniel l Thornton & Giorgio Valente
  • 2003 Choosing the Regime in an Uncertain World, the UK and Monetary Union
    by Barrell, Ray & Ian Hurst & Tatiana Kirsanova
  • 2003 Sovereign Credit Ratings and Their Impact on Recent Financial Crises
    by Roman Kraeussl
  • 2003 Model-Free Impulse Responses
    by Oscar Jorda
  • 2003 Predicting Financial Crisis in Developing Economies: Astronomy or Astrology?
    by Ilene Grabel
  • 2003 Currency Substitution and the Demand for Money in Five European Union Countries
    by Julide Yildirim
  • 2002 Mali Sektör 2002-2007
    by Eda ALİDEDEOĞLU & Giyas GÖKKENT
  • 2002 An Almon Approximation of the Day of the Month Effect in Currency in Circulation
    by Kaushik Bhattacharya & Himanshu Joshi
  • 2002 An Almon Approximation of the Day of the Month Effect in Currency in Circulation
    by Kaushik Bhattacharya & Himanshu Joshi
  • 2002 Modelling Taylor Rule Uncertainty
    by Fernando Martins & José A. F. Machado & Paulo Soares Esteves
  • 2002 Strukturelle Veränderungen In Der Wirtschaft Der Republiken Kraoatien Und Bundesrepublik Deutschland
    by Novak, Branko & Matić, Branko
  • 2002 Default, currency crises, and sovereign credit ratings
    by Reinhart, Carmen
  • 2002 Modest Policy Interventions
    by Eric M. Leeper & Tao Zha
  • 2002 Empirical Analysis of Policy Interventions
    by Eric M. Leeper & Tao Zha
  • 2002 The Impact of Monetary Policy on Asset Prices
    by Roberto Rigobon & Brian P. Sack
  • 2002 A Currency Board Model of Hong Kong
    by Yue Ma & Guy Meredith & Matthew S. Yiu
  • 2002 Smooth Transition Regression Models in UK Stock Returns
    by Nektarios Aslanidis
  • 2002 Inflation Expectations and Learning about Monetary Policy
    by Andolfatto, David & Scott Hendry & Kevin Moran
  • 2002 On the role of money in a business cycle model of a small open economy: The case of Spain
    by Eduardo L. Giménez & José María Martín-Moreno
  • 2002 Støednìdobá makroekonomická predikce makroekonomické modely v analytickém systému ÈNB
    by Jaromír Beneš & David Vávra & Jan Vlèek
  • 2001 Modeling an Indexed Portfolio for the Italian Market
    by Rita L.D'Ecclesia, Marida Bertocchi, Jozsef Abaffy
  • 2001 Economic Cycle Research Institute and Pennsylvania State University
    by Philip A. Klein
  • 2001 Economic Cycle Research Institute and Pennsylvania State University
    by Philip A. Klein
  • 2001 Uncertainty, Indeterminacy and Shannon's Derivation of Entropy: Implications for Policy Administration - A Systems Theoretical Approach
    by Author: A.G.Perison
  • 2001 Systems Theory of Macroeconomics, Introduction to
    by A.G.Perison
  • 2001 New economy : new policy rules?
    by Eric Schaling, James Bullard
  • 2001 Inércia de juros e regras de Taylor: Explorando as funções de resposta a impulso em um modelo de equilíbrio geral com parâmetros estilizados para o Brazil
    by Dionisio Dias Carneiro & Pedro Garcia Duarte
  • 2001 Measuring the Reaction of Monetary Policy to the Stock Market
    by Roberto Rigobon & Brian Sack
  • 2001 Indicator Variables for Optimal Policy under Asymmetric Information
    by Lars E.O. Svensson & Michael Woodford
  • 2001 Indicator Variables for Optimal Policy under Asymmetric Information
    by Svensson, Lars E. O. & Woodford, Michael
  • 2001 Is there a Phillips Curve in the US and the EU15 Countries? An empirical investigation
    by Vázquez Pérez, Jesús
  • 2001 On the Variation of Hedging Decisions in Daily Currency Risk Management
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk
  • 2001 Daily Exchange Rate Behaviour and Hedging of Currency Risk
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk
  • 2001 Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model
    by Ying Liu
  • 2000 Outlook for the Canadian Economy: National Projection Through 2020
    by Dungan, P. & Murphy, S. & Wilson, T.
  • 2000 Extremal spillovers in financial markets
    by Straetmans, Stefan
  • 2000 The Effect of Uncertainty on Monetary Policy: How Good are the Brakes?
    by Guy Debelle & Adam Cagliarini
  • 2000 Issues in the Choice of a Monetary Regime for India
    by Warwick J. McKibbin & Kanhaiya Singh
  • 2000 Indicator Variables for Optimal Policy
    by Lars E.O. Svensson & Michael Woodford
  • 2000 Indicator Variables for Optimal Policy
    by Svensson, Lars & Woodford, Michael
  • 2000 Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy
    by Albrecht Ritschl & Ulrich Woitek
  • 2000 Extremal spillovers in financial markets
    by Straetmans, Stefan
  • 2000 New Economy - New Policy Rules?
    by Bullard, J. & Schaling, E.
  • 2000 Sovereign Ratings and Their Impact on Recent Financial Crises
    by Roman Kraeussl
  • 2000 The Euro's Surprises
    by Agnès Bénassy-Quéré
  • 1999 Optimal and Conditionallly Optimal Targeting Rules for Small Open Economies
    by Dennis, R.
  • 1999 Conditionally Optimal Rules in a Simple Closed Economy Model Under Discretion and Commitment
    by Dennis, R.
  • 1999 Value at Risk: On the Stability and Forecasting of the Variance-covariance Matrix
    by James Engel & Marianne Gizycki
  • 1999 Daily Exchange Rate Behaviour and Hedging of Currency Risk
    by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk
  • 1999 Forecast Quality Matrix: A Methodological Survey of Judging Forecast Quality of Capital Market Forecasts
    by Peter Andres & Markus Spiwoks
  • 1999 Výnosová køivka v teorii a praxi èeského mezibankovního trhu (The Yield Curve in Theory and in Practice of the CZech Interbank Market)
    by Viktor Kotlán
  • 1998 Looking for Arbitrage
    by Flam, S.D.
  • 1998 Estimating a European demand for money
    by Hayo, Bernd
  • 1998 Estimating a European Demand for Money
    by Bernd Hayo
  • 1998 Error-correction versus Differencing in Macroeconomic Forecasting
    by Eitrheim, O. & Husebo, T.A. & Nymoen, R.
  • 1998 Liquidity constraints and cycles
    by ROCHON, Céline
  • 1998 EMU and Transatlantic Exchange Rate Stability
    by Agnès Bénassy-Quéré & Benoît Mojon
  • 1998 Anticipation and Surprises in Central Bank Interest Rate Policy: The Case of the Bundesbank
    by Daniel C. Hardy
  • 1998 Un modelo de vectores autorregresivos bayesianos (BVAR) para la predicción del tipo de interés a corto plazo de la economía española
    by ORTIZ VIDAL-ABARCA, A.
  • 1997 Labor Market Shifts and the Price Puzzle Revisited
    by Alan Krueger
  • 1997 An Empirical Analysis of the Impact of Federal Budget Deficits on Long-term Nominal Interest Rate Yields, 1973.2-1995.4, Using Alternative Expected Inflation Measures
    by Cebula, Richard
  • 1997 Explaining the Persistence of Commodity Prices
    by NG, Serena & RUGE-MURCIA, Francisco J.
  • 1997 Structural Change, the Demand for Skilled Labour and Lifelong Learning
    by G.A. Meagher
  • 1997 Credible Disinflation Policy in a Dynamic Setting
    by Christopher F. Baum & Meral Karasulu
  • 1997 The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates
    by Basma Bekdache & Christopher F. Baum
  • 1996 Accounting for Convertible Debt: A Fundamental Financial Instrument Approach to Accounting for Convertible Debt as a Single Instrument
    by Casson, P.
  • 1996 Forecasting the S&P500: A Disequilibrium Indicator
    by Davidson, S. & Meyer, S.
  • 1996 The Medium Term Outlook for Labour Demand: An Economy Wide Assessment
    by G.A. Meagher
  • 1996 Coordinating Policies for Human Resources Development
    by G.A. Meagher
  • 1996 Economic Modelling and the National Strategy for Vocational Education and Training
    by G.A. Meagher & B.R. Parmenter
  • 1996 Future Workforce Skills: Projections with the MONASH Model
    by G.A. Meagher & B.R. Parmenter
  • 1996 Aggregation Bias in Estimating European Money Demand Functions
    by Wesche, Katrin
  • 1996 Nearest-Neighbor Forecasts of U.S. Interest Rates
    by John Barkoulas & Christopher F. Baum & Atreya Chakraborty
  • 1996 Speculative Behaviour, Regime-Switching and Stock Market Crashes
    by Van Norden, S. & Schaller, H.
  • 1996 Determinantes del tipo de interés a largo plazo: Un estudio VAR
    by Javier Nievas López & Eduardo Pozo Remiro
  • 1995 Interest Rates, Banking Spreads and Credit Supply: The Real Effects
    by Fernando Barran & Virginie Coudert & Benoît Mojon
  • 1993 Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity
    by Toru Konishi & Valerie A. Ramey & Clive W.J. Granger
  • 1973 Macroeconomic Stability with a Positively Sloped IS Curve: A Further Examination
    by Cebula, Richard
  • 1971 A Forecasting Model Of The Canadian Economy
    by Glenn Jenkins
  • Deficit Spending in the Nazi Recovery, 1933-1938: A Critical Reassessment
    by Albrecht Ritschl
  • Did Monetary Forces Cause the Great Depression? A Bayesian VAR Analysis for the U.S. Economy
    by Albrecht Ritschl & Ulrich Woitek
  • The Macroeconomics of Europe 2020 Reform Strategy and the Potential Effects on the Italian Economy
    by Barbara Annicchiarico & Fabio Di Dio & Francesco Felici
  • A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II
    by Roman Kraeussl
  • Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?
    by Roman Kraeussl
  • Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises
    by Roman Kraeussl
  • Investment strategies used as spectroscopy of financial markets reveal new stylized facts
    by Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE
  • Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
    by Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou
  • Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation
    by Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov
  • The US stock market leads the Federal funds rate and Treasury bond yields
    by Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE
  • House Prices and Monetary Policy in Colombia
    by Martha López