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Money Macro and Finance Research Group

Money Macro and Finance (MMF) Research Group Conference 2004

Contact information of Money Macro and Finance Research Group:
Web page: http://www.essex.ac.uk/afm/mmf/index.html

For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:mmf:mmfc04

2004

101 Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management
by Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia) [Downloadable!]
100 Understanding the yield curve, economic structure and economic policy
by Peter Macmillan [Downloadable!]
99 Openness and Inflation
by Dudley Cooke [Downloadable!]
98 Central Bank Communication and Output Stabilization
by Marco Hoeberichts & Mewael F. Tesfaselassie & Sylvester Eijffinge [Downloadable!]
97 Expectational Business Cycles
by Eran Guse [Downloadable!]
96 On the Time Variations of US Monetary Policy: Who is right?
by Fabio Canova & Luca Gambetti [Downloadable!]
95 Monetary Policy Implementation and Volatility in the Euro Area Money Market
by Julius Moschitz [Downloadable!]
94 Option Implied and Realised Measures of Variance
by Damien Lynch & Nikolaos Panigirtzoglou [Downloadable!]
93 Rational Pricing of Options during the South Sea Bubble
by Gary S. Shea [Downloadable!]
92 Interest Rates and Output in the Long Run
by Yunus Aksoy & Miguel A. Leon-Ledesma [Downloadable!]
91 Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks
by Sofiane H. Sekioua [Downloadable!]
90 Do Domestic Macroeconomic Factors Play a Role in Determining Long-Term Nominal Interest Rates? Application in the Case of a Small Open-Economy
by Celine Gauthier & Virginie Traclet [Downloadable!]
89 Cyclical Uncertainty And Physical Investment Decisions
by Yu-Fu Chen & Michael Funke [Downloadable!]
88 The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective
by Sujit Kapadia [Downloadable!]
87 UK investment and the return to equity: Q redux
by Simon Price [Downloadable!]
86 Monetary Union: Fiscal Stabilisation in the Face of Asymmetric Shocks
by Tatiana Kirsanova & Mathan Satchi & David Vines [Downloadable!]
85 Bargaining over monetary policy in a monetary union and the case for appointing an independent central banker
by Corinne Aaron-Cureau & Hubert Kempf [Downloadable!]
84 Non-cooperative Monetary and Fiscal Policy: The Value of Leadership
by Andrew Blake & Tatiana Kirsanova [Downloadable!]
83 Leaving EMU: a real options perspective
by Frank Strobel [Downloadable!]
82 Switching Mortgages: a real options perspective
by Celine Gondat-Larralde & Frank Strobel [Downloadable!]
81 Financial Engineering with Reverse Cliquet Options
by Brian A. Eales & Radu Tunaru [Downloadable!]
80 Optimal Monetary Policy and Asset Price Misalignments
by Alexandros Kontikas & Alberto Montagnoli [Downloadable!]
79 Sticky Prices vs. Limited Participation: What Do We Learn From the Data?
by Peter Ireland & Niki Papadopoulou [Downloadable!]
78 Endogenous Business Cycle with Search in the Labour Market
by Nigar Hashimzade & Salvador Ortigueira [Downloadable!]
77 Can new open economy macroeconomic models explain business cycle facts?
by Jagjit S. Chadha & Charles Nolan & Sun Qi & Christoph Thoenissen [Downloadable!]
76 Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium
by Peter Smith & Steffen Sorensen & Michael R. Wickens [Downloadable!]
75 Have markets reacted differently to macroeconomic and monetary policy news since 1997? An empirical analysis of UK intraday trades and prices
by Oliver Burrows & Anne Vila Wetherilt [Downloadable!]
74 Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s
by John Hunter & Natalia Isachenkova [Downloadable!]
73 The U.S. Stock Market and Fundamentals: A Historical Decomposition
by David Dupuis & David Tessier [Downloadable!]
72 Industrial Production and the Current Account: Theory and Panel Data Evidence from the OECD
by Huseyin Kalyoncu & Naveed Naqvi & Christopher Tsoukis [Downloadable!]
71 Real exchange rates, current accounts and the net foreign asset position
by Christoph Thoenissen [Downloadable!]
70 Monetary Policy and the Natural Rate of Unemployment
by George Bratsiotis & Christopher Martin & Theo Panagiotidis [Downloadable!]
69 Inflation, Inequality and Social Conflict
by Chris Crowe [Downloadable!]
68 Endogenous Price Flexibility, the Expenditure Switching Effect and Exchange Rate Regime Choice
by Ozge Senay & Alan Sutherland [Downloadable!]
67 Econometric Issues in the Analysis of Contagion
by Hashem Pesaran & Andreas Pick [Downloadable!]
66 Regime-dependent synchronization of growth cycles between Japan and East Asia
by Eric Girardin [Downloadable!]
65 Uncertainty and UK Monetary Policy
by Christopher Martin & Costas Milas [Downloadable!]
64 Measuring monetary policy in the UK: a factor augmented vector autoregressive approach
by Gianluca Lagana [Downloadable!]
63 Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC
by Arnab Bhattacharjee & Sean Holly [Downloadable!]
62 IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany
by Marco Rummer & Andreas Oehler & Peter N. Smith [Downloadable!]
61 Does Financial Structure Matter?
by Philip Arestis & Ambika Luintel & Kul Luintel [Downloadable!]
60 The Determinants of Foreign Currency Hedging by UK Non-Financial Firms
by Amrit Judge [Downloadable!]
59 UK Debt Sustainability: Some Nonlinear Evidence and Theoretical Implications
by John Considine & Liam A. Gallagher [Downloadable!]
58 Debts, Deficits and the Entry of the Accession Countries into the Euro
by Andrew Hughes Hallett & John Lewis [Downloadable!]
57 Fiscal Sustainability: the Unpleasant European Case
by Antonio Afonso [Downloadable!]
56 Market-wide shocks and anomalous price behaviour: evidence from closed-end funds
by Ana-Maria Fuertes & Dylan Thomas [Downloadable!]
55 UK Mutual Fund Performance: Genuine Stock-Picking Ability or Luck
by Keith Cuthbertson & Dirk Nitzsche & Niall O' Sullivan [Downloadable!]
54 Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
by Raman Uppal & Lorenzo Garlappi & Tan Wang [Downloadable!]
53 A Heliocentric Journey into Germany's Great Depression
by Mark Weder [Downloadable!]
52 Linking Real Activity and Financial Markets: BEAM model 1
by Celine Gauthier & Fu Chun Li [Downloadable!]
51 Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?
by Don Bredin & Stilianos Fountas [Downloadable!]
50 A Generalized Theory of Monetary and Macroeconomics
by Hsieh Hsih-chia & Hsieh Pei-gin [Downloadable!]
49 The Euro and European Financial Market Integration
by Söehnke Bartram & Stephen Taylor & Yaw-Huei Wang [Downloadable!]
48 Liquidity and Issue Costs in Eurobond Market: The Effects of Market Integration
by Arie Melnik & Doron Nissim [Downloadable!]
47 "Deep Pockets": Research and Development Persistence and Economic Growth
by Bruno Amable & Jean-Bernard Chatelain & Kirsten Ralf [Downloadable!]
46 Households' Age-Wealth Profiles and the Composite 'Life Cycle-Precautionary Saving' Motive
by Julie Vanriet-Margueron [Downloadable!]
45 Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan [Downloadable!]
44 The Empirical Range of Pass-Through in US, German and Japanese Macrodata
by Alexander Mihailov [Downloadable!]
43 Monetary Conditions Indices and the Forecast of Economic Activity: an empirical investigation on seven OECD countries
by Christophe Blot & Gregory Levieuge
42 A Time Varying Natural Rate of Interest for the Euro Area
by Jean-Stephane Mesonnier & Jean-Paul Renne [Downloadable!]
41 From the Bundesbank to the ECB: Has something changed?
by Nicolas Rautureau
40 By How Much Is The Chinese Renminbi Undervalued?
by Michael Funke & Jorg Rahn [Downloadable!]
39 The Political Economy of Financial Development
by Sourafel Girma & Anja Shortland [Downloadable!]
38 Capital inflows, trade openness and financial development in Developing Countries
by Siong Hook Law & Panicos Demetriades [Downloadable!]
37 An Analysis of the Relevance of Off-Balance Sheet Items in Explaining Productivity Change in European Banking
by Barbara Casu & Claudia Girardone [Downloadable!]
36 The welfare benefits of stable and efficient payment systems
by Stephen P Millard & Matthew Willison [Downloadable!]
35 Testing for Banking Competition in Germany: Evidence from Savings Banks
by Horst Gischer & Mike Stiele [Downloadable!]
34 Testing for Long Run Relative PPP in Europe
by Jerry Coakley & Stuart Snaith [Downloadable!]
33 Oil wealth and real exchange rates: The FEER for Norway
by Q. Farooq Akram [Downloadable!]
32 Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels
by Georgios Chortareas & George Kapetanios [Downloadable!]
31 Money- and Exchange-Rate-Based Disinflation in a Redux Model with Staggered Wage Setting
by John Fender & Neil Rankin [Downloadable!]
30 Does Wage Indexing Matter?
by Tilemahos Efthimiadis [Downloadable!]
29 Labour Markets Institutions and Inflation Performance: Evidence from OECD panel data
by Christopher Bowdler & Luca Nunziata [Downloadable!]
28 International Bank Flows:Determinants and Institutional Role
by Elias Papaioannou [Downloadable!]
27 Why Do We Have an Interbank Money Market?
by Ulrike Neyer & Jurgen Wiemers [Downloadable!]
26 Competition and Concentration
by Natasa Koutsomanoli & Christos Staikouras [Downloadable!]
25 The Lost Paradise: Imperfect Market Integrate on and the Ranking of OCA criteria
by Jean-Christophe Poutineau [Downloadable!]
24 A Composite Leading Indicator of the Inflation Cycle for the Euro Area
by Jane Binner & Rakesh Bissoondeeal & Andrew Mullineux [Downloadable!]
23 An Open Economy Real Business Cycle Model for the UK
by Patrick Minford & Prakriti Sofat [Downloadable!]
22 Macroeconomic Volatility and endogenous debt maturity choice
by Enisse Kharroubi [Downloadable!]
21 On Creditors and Debtors, and their Rates of Interest and Exchange
by Peter Sinclair [Downloadable!]
20 Are the domestic investors of firms cross-listed in the United States better protected
by Thomas O'Connor [Downloadable!]
19 Theoretical moment restrictions of commodity prices
by Nongnuch Tantisantiwong [Downloadable!]
18 Inflation Dynamics and the Cost Channel of Monetary Transmission
by Ibrahim Chowdhury & Mathias Hoffmann & Andreas Schabert [Downloadable!]
17 Imperfect credit markets and the transmission of macroeconomic shocks
by Jan Vlieghe [Downloadable!]
16 Credit channel, trade credit channel, and inventory investment: evidence from a panel of UK firms
by Alessandra Guariglia & Simona Mateut [Downloadable!]
15 Incomplete contracts, the port of Gaza, and the case for economic sovereignty
by Arie Arnon & Avia Spivak & Oren Sussman [Downloadable!]
14 Budgetary and fiscal policy for a new Palestinian state
by Christopher Adam & David Cobham & Nu'man Kanafani [Downloadable!]
13 Alternative currency arrangements for a new Palestinian state
by David Cobham [Downloadable!]
12 Volatility Dynamics of the Tokyo Stock Exchange: A Sectoral Analysis based on the Multivariate GARCH Approach
by Kin-Yip Ho & Ka Cheng Tsui [Downloadable!]
11 Comovement and FTSE 100 Index Changes
by Jerry Coakley & Periklis Kougoulis [Downloadable!]
10 Sources of Industry and Country Effects in Firm Level Returns
by Kate Phylaktis & Lichuan Xia [Downloadable!]
9 Why has Fiscal Policy Disappointed in Japan?
by Richard Werner [Downloadable!]
8 Foreign Exchange Intervention And Monetary Policy In Japan: Evidence From Identified Vars
by Roberto Guimaraes [Downloadable!]
7 The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection
by Eric Hillebrand & Gunther Schnabl [Downloadable!]
6 Endogenous Fluctuations in Open Economies: The Perils of Taylor Rules Revisited
by Marco Airaudo & Luis-Felipe Zanna [Downloadable!]
5 Financial Liberalization and Business Cycles:The Experience of Future EU Member States in the Baltics and Central Eastern Europe
by Lucio Vinhas de Souza [Downloadable!]
4 Finance-Growth Nexus in open economies with outliers
by Alessandra dal Colle Stievano [Downloadable!]
3 Comparing Monetary Policy Reaction Functions: ECB versus Bundesbank
by Bernd Hayo & Boris Hofmann [Downloadable!]
2 Admissible Monetary Aggregates and UK Inflation Targeting
by Leigh Drake & Adrian Fleissig [Downloadable!]
1 Financial Condition Index and interest rate settings: a comparative analysis
by Alberto Montagnoli & Oreste Napolitano [Downloadable!]

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