Money Macro and Finance Research Group
Money Macro and Finance (MMF) Research Group Conference 2005
Contact information of Money Macro and Finance Research Group:
Web page: http://www.essex.ac.uk/afm/mmf/index.html
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(Christopher F. Baum)
Series handle: repec:mmf:mmfc05
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2005
- 92 The Equity Premium: 101 years of Empirical Evidence from the UK
by Andrew Vivian - 91 Strong Contagion with Weak Spillovers
by Martin Ellison & Liam Graham & Jouka Vilmunen - 90 Endogenous Participation Rick in Speculative Markets
by Edouard Challe - 9 Do controls on capital inflows insulate domestic variables against external shocks?
by Antonio David - 89 Efficiency of European Banking - Inequality and Integration
by Marina Tomova - 88 A model of bank capital, lending and the macro economy: Basel I versus Basel II
by Lea Zicchino - 87 Multiple banking Relationships and Over-Leverage in Italian Manufacturing Firms
by Valentina Meliciani & Stefania Cosci - 86 The information content of the term structure of interest rates about future inflation – an illustration of the importance of accounting for a time-varying real interest rate and inflation risk premium
by Christian Mose Nielsen - 85 Measuring inflation persistence: A structural time series approach
by Maarten Dossche & Gerdie Everaert - 84 Macroeconomics volatility and human capital formation - an empirical analysis
by Joost Vandewege & Freddy Heylen - 83 New Keynesian Models and the test of Kydland and Prescott
by Juan Paez-Farrell - 82 Persistence and Nominal Inertia in a Generalised Taylor Economy: How Loner Contracts Dominate Shorter Contracts
by Engin Kara & Huw Dixon - 81 Inflation-Target Expectations and Optimal Monetary Policy
by Sujit Kapadia - 80 Inflation Differentials and Different Labor Market Institutions in the EMU
by Ester Faia & Alessia Campolmi - 8 Does Insurance Promote Economic Growth? Evidence from the UK
by Maurice Kugler & Reza Ofoghi - 79 Sovereign Risk Premia in the EU Bond Market
by Jurgen Von Hagen - 78 Non-discretionary and automatic fiscal policy in the EU and the OECD
by Jacques Mélitz - 77 New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market
by Kleopatra Nikolaou & Lucio Sarno - 76 Option pricing and spikes in volatility: theoretical and empirical analysis
by Paola Zerilli - 75 Skewed Pricing in Two-Sided Markets: An IO approach
by Wilko Bolt & Alexander F Tieman - 74 Credit Market Development, Asset Prices and Business Cycle
by Caterina Mendicino - 73 Uncertainty Determinants of Corporate Liquidity
by Oleksandr Talavera & Christopher Baum & Mustafa Caglayan & Andreas Stephan - 72 Macroeconomics Uncertainty and Firm Leverage
by Oleksandra Talavera & Christopher Baum & Andreas Stephan - 71 The Persistence and Rigidity of wages and prices
by Boris Hofmann & Matthias Paustian - 70 Declining Output Volatility in Germany: Impulses, Propagation, and the Role of the Monetary Policy
by Ulrich Fritsche & Vladimir Kuzin - 7 The French Pension Trust Fund: Can it cope with the Expected Financial Unsustainability of the PAYG Pension System?
by Anne Lavigne & Charlie Berger - 69 Testing the New Keynesian Phillips curve: a frequency domain approach
by Luca Bindelli - 68 The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey
by Roberto Guimaraes & Cem Karacadag - 67 Credit Frictions, Housing Prices and Optimal Monetary Policy Rules
by Andrea Pescatori & Caterino Mendicino - 66 How Preussag became TUI - Kissing too many toads can make you a toad
by Christoph Schneider & Ingolf Dittman & Ernst Maug - 65 Tax Evasion, Investors Protection and Corporate Governance
by Jean-Bernard Chatelain & Kirsten Ralf - 64 Mean Reversion in Equity Prices: the G-7 Evidence
by John Hatgioannides & Spiros Mesomeris - 63 Momentum Profits in Alternative Stock Market Structures
by Patricia Chelley-Steeley & Antonios Siganos - 62 Movements in the Equity Premium: Evidence from a Bayesian Time-Varying VAR
by Massimiliano De Santis - 61 Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model
by Griet Malengier & Lorenzo Pozzi - 60 Modeling Time and Macroeconomic Dynamics
by Chryssi Giannitsarou & Alexia Anagnostopoulos - 6 Optimal research in financial markets with heterogeneous private information; a rational expectations model
by Katrin Tinn - 59 Are US Output Expectations Unbiased? A Cointegrated VAR Analysis in Real Time
by Dimitrios Papaikonomou & Jacinta Pires - 58 Central Bank Reform and Inflation Dynamics in the Transition Economies theory and some evidence
by Athanasios Papadopoulos & Giuseppe Diana & Moise Sidiropoulos - 57 Inflation, Central Bank Independence and the Legal System
by Bernd Hayo & Stefan Voigt - 56 Do ECB's statements steer short-term and long-term interest rates in the euro zone?
by Marie Musard-Gies - 55 BOFIT Discussion Papers - Taxation, growth and welfare: Dynamic effects of Estonia’s income tax act
by Michael Funke & Holger Strulik - 54 Jointness of Determinants of Economics Growth
by Gernot Doppelhofer & Xavier Sala I Martin & Melvyn Weeks - 53 Political Institutions and Economic Growth
by Thomas Renstrom & Laura Marsiliani - 52 Inflation Targets as Focal Points
by Maria Demertzis & Nicola Viegi - 51 Inflation Inertia and Monetary Policy Shocks
by Julia Lendvai - 50 Inflation Persistence Revisited
by Marika Karanassou & Dennis J Snower - 5 Interpreting Aggregate Stock Market Behavior: How Far Can the Standard Model Go?
by Massimiliano De Santis - 49 Market Oganization and the prices of financial Assets
by Professor George M Constantinides - 48 Dynamics of Equity Markets Integration in Europe: Evidence of Change with Events and over Time
by Cal Muckley & Raj Aggarwal & Brian Lucey - 47 The asymmetric effect of the business cycle on the relation between stock market returns and their volatility
by Peter N Smith & S Sorensen & M R Wickens - 46 Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns
by Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian - 45 Determinants of profitability of domestic UK commercial banks: panel evidence from the period 1995-2002
by Sailesh Tanna & Kyriaki Kosmidou & Fotios Pasiouras - 44 Identifying "Problem Banks" in the German Co-operative and Savings Bank Sector: An Econometric Analysis
by Klaus Schaeck & Simon Wolfe - 43 Mergers, Diversification and Financial Intermediation
by Flaxio Toxvaerd - 42 Real-time output gaps in the estimation of Taylor rules: A red herring?
by David Cobham & Christopher Adam - 41 Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker
by Manuel M F Martins & Alvaro Aguiar - 40 Optimal Fiscal Policy Rules in a Monetary Union
by Tatiana Kirsanova & David Vines & Mathan Satchi & Simon Wren-Lewis - 4 Mutual Fund Performance: Skill Or Luck?
by Dirk Nitzsche & Keith Cuthbertson & Niall O'Sullivan - 39 The Political Economy of Financial Liberalisation
by Anja Shortland & Sourafel Girma - 38 Political Institutions, Environmental Policy and Growth
by Laura Marsiliani & Thomas I Renstrom - 37 The Evolution of International Political Risk 1956-2001
by Radu Tunaru & Ephraim Clark - 36 How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP
by Georgios Chortareas & George Kapetanios - 35 Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe
by Michael Arghyrou & Virginie Boinet & Christopher Martin - 34 The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets
by Mario Cerrato & Neil Kellard & Nicholas Sarantis - 33 The Forecasing time series subject to multiple structure breaks
by Profoessor Hashem Pesaran & Allan Timmermann & Davide Pettenuzzo - 32 Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model
by Mattias Villani & Malin Adolfson & Jesper Linde - 31 Forecasting regional Growth by Bayesian spatio -temporal models
by Wolgang Polasek & Hermut Berrer - 30 Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process
by Rodney W Strachan & Herman K van Dijik - 3 Monetary Policy Rules and Inflation Targets in Emerging Economies Evidence for Mexico and Israel
by Rebeca I Muñoz Torres - 29 Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account
by Theo Panagiotidis & Mark J Holmes - 28 Testing the Trade-off and Pecking Order Theory: Some UK Evidence
by Viet Anh Dang - 27 Macroeconomic Shocks and Central Bank Disclosure Policy: Is increased Transparency Necessarily Beneficial?
by Phillip Lawler & Jonathan James - 26 Real time Representations of the Output Gap
by Kevin Lee & Emi Mise & Kalvinder Shields & Tony Garratt - 25 Effects of a Labor Market Reform on the Effectiveness of the Monetary Policy
by Ana Paula Ribeiro & Alvaro Aguiar - 24 Mean and variance causality between the Cyprus Stock Exchange and major equity markets
by Georgios Kouretas & Eleni Constantinou & Robert Georgiades & Avo Kazandjian - 23 Volatility, spillover Effects and Correlations in US and Major European Markets
by Christos Savva & Denise R Osborn & Len Gill - 22 The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability
by Thomas Nitschka - 21 On the order of integration of monthly US ex-ante and ex-post real interest rates new evidence from over a century of data
by Menelaos Karananos & S.H Sekioua & N Zeng - 20 The Feasibility of a Fixed Exchange Rate Regime for New EU-members Evidence from Real Exchange Rates
by Clemens J M Kool & Tom Van Veen & Bertrand Chandelon & Katharina Raabe - 2 Time Consistent Policy in Markov Switching Models
by Fabrizio Zampolli & Andrew Blake - 19 Revisiting the Martingale hypothesis for exchange rates
by Young-Sook Lee & Tae-Hwan Kim & Paul Newbold - 18 A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators
by Ekaterini Panopoulou - 17 Inflation Persistence, Fiscal Constraints and Non-cooperative Authorities Stabilization Policy in a Monetary Union
by Titiana Kirsanova & David Vines & Mathan Satchi & Simon Wren-Lewis - 16 Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework
by Chiona Balfoussia & Mike Wickens - 15 Cycles And Banking Crisis
by Ioannis Lazopoulos - 14 The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies:
by Kirsten Lommatzsch & Balazs Egert & Amina Lahreche-Revil - 13 Non-Linear Properties of Currency Crises in Emerging Markets
by Bettina Becker & Stephan G Hall - 12 Growth, Uncertainty and Finance
by Dimitrios Varvarigos & Keith Blackburn - 11 Saving and Growth with Habit Formation: A Comment
by Patrick Toche - 10 Information and Communication Technologies in a Multi-Sector Endogenous Growth Model
by Evangelia Vourvachaki - 1 National and Global Macroeconometric Modelling Using GVAR
by Professor Hashem Pesaran