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Michael Chin

Personal Details

First Name:Michael
Middle Name:
Last Name:Chin
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RePEc Short-ID:pch1416
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Research output

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Jump to: Working papers

Working papers

  1. Chin, Michael & Graeve, Ferre De & Filippeli, Thomai & Theodoridis, Konstantinos, 2018. "Understanding International Long-Term Interest Rate Comovement," Cardiff Economics Working Papers E2018/19, Cardiff University, Cardiff Business School, Economics Section.
  2. Chin, Michael & Liu, Zhuoshi, 2015. "A joint affine model of commodity futures and US Treasury yields," Bank of England working papers 526, Bank of England.
  3. Chin, Michael & Polk, Christopher, 2015. "A forecast evaluation of expected equity return measures," Bank of England working papers 520, Bank of England.
  4. Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015. "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers 530, Bank of England.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015. "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers 530, Bank of England.

    Mentioned in:

    1. Cross-country co-movement in long-term interest rates: a DSGE approach
      by Christian Zimmermann in NEP-DGE blog on 2015-07-24 20:58:29

Working papers

  1. Chin, Michael & Graeve, Ferre De & Filippeli, Thomai & Theodoridis, Konstantinos, 2018. "Understanding International Long-Term Interest Rate Comovement," Cardiff Economics Working Papers E2018/19, Cardiff University, Cardiff Business School, Economics Section.

    Cited by:

    1. Andrea Tambalotti & Marco Del Negro & Domenico Giannone & Marc Giannoni, 2018. "Global trends in interest rates," Staff Reports 866, Federal Reserve Bank of New York.
    2. Feldkircher, Martin & Lukmanova, Elizaveta & Tondl, Gabriele, 2019. "Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment," Department of Economics Working Paper Series 289, WU Vienna University of Economics and Business.
    3. Zakipour-Saber, Shayan, 2019. "Forecasting in the euro area: The role of the US long rate," Economic Letters 5/EL/19, Central Bank of Ireland.

  2. Chin, Michael & Liu, Zhuoshi, 2015. "A joint affine model of commodity futures and US Treasury yields," Bank of England working papers 526, Bank of England.

    Cited by:

    1. Hevia, Constantino & Petrella, Ivan & Sola, Martin, 2016. "Risk premia and seasonality in commodity futures," Bank of England working papers 591, Bank of England.

  3. Chin, Michael & Polk, Christopher, 2015. "A forecast evaluation of expected equity return measures," Bank of England working papers 520, Bank of England.

    Cited by:

    1. Gabor Pinter, 2018. "Macroeconomic Shocks and Risk Premia," Discussion Papers 1812, Centre for Macroeconomics (CFM).
    2. Saleheen, Jumana & Levina, Iren & Melolinna, Marko & Tatomir, Srdan, 2017. "The financial system and productive investment: new survey evidence," Bank of England Quarterly Bulletin, Bank of England, vol. 57(1), pages 4-17.

  4. Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015. "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers 530, Bank of England.

    Cited by:

    1. Mumtaz, Haroon & Theodoridis, Konstantinos, 2017. "Common and country specific economic uncertainty," Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
    2. Robert Kollmann, 2015. "Risk sharing in a world economy with uncertainty shocks," CAMA Working Papers 2015-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos, 2016. "Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model," Economic Modelling, Elsevier, vol. 59(C), pages 546-569.
    4. Martina Jancokova & Georgios Georgiadis, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas, revised 01 May 2017.
    5. Serdar Kabaca, 2016. "Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach," Staff Working Papers 16-55, Bank of Canada.
    6. Haroon Mumtaz & Konstantinos Theodoridis, 2016. "Volatility Co-movement and the Great Moderation. An Empirical Analysis," Working Papers 804, Queen Mary University of London, School of Economics and Finance.
    7. Kiryoung LEE & Chanik JO, 2018. "Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 118-134, December.
    8. Bluwstein, Kristina & Yung, Julieta, 2019. "Back to the real economy: the effects of risk perception shocks on the term premium and bank lending," Bank of England working papers 806, Bank of England.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (2) 2015-07-04 2018-07-30. Author is listed
  2. NEP-FMK: Financial Markets (2) 2015-01-31 2015-03-13. Author is listed
  3. NEP-MAC: Macroeconomics (2) 2015-03-13 2018-07-30. Author is listed
  4. NEP-CBA: Central Banking (1) 2018-07-30. Author is listed
  5. NEP-FOR: Forecasting (1) 2015-01-31. Author is listed
  6. NEP-MON: Monetary Economics (1) 2015-07-04. Author is listed

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