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Laura Sunder-Plassmann

Personal Details

First Name:Laura
Middle Name:
Last Name:Sunder-Plassmann
Suffix:
RePEc Short-ID:psu409
[This author has chosen not to make the email address public]
https://sites.google.com/site/lsunderplassmann/
Terminal Degree:2014 Department of Economics; University of Minnesota (from RePEc Genealogy)

Affiliation

Økonomisk Institut
Københavns Universitet

København, Denmark
http://www.econ.ku.dk/
RePEc:edi:okokudk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mr. Serkan Arslanalp & Laura Sunder-Plassmann, 2022. "Sovereign Debt Repatriation During Crises," IMF Working Papers 2022/077, International Monetary Fund.
  2. Haroon Mumtaz & Laura Sunder-Plassmann, 2017. "Non-linear effects of government spending shocks in the US. Evidence from state-level data," Working Papers 841, Queen Mary University of London, School of Economics and Finance.
  3. Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016. "The State Level Impact of Uncertainty Shocks," Working Papers 793, Queen Mary University of London, School of Economics and Finance.
  4. Mumtaz, Haroon & Sunder-Plassmann, Laura, 2010. "Time-varying dynamics of the real exchange rate. A structural VAR analysis," Bank of England working papers 382, Bank of England.

    repec:qmw:qmwecw:wp793 is not listed on IDEAS

Articles

  1. Haroon Mumtaz & Laura Sunder‐Plassmann, 2021. "Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 86-97, January.
  2. Sunder-Plassmann, Laura, 2020. "Infation, default and sovereign debt: The role of denomination and ownership," Journal of International Economics, Elsevier, vol. 127(C).
  3. Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018. "The State‐Level Impact of Uncertainty Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1879-1899, December.
  4. Sunder-Plassmann, Laura, 2018. "Writing off sovereign debt: Default and recovery rates over the cycle," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 221-241.
  5. Haroon Mumtaz & Laura Sunder‐Plassmann, 2013. "Time‐Varying Dynamics Of The Real Exchange Rate: An Empirical Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 498-525, April.

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.

Working papers

  1. Mr. Serkan Arslanalp & Laura Sunder-Plassmann, 2022. "Sovereign Debt Repatriation During Crises," IMF Working Papers 2022/077, International Monetary Fund.

    Cited by:

    1. Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022. "Who Holds Sovereign Debt and Why It Matters," NBER Working Papers 30087, National Bureau of Economic Research, Inc.

  2. Haroon Mumtaz & Laura Sunder-Plassmann, 2017. "Non-linear effects of government spending shocks in the US. Evidence from state-level data," Working Papers 841, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Gian Paulo Soave, 2023. "A panel threshold VAR with stochastic volatility-in-mean model: an application to the effects of financial and uncertainty shocks in emerging economies," Applied Economics, Taylor & Francis Journals, vol. 55(4), pages 397-431, January.
    2. Li, Mingyang & Niu, Linlin, 2021. "Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR," Economics Letters, Elsevier, vol. 209(C).
    3. Matarrese, Marco Maria & Frangiamore, Francesco, 2023. "Italian local fiscal multipliers: Evidence from proxy-SVAR," Economics Letters, Elsevier, vol. 228(C).
    4. Xin Sheng & Rangan Gupta, 2021. "A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict," Working Papers 202187, University of Pretoria, Department of Economics.
    5. Wifag Adnan & Kerim Peren Arin & Aysegul Corakci & Nicola Spagnolo, 2022. "On the heterogeneous effects of tax policy on labor market outcomes," Southern Economic Journal, John Wiley & Sons, vol. 88(3), pages 991-1036, January.
    6. Xin Sheng & Rangan Gupta, 2022. "The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict," Sustainability, MDPI, vol. 14(18), pages 1-9, September.
    7. Baumann, Ursel & Lodge, David & Miescu, Mirela S., 2019. "Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis," Working Paper Series 2248, European Central Bank.
    8. Cimadomo, Jacopo & Giuliodori, Massimo & Lengyel, Andras & Mumtaz, Haroon, 2023. "Changing patterns of risk-sharing channels in the United States and the euro area," Working Paper Series 2849, European Central Bank.

  3. Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016. "The State Level Impact of Uncertainty Shocks," Working Papers 793, Queen Mary University of London, School of Economics and Finance.

    Cited by:

    1. Pierdzioch Christian & Gupta Rangan, 2020. "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
    2. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2022. "Persistence of state-level uncertainty of the United States: The role of climate risks," Economics Letters, Elsevier, vol. 215(C).
    3. Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
    4. Baker, Scott R. & Davis, Steven J. & Levy, Jeffrey A., 2022. "State-level economic policy uncertainty," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 81-99.
    5. Mumtaz, Haroon, 2018. "Does uncertainty affect real activity? Evidence from state-level data," Economics Letters, Elsevier, vol. 167(C), pages 127-130.
    6. Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022. "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers 202251, University of Pretoria, Department of Economics.
    7. Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023. "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, vol. 227(C).
    8. Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A., 2019. "How important are different aspects of uncertainty in driving industrial production in the CEE countries?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 252-266.
    9. Ambrocio, Gene, 2019. "Measuring household uncertainty in EU countries," Bank of Finland Research Discussion Papers 17/2019, Bank of Finland.
    10. Haroon Mumtaz & Laura Sunder-Plassmann, 2017. "Non-linear effects of government spending shocks in the US. Evidence from state-level data," Working Papers 841, Queen Mary University of London, School of Economics and Finance.
    11. Christina Christou & Rangan Gupta & Christis Hassapis, 2016. "Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach," Working Papers 201637, University of Pretoria, Department of Economics.
    12. Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021. "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series GRU_2021_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    13. Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2020, Bank of Finland.
    14. Céline Poilly & Fabien Tripier, 2023. "Regional Trade Policy Uncertainty," AMSE Working Papers 2321, Aix-Marseille School of Economics, France.
    15. Martin Iseringhausen, 2024. "The housing supply channel of monetary policy," Working Papers 59, European Stability Mechanism, revised 05 Feb 2024.
    16. Linyan Dai & Xin Sheng, 2021. "The Impact of Uncertainty on State-Level Housing Markets of the United States: The Role of Social Cohesion," Sustainability, MDPI, vol. 13(6), pages 1-9, March.
    17. Soojin Jo & Justin J. Lee, 2019. "Uncertainty and Labor Market Fluctuations," Working Papers 1904, Federal Reserve Bank of Dallas.
    18. Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018. "Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
    19. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers 202111, University of Pretoria, Department of Economics.
    20. Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022. "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, vol. 114(C).
    21. Hankins, William B. & Cheng, Chak Hung Jack & Stone, Anna-Leigh, 2022. "The impact of uncertainty shocks on state-level employment," Journal of Macroeconomics, Elsevier, vol. 73(C).
    22. Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016. "The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model," Working Papers 201681, University of Pretoria, Department of Economics.
    23. Crespo Cuaresma, Jesús & Huber, Florian & Onorante, Luca, 2020. "Fragility and the effect of international uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 108(C).
    24. Azzouzi, asmae & Bousselhamia, Ahmed, 2021. "Impact des chocs d'incertitude liés au Covid-19 sur l’économie marocaine [Impact of uncertainty shocks related to the Covid-19 on the Moroccan economy]," MPRA Paper 110398, University Library of Munich, Germany.

  4. Mumtaz, Haroon & Sunder-Plassmann, Laura, 2010. "Time-varying dynamics of the real exchange rate. A structural VAR analysis," Bank of England working papers 382, Bank of England.

    Cited by:

    1. Ellington, Michael & Milas, Costas, 2021. "On the economic impact of aggregate liquidity shocks: The case of the UK," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 737-752.
    2. Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
    3. Arratibel, Olga & Michaelis, Henrike, 2013. "The Impact of Monetary Policy and Exchange Rate Shocks in Poland: Evidence from a Time-Varying VAR," Discussion Papers in Economics 21088, University of Munich, Department of Economics.
    4. Ellington, Michael & Martin, Chris & Wang, Bingsong, 2021. "Search Frictions and Evolving Labour Market Dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
    5. Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023. "Transformed regression-based long-horizon predictability tests," Journal of Econometrics, Elsevier, vol. 237(2).
    6. Aubrey Poon, 2018. "The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach," Empirical Economics, Springer, vol. 55(2), pages 417-444, September.
    7. Michal Franta & Jan Libich & Petr Stehlík, 2018. "Tracking Monetary-Fiscal Interactions across Time and Space," International Journal of Central Banking, International Journal of Central Banking, vol. 14(3), pages 167-227, June.
    8. Karagedikli, Özer & Ryan, Michael & Steenkamp, Daan & Vehbi, Tugrul, 2016. "What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy," Economic Modelling, Elsevier, vol. 52(PB), pages 945-959.
    9. Akbar, Muhammad & Ahmad, Eatzaz, 2021. "Repercussions of exchange rate depreciation on the economy of Pakistan: Simulation analysis using macroeconometric model," Journal of Policy Modeling, Elsevier, vol. 43(3), pages 574-600.
    10. Philip Liu & Haroon Mumtaz, 2011. "Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1443-1474, October.
    11. Mumtaz, Haroon & Theodoridis, Konstantinos, 2012. "The international transmission of volatility shocks: an empirical analysis," Bank of England working papers 463, Bank of England.
    12. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Is the Rand Really Decoupled from Economic Fundamentals?," Working Papers 201439, University of Pretoria, Department of Economics.
    13. Danilo Leiva-Leon & Jaime Martinez-Martin & Eva Ortega, 2022. "Exchange Rate Shocks and Inflation Co-movement in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 239-275, March.
    14. Papahristodoulou, Christos, 2019. "Is there any theory that explains the SEK?," MPRA Paper 95072, University Library of Munich, Germany, revised 08 Jul 2019.
    15. Michal Franta & Roman Horvath & Marek Rusnak, 2011. "Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic," Working Papers 2011/13, Czech National Bank.
    16. Marcellino, Massimiliano & Abbate, Angela, 2016. "Point, interval and density forecasts of exchange rates with time-varying parameter models," CEPR Discussion Papers 11559, C.E.P.R. Discussion Papers.
    17. Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi, 2013. "What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks," CAMA Working Papers 2013-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    18. Abdurrahman Nazif Çatik & Mehmet Karaçuka & A. Özlem Önder, 2022. "The Time-Varying Impact of External Shocks on the Consumer Price Components: Evidence from an Emerging Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(4), pages 781-807, December.
    19. T. Philipp Dybowski & Max Hanisch & Bernd Kempa, 2018. "The role of the exchange rate in Canadian monetary policy: evidence from a TVP-BVAR model," Empirical Economics, Springer, vol. 55(2), pages 471-494, September.
    20. Mohanty, Deepak & John, Joice, 2015. "Determinants of inflation in India," Journal of Asian Economics, Elsevier, vol. 36(C), pages 86-96.
    21. Ilir Miteza & Altin Tanku & Ilir Vika, 2023. "Is the floating exchange rate a shock absorber in Albania? Evidence from SVAR models," Economic Change and Restructuring, Springer, vol. 56(2), pages 1297-1326, April.
    22. Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
    23. Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
    24. Mumtaz, Haroon, 2011. "Estimating the impact of the volatility of shocks: a structural VAR approach," Bank of England working papers 437, Bank of England.
    25. Madison Terrell & Qazi Haque & Jamie L. Cross & Firmin Doko Tchatoka, 2023. "Monetary policy shocks and exchange rate dynamics in small open economies," School of Economics and Public Policy Working Papers 2023-04 Classification-C3, University of Adelaide, School of Economics and Public Policy.
    26. Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos, 2014. "Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters," International Journal of Forecasting, Elsevier, vol. 30(1), pages 129-143.
    27. Gehrke, Britta & Yao, Fang, 2013. "Sources of Real Exchange Rate Fluctuations: The Role of Supply Shocks Revisited," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79821, Verein für Socialpolitik / German Economic Association.
    28. Miles, William & Vijverberg, Chu-Ping, 2011. "Formal targets, central bank independence and inflation dynamics in the UK: A Markov-Switching approach," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 644-655.
    29. Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2016. "The implications of monetary expansion in China for the US dollar," Journal of Asian Economics, Elsevier, vol. 46(C), pages 71-84.
    30. Dąbrowski, Marek A. & Wróblewska, Justyna, 2019. "Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries," MPRA Paper 93813, University Library of Munich, Germany.
    31. Legrand, Romain, 2018. "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper 88925, University Library of Munich, Germany.
    32. Rozina Shaheen, 2019. "Impact of Fiscal Policy on Consumption and Labor Supply under a Time-Varying Structural VAR Model," Economies, MDPI, vol. 7(2), pages 1-15, June.
    33. 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.
    34. Reusens Peter & Croux Christophe, 2017. "Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(4), pages 1-18, September.
    35. Lubos Hanus & Lukas Vacha, 2018. "Time-Frequency Response Analysis of Monetary Policy Transmission," Working Papers IES 2018/30, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2018.
    36. Baumeister, Christiane & Hamilton, James D., 2021. "Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions," Journal of International Money and Finance, Elsevier, vol. 114(C).
    37. Michael Debabrata Patra & Joice John, 2018. "Non-Linear, Asymmetric and TimeVarying Exchange Rate Pass-Through: Recent Evidence from India," Working Papers id:12700, eSocialSciences.
    38. Philip Liu & Haroon Mumtaz, 2011. "Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1443-1474, October.

Articles

  1. Haroon Mumtaz & Laura Sunder‐Plassmann, 2021. "Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 86-97, January.
    See citations under working paper version above.
  2. Sunder-Plassmann, Laura, 2020. "Infation, default and sovereign debt: The role of denomination and ownership," Journal of International Economics, Elsevier, vol. 127(C).

    Cited by:

    1. Sewon Hur & Illenin O. Kondo & Fabrizio Perri, 2018. "Inflation, Debt, and Default," Working Papers (Old Series) 1812, Federal Reserve Bank of Cleveland.
    2. Cristina Arellano & Yan Bai & Gabriel Mihalache, 2019. "Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default)," Department of Economics Working Papers 19-02-rev1, Stony Brook University, Department of Economics.
    3. Sharaf, Mesbah Fathy & Shahen, Abdelhalem Mahmoud, 2023. "Does external debt drive inflation in Sudan: evidence from symmetric and asymmetric ARDL approaches," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 3(4), pages 293-307.
    4. Emilio Espino & Julian Kozlowski & Fernando M. Martin & Juan M. Sanchez, 2020. "Domestic Policies and Sovereign Default," Working Papers 2020-017, Federal Reserve Bank of St. Louis, revised 06 Sep 2023.
    5. Paczos, Wojtek & Shakhnov, Kirill, 2022. "Defaulting on Covid debt," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    6. Patricia Gomez-Gonzalez, 2021. "Drivers of inflation-linked public debt: an empirical investigation," International Economics and Economic Policy, Springer, vol. 18(1), pages 223-244, February.
    7. Cristina Arellano & Gabriel Mihalache & Yan Bai, 2019. "Inflation Targeting with Sovereign Default Risk," 2019 Meeting Papers 239, Society for Economic Dynamics.
    8. Ricardo Sabbadini, 2017. "Overcoming the Original Sin: Gains from Local Currency External Debt," Working Papers, Department of Economics 2017_27, University of São Paulo (FEA-USP).

  3. Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018. "The State‐Level Impact of Uncertainty Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1879-1899, December.
    See citations under working paper version above.
  4. Sunder-Plassmann, Laura, 2018. "Writing off sovereign debt: Default and recovery rates over the cycle," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 221-241.

    Cited by:

    1. Juan C. Hatchondo & Leonardo Martinez & César Sosa-Padilla, 2020. "Sovereign Debt Standstills," NBER Working Papers 28292, National Bureau of Economic Research, Inc.
    2. Ibrahima Diarra & Michel Guillard & Hubert Kempf, 2022. "Sovereign Defaults and Debt Sustainability: The Debt Recovery Channel," CESifo Working Paper Series 9688, CESifo.
    3. Prein, Timm, 2019. "Persistent Unemployment, Sovereign Debt Crises, and the Impact of Haircuts," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203654, Verein für Socialpolitik / German Economic Association, revised 2019.

  5. Haroon Mumtaz & Laura Sunder‐Plassmann, 2013. "Time‐Varying Dynamics Of The Real Exchange Rate: An Empirical Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 498-525, April.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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-MAC: Macroeconomics (2) 2016-04-30 2018-03-12
  2. NEP-OPM: Open Economy Macroeconomics (2) 2010-03-20 2022-05-30
  3. NEP-BAN: Banking (1) 2022-05-30
  4. NEP-CBA: Central Banking (1) 2010-03-20
  5. NEP-FDG: Financial Development and Growth (1) 2022-05-30
  6. NEP-FOR: Forecasting (1) 2010-03-20
  7. NEP-IFN: International Finance (1) 2022-05-30
  8. NEP-ISF: Islamic Finance (1) 2022-05-30
  9. NEP-MON: Monetary Economics (1) 2010-03-20

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