Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2017

• Robert Kelm, 2017, "The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 1, pages 1-27, March.
• Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta, 2017, "Modelling and Forecasting WIG20 Daily Returns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 3, pages 173-200, September.
• Dobromił Serwa & Piotr Wdowiński, 2017, "Modeling Macro-Financial Linkages: Combined Impulse Response Functions in SVAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 9, issue 4, pages 323-357, December.
• Cristina Manteu & Sara Serra, 2017, "Impact of uncertainty measures on the Portuguese economy," Working Papers, Banco de Portugal, Economics and Research Department, number w201709.
• António Rua, 2017, "Modelling currency demand in a small open economy within a monetary union," Working Papers, Banco de Portugal, Economics and Research Department, number w201710.
• Sepideh Dolatabadi & Ke Xu & Morten Ø. Nielsen & Paresh Kumar Narayan, 2017, "Economic Significance Of Commodity Return Forecasts From The Fractionally Cointegrated Var Model," Working Paper, Economics Department, Queen's University, number 1337, Jan.
• Morten Ø. Nielsen & S Johansen, 2017, "Testing The Cvar In The Fractional Cvar Model," Working Paper, Economics Department, Queen's University, number 1394, Oct.
• D.S. Prasada Rao & Alicia N. Rambaldi & K. Renuka Ganegodage & L. T. Huynh & Howard E. Doran, 2017, "UQICD v2.1.2 User Guide," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 534, Mar.
• Haroon Mumtaz & Laura Sunder-Plassmann, 2017, "Non-linear effects of government spending shocks in the US. Evidence from state-level data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 841, Nov.
• Haroon Mumtaz, 2017, "Does uncertainty affect real activity? Evidence from state-level," Working Papers, Queen Mary University of London, School of Economics and Finance, number 844, Dec.
• Radoslawa Nikolowa & Daniel Ferreira, 2018, "How to Sell Jobs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 846, Jan.
• Ricardo Perez & Raul F. Montalvo, 2017, "Analisis de la influencia de la actividad real de la economia sobre la volatilidad de la rentabilidad accionaria: un caso en el sector de edificacion en Mexico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 14, issue 2, pages 69-84, Julio-Dic.
• Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2017, "Uncertainty and Monetary Policy in Good and Bad Times," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2017-06, Oct.
• Pérez, Fernando & Ghurra, Omar & Grandez, Rodrigo, 2017, "Un Indicador Líder de Actividad Real para el Perú," Working Papers, Banco Central de Reserva del Perú, number 2017-001, Jan.
• Lahura, Erick, 2017, "Monetary Aggregates and Monetary Policy in Peru," Working Papers, Banco Central de Reserva del Perú, number 2017-003, Jun.
• Vega, Marco & Chávez, Joselin, 2017, "Propagación de Choques de Encaje en el Sistema Bancario Peruano," Working Papers, Banco Central de Reserva del Perú, number 2017-004, Jun.
• Alain Kabundi & Asi Mbelu, 2017, "Estimating a timevarying financial conditions index for South Africa," Working Papers, South African Reserve Bank, number 8008, Sep.
• Thorsten Drautzburg & Pooyan Amir-Ahmadi, 2017, "Identification through Heterogeneity," 2017 Meeting Papers, Society for Economic Dynamics, number 1087.
• Warren E. Weber & Robert Lucas & Juan Pablo Nicolini & Luca Benati, 2017, "International Evidence on Long Run Money Demand," 2017 Meeting Papers, Society for Economic Dynamics, number 1154.
• Edward Herbst & David Lopez-Salido & Christopher Gust, 2017, "Forward Guidance with Bayesian Learning and Estimation," 2017 Meeting Papers, Society for Economic Dynamics, number 1189.
• Julio Carrillo, 2017, "Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach," 2017 Meeting Papers, Society for Economic Dynamics, number 1509.
• Elmar Mertens & Christian Matthes & Thomas Lubik, 2017, "Indeterminacy and Imperfect Information," 2017 Meeting Papers, Society for Economic Dynamics, number 337.
• Pau Rabanal & Dominic Quint, 2017, "Should Unconventional Monetary Policies Become Conventional?," 2017 Meeting Papers, Society for Economic Dynamics, number 526.
• Marc Giannoni & Domenico Giannone & Andrea Tambalotti & Marco Del Negro, 2017, "Safety, Liquidity, and the Natural Rate of Interest," 2017 Meeting Papers, Society for Economic Dynamics, number 803.
• Samir Saidi & Sami Hammami, 2017, "Impact of Investments in Public Infrastructures on Economic Performance and Private Investment in Developing Countries: A Case Study for Tunisia," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 63, pages 126-146, March.
• Adnan Khurshid & Yin Kedong & Adrian Cantemir Calin & Khalid Khan, 2017, "The Effects of Workers’ Remittances on Exchange Rate Volatility and Exports Dynamics - New Evidence from Pakistan," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 63, pages 29-52, March.
• Wissem Khanfir, 2017, "Orientation of the Fiscal Policy in Tunisia: Structural VAR Analysis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 64, pages 61-74, June.
• Gary Koop, 2017, "Bayesian Methods for Empirical Macroeconomics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 9, issue 1, pages 33-56, June.
• Claudio Morana & Giacomo Sbrana, 2017, "Temperature anomalies, radiative forcing and ENSO," Working Paper series, Rimini Centre for Economic Analysis, number 17-06, Feb.
• Emmanouil Gkiourkas & Theodore Panagiotidis & Gianluigi Pelloni, 2017, "Revisiting the macroeconomic effects of labor reallocation," Working Paper series, Rimini Centre for Economic Analysis, number 17-11, Jun.
• Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Ehsan Rasoulinezhad, 2017, "Impact of Fukushima Nuclear Disaster on Oil-Consuming Sectors of Japan," ADBI Working Papers, Asian Development Bank Institute, number 659, Feb.
• Dean Fantazzini & Erik Nigmatullin & Vera Sukhanovskaya & Sergey Ivliev, 2017, "Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 45, pages 5-28.
• Sergei Aivazian & Aleksandr Bereznyatsky & Boris Brodsky, 2017, "Macroeconomic modeling of the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 47, pages 5-27.
• Konstantin Gluschenko, 2017, "The Moscow market in the country’s economic space," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 48, pages 5-21.
• Arzu Şahin, 2017, "Selection and Market Timing Ability of BIST 30 Indexes Funds," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 1, pages 63-81.
• Cengiz Toraman & Merve Tuncay, 2017, "Effect of the Political Risk on Capital Asset Valuation in Financial Markets: The Case of Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 3, pages 413-432.
• Friday O. Alegwu & Goodness C. Aye & Benjamin C. Asogwa, 2017, "Asymmetric Effect of Real Exchange Rate Volatility on Agricultural Products Export: A Case Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 3, pages 261-279.
• Julius Frieling & Reinhard Madlener, 2017, "Fueling the US Economy: Energy as a Production Factor from the Great Depression until Today," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 2/2017, May.
• Jens Klose, 2017, "Secular Stagnation in Non-EMU European Countries : Equilibrium Real Rate Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 2, pages 400-432.
• Tamsir Cham, 2017, "Inflation Dynamics in The Gambia," Working Papers, The Islamic Research and Teaching Institute (IRTI), number 2017-8, Jul.
• Andrea Ingianni, 2017, "Convergence clustering with forecast densities," Economics Discussion Papers, School of Economics, Kingston University London, number 2017-6, Dec.
• Viviana Calva & Cristian Ortiz, 2017, "Efecto de la tasa impositiva sobre la producción: una aproximación empírica mediante la curva de Laffer para Ecuador," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 2, issue 1, pages 10-22.
• Erika Olaya & Jessica Armijos, 2017, "Efecto de la inversión extranjera directa en el crecimiento económico en Ecuador durante 1980-2015: un análisis de cointegración," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 2, issue 1, pages 31-38.
• Rayanne Gomes dos Santos & Eliane Pinheiro de Sousa, 2017, "Integração espacial dos mercados exportadores de castanha de caju entre os estados do Ceará e Rio Grande do Norte no período 1997-2015," Revista Brasileira de Estudos Regionais e Urbanos, Associação Brasileira de Estudos Regionais e Urbanos (ABER), volume 11, issue 1, pages 62-77.
• Julijana Angelovska, 2017, "The Impact Of Financial Crises On The Short-Term Interaction Between Balkan Stock Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 53-66.
• Pelin Varol İYIDOĞAN & Eda BALIKÇIOĞLU & H. Hakan YILMAZ, 2017, "The Tax Effects of Health Expenditures on Aging Economies: Empirical Evidence on Selected OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 116-127, March.
• Sakiru Adebola SOLARIN, 2017, "The Stationarity of Consumption-Income Ratios: Nonlinear Evidence in ASEAN Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 109-123, June.
• Doojin RYU & Hyein SHIM, 2017, "Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 45-61, June.
• Emilian DOBRESCU, 2017, "Modelling an Emergent Economy and Parameter Instability Problem," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-28, June.
• Andrea Bonilla BOLAÑOS, 2017, "Are South American Countries Really Converging?: The Influence of the Region's Integration Projects," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 130-149, September.
• Kai-Hua WANG & Chi-Wei SU & Hsu-Ling CHANG & Ji MA & Cristina IOVU, 2017, "Purchasing Power Parity In China: An Empirical Investigation Based On Bootstrap Rollingwindow Test," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 166-181, December.
• Carl Christian von Weizsäcker, 2017, "Leviathan – Zum Gewaltmonopol des Staates – Wider den Protektionismus," ROME Working Papers, ROME Network, number 201701, Jan.
• Ansgar Belke & Thomas Osowski, 2017, "International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach," ROME Working Papers, ROME Network, number 201703, Mar.
• Ansgar Belke & Dominik Kronen, 2017, "The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries," ROME Working Papers, ROME Network, number 201708, Aug.
• Ansgar Belke & Daniel Kronen, 2017, "The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries," ROME Working Papers, ROME Network, number 201711, Nov.
• Ansgar Belke & Jens Klose, 2017, "Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro-Area Member Countries," ROME Working Papers, ROME Network, number 201712, Dec.
• Sin-Yu Ho & Bernard Njindan Iyke, 2017, "Does Financial Development Lead to Poverty Reduction in China? Time Series Evidence," Journal of Economics and Behavioral Studies, AMH International, volume 9, issue 1, pages 99-112, DOI: 10.22610/jebs.v9i1(J).1561.
• Turgut Tursoy & Faisal Faisal, 2017, "Re-testing for financial integration of the Turkish Stock Market and the US Stock Market: An Evidence from co-integration and error correction models," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 2, pages 43-55, June.
• Osabuohien-Irabor Osarumwense & Julian I. Mbegbu, 2017, "Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 3, pages 17-34, September.
• Gheorghe Savoiu & Simina Brostescu, 2017, "Three International Statistical Indicators And Their Factorial Impact On The Modelling Of Foreign Investments In Romania," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 8, pages 174-188, August.
• Gianluca Cubadda & Barbara Guardabascio, 2017, "Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model," CEIS Research Paper, Tor Vergata University, CEIS, number 397, Feb, revised 13 Jul 2018.
• Gerdie Everaert & Martin Iseringhausen, 2017, "Measuring The International Dimension Of Output Volatility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 17/928, Jan.
• Anantha Ramu M.R., 2017, "‘Twin Deficits’ Hypothesis," Foreign Trade Review, , volume 52, issue 1, pages 15-29, February, DOI: 10.1177/0015732516650825.
• Phocenah Nyatanga, 2017, "Zimbabwe’s Trade Performance Under Alternative Trade Policy Regimes," Foreign Trade Review, , volume 52, issue 2, pages 90-105, May, DOI: 10.1177/0015732516663316.
• Keshmeer Makun, 2017, "Trade Openness and Economic Growth in Malaysia," Foreign Trade Review, , volume 52, issue 3, pages 157-170, August, DOI: 10.1177/0015732516663317.
• Jeevan Kumar Khundrakpam, 2017, "Examining the Asymmetric Impact of Monetary Policy in India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 3, pages 290-314, August, DOI: 10.1177/0973801017703500.
• Pami Dua & Hema Kapur, 2017, "Macro Stress Testing of Indian Bank Groups," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 4, pages 375-403, November, DOI: 10.1177/0973801017722267.
• Li-Hsueh Chen & Zhen Cui, 2017, "Jobless Recovery and Structural Change: A VAR Approach," South Asian Journal of Macroeconomics and Public Finance, , volume 6, issue 1, pages 1-26, June, DOI: 10.1177/2277978717695145.
• Mario DI SERIO & Matteo FRAGETTA & Emanuel GASTEIGER, 2017, "The Government Spending Multiplier at the Zero Lower Bound: Evidence from the United States," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 150, Dec.
• Шевелев А. А., 2017, "Байесовский подход к оценке воздействия внешних шоков на макроэкономические показатели России. Bayesian approach to evaluate the impact of external shocks on russian macroeconomics indicators," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 17, issue 1, pages 26-40.
• И Управления Мир Экономики, 2017, "Байесовский подход к анализу влияния монетарной политики на макроэкономические показатели России. Bayesian approach to the analysis of monetary policy impact on Russian macroeconomics indicators," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, volume 17, issue 4, pages 53-70.
• Mohamed Mabrouki, 2017, "The Sense Of Causality Between Growth And Economic Development: An Essay On Var Modeling In The Case Of Tunisia," Journal of Smart Economic Growth, , volume 2, issue 1, pages 81-93, March.
• Han Hou & Su-Yin Cheng, 2017, "Does Non-intermediation Activity Tell us more in the Finance-Growth Nexus?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5807316, Oct.
• Taku Yamamoto & Hiroaki Chigira, 2017, "Forecasting Mortality: Some Recent Developments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808110, Oct.
• Dirk Drechsel & Anne Kathrin Funk, 2017, "Time-Varying and Regional Dynamics in Swiss Housing Markets," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 153, issue I, pages 37-72, March.
• Mota Aragón, Martha beatriz & Mata Mata, Leovardo, 2017, "Volatilidad del Mercado Integrado Latinoamericano: un enfoque multivariado / Volatility of the Latin American Integrated Market: A Multivariate Approach," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 1, pages 9-26, enero-jun.
• Aleksander Welfe & Piotr Karp, 2017, "Makroekonometryczny miesięczny model gospodarki Polski WM-1," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 5-38.
• Riadh El Abed, 2017, "Time Varying And Asymmetric Effect Between Oil Prices And Nominal Exchange Rate Volatility: A Multivariate Fiegarch-Dcc Approach," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 9, issue 1 (March), pages 86-106.
• Silviya Bratoeva-Manoleva, 2017, "Macroeconomic Determinants of Income Inequality in Bulgaria," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-07, Sep, revised Sep 2017.
• Hristina Manolova & Aleksandar Vasilev, 2017, "Wage Dynamics in Bulgaria: Co-movement and Causality," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-08, Sep, revised Sep 2017.
• Boryana Bogdanova & Bozhidar Nedev, 2017, "Changes in Temporal Patterns of the Momentum Effect in Times of Turmoil: Evidence from the Bulgarian Stock," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-11, Dec, revised Dec 2017.
• Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2017, "Mixed-frequency models for tracking short-term economic developments in Switzerland," Working Papers, Swiss National Bank, number 2017-02.
• Gregor Bäurle & Matthias Gubler & Diego R. Känzig, 2017, "International inflation spillovers - the role of different shocks," Working Papers, Swiss National Bank, number 2017-07.
• Alain Galli, 2017, "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers, Swiss National Bank, number 2017-08.
• Ramazan EKİNCİ & Osman TÜZÜN & Fatih CEYLAN & Hakan KAHYAOĞLU, 2017, "Dışa Açıklık ile İşsizlik Arasındaki İlişki: Seçilmiş AB Ülkeleri ve Türkiye Üzerine Zamana Göre Değişen Parametreli Bir Analiz Algıları," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(31).
• Ebru Tomris AYDOĞAN & Çağrı Levent USLU & Natalya KETENCİ, 2017, "Determinants of Economic Growth in Emerging Countries Under Structural Breaks Consideration," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(33).
• Fındık Özlem ALPER & Ali Eren ALPER, 2017, "Karbondioksit Emisyonu, Ekonomik Büyüme, Enerji Tüketimi İlişkisi: Türkiye İçin Bir ARDL Sınır Testi YaklaşımıAbstract: The aim of this study is to conduct research about the relation of carbon dioxide emission (𝐶𝑂2), economic growth (GDP) and crude ," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(33).
• Mulatu Fekadu Zerihun & Marthinus C. Breitenbach, 2017, "Panel Data Analysis of the Proposed Monetary Union in the Southern African Development Community," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 67, issue 4, pages 23-44, October-D.
• Farhad Taghizadeh-Hesary & Naoyuki Yoshino & Ehsan Rasoulinezhad, 2017, "Impact of the Fukushima Nuclear Disaster: Analysis on Japan’s Oil Consuming Sectors," ADB Institute Series on Development Economics, Springer, chapter 0, in: Naoyuki Yoshino & Farhad Taghizadeh-Hesary, "Japan’s Lost Decade", DOI: 10.1007/978-981-10-5021-3_6.
• Matthew T. Holt & Timo Teräsvirta, 2017, "Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-05, Jan.
• Søren Johansen & Morten Nyboe Tabor, 2017, "Cointegration between trends and their estimators in state space models and CVAR models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-11, Mar.
• Massimo Franchi & Søren Johansen, 2017, "Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-17, Apr.
• Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-28, Aug.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2017, "Modelling and forecasting WIG20 daily returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-29, Aug.
• Timo Teräsvirta, 2017, "Nonlinear models in macroeconometrics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-32, Sep.
• Søren Johansen & Morten Ørregaard Nielsen, 2017, "Testing the CVAR in the fractional CVAR model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-37, Nov.
• Mario Forni & Luca Gambetti & Marco Lippi & Luca Sala, 2017, "Noisy News in Business Cycles," American Economic Journal: Macroeconomics, American Economic Association, volume 9, issue 4, pages 122-152, October.
• Kenneth D. West, 2017, "Hansen and Sargent's Recursive Models of Dynamic Linear Economies: A Review Essay," Journal of Economic Literature, American Economic Association, volume 55, issue 1, pages 173-181, March.
• James H. Stock & Mark W. Watson, 2017, "Twenty Years of Time Series Econometrics in Ten Pictures," Journal of Economic Perspectives, American Economic Association, volume 31, issue 2, pages 59-86, Spring.
• Stelios Arvanitis & Alexandros Louka, 2017, "Limits for the Gaussian QMLE in the Non-Stationary GARCH(1,1) Mod," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201705, May.
• Sergio Destefanis & Matteo Fragetta & Emanuel Gasteiger, 2017, "On the Macroeconomic Performance of the Euro Area," Working Papers, Interuniversity Research Center "Ezio Tarantelli", number 4/2017, Apr.
• Morana, Claudio & Sbrana, Giacomo, , "Temperature Anomalies, Radiative Forcing and ENSO," MITP: Mitigation, Innovation and Transformation Pathways, Fondazione Eni Enrico Mattei (FEEM), number 253732, DOI: 10.22004/ag.econ.253732.
• Phiri, Andrew, 2017, "Threshold convergence between the federal fund rate and South African equity returns around the colocation period," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 13, issue 01, DOI: 10.22004/ag.econ.264621.
• Dolatabadi, Sepideh & Kumar Narayan, Paresh & Orregaard Nielsen, Morten & Xu, Ke, 2017, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274663, Jan, DOI: 10.22004/ag.econ.274663.
• Johansen, SÃÿren & ßrregaard Nielsen, Morten, 2017, "Testing the CVAR in the fractional CVAR model," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274720, Oct, DOI: 10.22004/ag.econ.274720.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, , "A Model of the Fed’s View on Inflation," Economic Research Papers, University of Warwick - Department of Economics, number 269087, DOI: 10.22004/ag.econ.269087.
• Ellahie, Atif & Ricco, Giovanni, , "Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs," Economic Research Papers, University of Warwick - Department of Economics, number 269308, DOI: 10.22004/ag.econ.269308.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, , "The Transmission of Monetary Policy Shocks," Economic Research Papers, University of Warwick - Department of Economics, number 269310, DOI: 10.22004/ag.econ.269310.
• Javier L. Arnaut, 2017, "Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America," Documentos de Trabajo (DT-AEHE), Asociación Española de Historia Económica, number 1703, Mar.
• Md. Abu HASAN & Anita ZAMAN, 2017, "Volatility Nexus Between Stock Market And Macroeconomic Variables In Bangladesh: An Extended Garch Approach," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 2, pages 233-243, June.
• Kenza Benhima & Céline Poilly, 2017, "Do Misperceptions about Demand Matter? Theory and Evidence," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1717, May.
• Guido Zack & Martín Montané & Matías Kulfas, 2017, "Una Aproximación a las Causas del Proceso Inflacionario Argentino Reciente," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2017-19, Aug.
• Nicola Rubino, , "Cointegration Between Economic Activity And Oil Prices In The Opec Countries; A Time Series Approach," Review of Socio - Economic Perspectives, Reviewsep, number 201709, DOI: https://doi.org/10.19275/RSEP015.
• Roger Koenker, 2017, "Quantile Regression: 40 Years On," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 155-176, September, DOI: 10.1146/annurev-economics-063016-10.
• Мекенбаева К.Б. & Жузбаев А.М., 2017, "Краткосрочное Прогнозирование Экономической Активности В Казахстане," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 20-35.
• Тулеуов Олжас // Tuleuov Olzhas, 2017, "Система селективно-комбинированного прогноза инфляции (SSCIF): выбор оптимальной техники прогнозирования динамики потребительских цен в условиях структурного шока (на примере Казахстана) // System of selective-combined inflation forecast (SSCIF): cho," Working Papers, National Bank of Kazakhstan, number #2017-9.
• Жузбаев Адам // Zhuzbayev Adam, 2017, "Моделирование краткосрочного экономического индикатора в Казахстане // Modeling a short-term economic indicator for Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2017-6.
• Чернявский Денис // Chernyavskiy Denis, 2017, "Квартальная прогностическая модель Республики Казахстан и ее роль в принятии решений по денежно-кредитной политике // Quarterly projection model of the Republic of Kazakhstan and its role in decision-making on monetary policy," Working Papers, National Bank of Kazakhstan, number #2017-4.
• Тулеуов Олжас // Tuleuov Olzhas, 2017, "Анализ и эмпирическая оценка трансграничного воздействия на развивающиеся рынки нетрадиционной монетарной политики центральных банков развитых стран // Analysis and empirical assessment of the cross-border impact on the emerging markets of unconventi," Working Papers, National Bank of Kazakhstan, number #2017-2.
• Тулеуов Олжас // Tuleuov Olzhas, 2017, "Трансграничная динамика инфляционных процессов в ЕАЭС: эмпирическая оценка // A сross-border dynamics of inflationary processes in the Eurasian Economic Union: an empirical assessment," Working Papers, National Bank of Kazakhstan, number #2017-5.
• Чернявский Денис // Chernyavskiy Denis, 2017, "Некоторые аспекты параметров долгосрочного равновесия в Квартальной прогностической модели // Some aspects of the parameters of long-term equilibrium in the Quarterly projection model," Working Papers, National Bank of Kazakhstan, number #2017-8.
• Fayq Al Akayleh, 2017, "Accession to World Trade Organization and its Implications for Trade Diversification and Economic Activity: Evidence from Saudi Arabia," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 12, pages 332-345, 12-2017.
• Luciano de Castro & Antonio F. Galvao & David M. Kaplan & Xin Liu, 2017, "Smoothed GMM for quantile models," Papers, arXiv.org, number 1707.03436, Jul, revised Feb 2018.
• Vasilios Plakandaras & Rangan Gupta & Periklis Gogas & Theophilos Papadimitriou, 2017, "Forecasting the U.S. Real House Price Index," Papers, arXiv.org, number 1707.04868, Jul.
• Lenard Lieb & Stephan Smeekes, 2017, "Inference for Impulse Responses under Model Uncertainty," Papers, arXiv.org, number 1709.09583, Sep, revised Oct 2019.
• Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2017, "Inference for VARs Identified with Sign Restrictions," Papers, arXiv.org, number 1709.10196, Sep, revised Feb 2018.
• Eric Beutner & Alexander Heinemann & Stephan Smeekes, 2017, "A Justification of Conditional Confidence Intervals," Papers, arXiv.org, number 1710.00643, Oct, revised Jan 2019.
• Mile Bosnjak, 2017, "Structural Change In Croatian Real Gdp Growth Rates," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 26, issue 1, pages 205-218, june.
• Albulene Kastrati & Geoff Pugh & Valentin Toci, 2017, "Output Gap In Transition Economies Using Unobserved Component Method: The Case Of Czech Republic, Estonia And Kosovo," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 26, issue 2, pages 477-500, december.
• Massimo Guidolin & Francesco Chincoli, 2017, "Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1754.
• Hong Li & Vincent Daly, 2017, "Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios," Review of Economics & Finance, Better Advances Press, Canada, volume 10, pages 33-48, November.
• Julijana Angelovska, 2017, "Integration of Macedonian, Bulgarian and Croatian Stock Markets – VECM Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 65-79.
• Vladimir Tsenkov & Ani Stoitsova-Stoykova, 2017, "Interaction between the public attitudes and the stock exchange dynamics in Southeastern European countries," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 93-111.
• Erick Lahura, 2017, "Monetary Aggregates and Monetary Policy in Peru," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1704, Aug.
• Zacharias Psaradakis & Martin Sola, 2017, "Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1702, Mar.
• Zacharias Psaradakis & Marián Vávra, 2017, "Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1706, Oct.
• Paul Corrigan, 2017, "Terms-of-Trade and House Price Fluctuations: A Cross-Country Study," Staff Working Papers, Bank of Canada, number 17-1, DOI: 10.34989/swp-2017-1.
• Sermin Gungor & Richard Luger, 2017, "Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects," Staff Working Papers, Bank of Canada, number 17-10, DOI: 10.34989/swp-2017-10.
• Tony Chernis & Rodrigo Sekkel, 2017, "A Dynamic Factor Model for Nowcasting Canadian GDP Growth," Staff Working Papers, Bank of Canada, number 17-2, DOI: 10.34989/swp-2017-2.
• Lorenzo Pozzi & Barbara Sadaba, 2017, "Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals," Staff Working Papers, Bank of Canada, number 17-22, DOI: 10.34989/swp-2017-22.
• Alban Moura, 2017, "Investment price rigidity and business cycles," BCL working papers, Central Bank of Luxembourg, number 105, Mar.
• Patrick Fève & Olivier Pierrard, 2017, "Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective," BCL working papers, Central Bank of Luxembourg, number 111, Jul.
• Federico Lubello & Abdelaziz Rouabah, 2017, "Capturing macroprudential regulation effectiveness: A DSGE approach with shadow intermediaries," BCL working papers, Central Bank of Luxembourg, number 114, Oct.
• Eduardo Bandrés & María Dolores Gadea-Rivas & Ana Gómez-Loscos, 2017, "Regional business cycles across europe," Occasional Papers, Banco de España, number 1702, Jan.
• María Dolores Gadea-Rivas & Ana Gómez-Loscos & Danilo Leiva-Leon, 2017, "The evolution of regional economic interlinkages in Europe," Working Papers, Banco de España, number 1705, Feb.
• Knut Are Aastveit & Francesco Furlanetto & Francesca Loria, 2017, "Has the Fed responded to house and stock prices? A time-varying analysis," Working Papers, Banco de España, number 1713, Apr.
• Francesco Furlanetto & Ørjan Robstad, 2017, "Immigration and the macroeconomy: some new empirical evidence," Working Papers, Banco de España, number 1716, Apr.
• Danilo Leiva-Leon, 2017, "Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework," Working Papers, Banco de España, number 1726, Jul.
• Mario Alloza, 2017, "Is fiscal policy more effective in uncertain times or during recessions?," Working Papers, Banco de España, number 1730, Aug.
• Pierre Guérin & Danilo Leiva-Leon, 2017, "Monetary policy, stock market and sectoral comovement," Working Papers, Banco de España, number 1731, Aug.
• Leonardo Gambacorta & Stefano Schiaffi & Adrian Van Rixtel, 2017, "Changing business models in international bank funding," Working Papers, Banco de España, number 1736, Oct.
• M. D. Gadea-Rivas & Ana Gómez-Loscos & Eduardo Bandrés, 2017, "Clustering regional business cycles," Working Papers, Banco de España, number 1744, Dec.
• Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2017, "Real and financial cycles: estimates using unobserved component models for the Italian economy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 382, Jul.
• Cristina Conflitti & Matteo Luciani, 2017, "Oil price pass-through into core inflation," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 405, Nov.
• Piergiorgio Alessandri & Antonio Maria Conti & Fabrizio Venditti, 2017, "The financial stability dark side of monetary policy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1121, Jun.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017, "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1122, Jun.
• Stefano Neri & Giuseppe Ferrero & Marco Gross, 2017, "On secular stagnation and low interest rates: demography matters," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1137, Sep.
• Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017, "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," Working Papers, Banco de México, number 2017-11, Jun.
• Garcés Díaz Daniel, 2017, "Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013," Working Papers, Banco de México, number 2017-20, Dec.
• Martha Elena Delgado-Rojas & Hernán Rincón-Castro, 2017, "Incertidumbre acerca de la política fiscal y ciclo económico," Borradores de Economia, Banco de la Republica de Colombia, number 1008, Aug, DOI: 10.32468/be.1008.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2017, "Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects," Borradores de Economia, Banco de la Republica de Colombia, number 983, Jan, DOI: 10.32468/be.983.
• Daniel Ordoñez-Callamand & Luis F. Melo-Velandia & Oscar M. Valencia-Arana, 2017, "Current Account Sustainability in Latin America Considering Nonlinearities," Borradores de Economia, Banco de la Republica de Colombia, number 987, Mar, DOI: 10.32468/be.987.
• Kun Ma & Gang Diao, 2017, "Study on spillover effect between international soybean market and China's domestic soybean market," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 35, issue 84, pages 260-266, December, DOI: 10.1016/j.espe.2017.11.003.
• Bhavesh Salunkhe & Anuradha Patnaik, 2017, "The Impact Of Monetary Policy On Output And Inflation In India: A Frequency Domain Analysis," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 212, pages 113-154, January -.
• Mustafa Ozan Yıldırım & Mehmet İvrendi, 2017, "House Prices And The Macroeconomic Environment In Turkey: The Examination Of A Dynamic Relationship," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 62, issue 215, pages 81-110, October –.
• Klodiana Istrefi & Sarah Mouabbi, 2017, "Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis," Working papers, Banque de France, number 619.
• Sanvi Avouyi-Dovi & Claire Labonne & Rémy Lecat & Simon Ray, 2017, "Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets," Working papers, Banque de France, number 620.
• Olesya Grishchenko & Sarah Mouabbi & Jean-Paul Renne, 2017, "The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty," Working papers, Banque de France, number 622.
• Louis de Charsonville & Thomas Ferrière & Caroline Jardet, 2017, "MAPI: Model for Analysis and Projection of Inflation in France," Working papers, Banque de France, number 637.
• Christian Glocker & Giulia Sestieri & Pascal Towbin, 2017, "Time-varying fiscal spending multipliers in the UK," Working papers, Banque de France, number 643.
• Klodiana Istrefi & Sarah Mouabbi, 2017, "Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis," Rue de la Banque, Banque de France, issue 48, september.
• Jinill Kim & Jesper Lindé & Ricardo Nunes & Davide Debortoli, 2017, "Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?," Working Papers, Barcelona School of Economics, number 958, Mar.
• Julius Stakėnas & Rasa Stasiukynaite, 2017, "Monetary policy transmission: the case of Lithuania," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 17, issue 1, pages 1-24.
• Nicolas Reigl, 2017, "Forecasting the Estonian rate of inflation using factor models," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 17, issue 2, pages 152-189.
• Marco Del Negro & Domenico Giannone & Marc P. Giannoni & Andrea Tambalotti, 2017, "Safety, Liquidity, and the Natural Rate of Interest," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 48, issue 1 (Spring, pages 235-316.
• Leonardo Gambacorta & Adrian Van Rixtel & Stefano Schiaffi, 2017, "Changing business models in international bank funding," BIS Working Papers, Bank for International Settlements, number 614, Mar.
• Alexey Ponomarenko & Andrey Sinyakov, 2017, "Impact of Banking Supervision Enhancement on Banking System Structure: Conclusions Delivered by Agent-Based Modelling," Bank of Russia Working Paper Series, Bank of Russia, number wps37, Jul.
• Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2017, "Macro-financial linkages: the role of liquidity dependence," Bank of Russia Working Paper Series, Bank of Russia, number wps24, Dec.
• Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017, "The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis," African Development Review, African Development Bank, volume 29, issue 2, pages 319-336, June.
• Steffen R. Henzel & Malte Rengel, 2017, "Dimensions Of Macroeconomic Uncertainty: A Common Factor Analysis," Economic Inquiry, Western Economic Association International, volume 55, issue 2, pages 843-877, April.
• Ansgar Belke & Jens Klose, 2017, "Equilibrium Real Interest Rates and Secular Stagnation: An Empirical Analysis for Euro Area Member Countries," Journal of Common Market Studies, Wiley Blackwell, volume 55, issue 6, pages 1221-1238, November.
• Junko Koeda, 2017, "Bond Supply and Excess Bond Returns in Zero-Lower Bound and Normal Environments: Evidence from Japan," The Japanese Economic Review, Japanese Economic Association, volume 68, issue 4, pages 443-457, December.
• Tata Subba Rao & Granville Tunnicliffe Wilson & Shiu Fung Wong & Howell Tong & Tak Kuen Siu & Zudi Lu, 2017, "A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 2, pages 243-265, March.
• Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2017, "Time-Varying Transition Probabilities for Markov Regime Switching Models," Journal of Time Series Analysis, Wiley Blackwell, volume 38, issue 3, pages 458-478, May.
• Antonia López-Villavicencio & Sophie Saglio, 2017, "The Wage Inflation-Unemployment Curve at the Macroeconomic Level," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 1, pages 55-78, February.
• Danilo Leiva-Leon, 2017, "Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 79, issue 4, pages 513-545, August.
• Juan Carlos Cuestas & Fabio Filipozzi & Karsten Staehr, 2017, "Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks," Review of International Economics, Wiley Blackwell, volume 25, issue 4, pages 695-710, September.
• Haakon Kavli & Nicola Viegi, 2017, "Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model," South African Journal of Economics, Economic Society of South Africa, volume 85, issue 1, pages 3-27, March.
• KILICARSLAN Zerrin & DUMRUL Yasemin, 2017, "Macroeconomic Impacts Of Oil Price Shocks: An Empirical Analysis Based On The Svar Models," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 5, pages 55-72, December.
• Knut Are Aastveit & Francesco Furlanetto & Francesca Loria, 2017, "Has the Fed responded to house and stock prices? A time-varying analysis," Working Paper, Norges Bank, number 2017/1, Mar.
• Marko Melolinna, 2017, "What drives business investment in the United Kingdom? Results from a firm-level VAR approach," Bank of England working papers, Bank of England, number 646, Feb.
• Ambrogio Cesa-Bianchi & Andrea Ferrero & Alessandro Rebucci, 2017, "International credit supply shocks," Bank of England working papers, Bank of England, number 680, Oct.
• Ambrogio Cesa Bianchi & Andrej Sokol, 2017, "Financial shocks, credit spreads and the international credit channel," Bank of England working papers, Bank of England, number 693, Nov.