## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ E: Macroeconomics and Monetary Economics

/ / E4: Money and Interest Rates

/ / /

**E47: Forecasting and Simulation: Models and Applications**

**This JEL code is mentioned in the follow RePEc Biblio entries:**

**This topic is covered by the following reading lists:**

- Mondialisation
- Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
- Advanced Monetary Theory and Policy (ECON 447)

Most recent items first, undated at the end.

**Estimación de la volatilidad del tipo de cambio en México y Brasil. Un enfoque con modelos Markov Switching Garch**

*by*Caballero Martínez, Rolando & Caballero Claure, Benigno

**Forward guidance and "lower for longer": The case of the ECB**

*by*Bletzinger, Tilman & Wieland, Volker

**A Reevaluation of Financial Variables' Predictive Content for the U.S. Economy**

*by*Douyoung Lee

**Persistent Stochastic Shocks in a New Keynesian Model with Uncertainty**

*by*Tobias Kranz

**A Comparison of Three Models to Predict Liquidity Flows between Banks Based on Daily Payments Transactions**

*by*Triepels, Ron & Daniels, Hennie

**When does the yield curve contain predictive power? Evidence from a data-rich environment**

*by*Jari Hännikäinen

**Is Poland at risk of the zero lower bound?**

*by*Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela

**Effects of South African Monetary Policy Implementation on the CMA: A Panel Vector Autoregression Approach**

*by*Monaheng Seleteng (PhD)

**From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis**

*by*Castillo, Paul & Montoya, Jimena & Quineche, Ricardo

**Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship**

*by*Shuping Shi & Stan Hurn & Peter C B Phillips

**Forecasting the Brazilian Yield Curve Using Forward-Looking Variables**

*by*Fausto Vieira & Fernando Chague & Marcelo Fernandes

**Capital flows and the current account: Taking financing (more) seriously**

*by*Claudio Borio & Piti Disyatat

**Forecasting using a Nonlinear DSGE Model**

*by*Sergey Ivashchenko & Rangan Gupta

**Near-Rational Expectations: How Far are Surveys from Rationality?**

*by*Sergey Ivashchenko & Rangan Gupta

**The Term Premium as a Leading Macroeconomic Indicator**

*by*Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Rangan Gupta

**Everything you always wanted to know about bitcoin modelling but were afraid to ask**

*by*Fantazzini, Dean & Nigmatullin, Erik & Sukhanovskaya, Vera & Ivliev, Sergey

**When does the yield curve contain predictive power? Evidence from a data-rich environment**

*by*Hännikäinen, Jari

**Does Phillips Exist in Palestine? An Empirical Evidence**

*by*Ismael, Mohanad & Sadeq, Tareq

**The Estimation of Financial Conditions Indices for the Major OECD Countries**

*by*E. Philip Davis & Simon Kirby & James Warren

**Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises**

*by*Stijn Ferrari & Mara Pirovano

**Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises**

*by*Stijn Ferrari & Mara Pirovano

**Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises**

*by*Stijn Ferrari & Mara Pirovano

*by*Stijn Ferrari & Mara Pirovano

**Overview of the Macedonian Policy Analysis Model (MAKPAM)**

*by*Tibor Hledik & Sultanija Bojceva-Terzijan & Biljana Jovanovic & Rilind Kabashi

**Credibility Of Central Banks Inflation Forecasts**

*by*Karolina Tura-Gawron

**Raising an Inflation Target : The Japanese Experience with Abenomics**

*by*Andrea De Michelis & Matteo Iacoviello

**A Time Series Model of Interest Rates With the Effective Lower Bound**

*by*Benjamin K. Johannsen & Elmar Mertens

**Quantifying the Effects of the CNB's Exchange Rate Commitment: A Synthetic Control Method Approach**

*by*Matej Opatrny

**Expenditure-based Consolidation: Experiences and Outcomes – Workshop proceedings**

*by*Karim Triki

**Post-GFC external shocks and Indonesian economic performance**

*by*Prayudhi Azwar & Rod Tyers

**The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate**

*by*Alberto Caruso

**Forward guidance and "lower for longer": The case of the ECB**

*by*Bletzinger, Tilman & Wieland, Volker

**Deflation probability and the scope for monetary loosening in the United Kingdom**

*by*Haberis, Alex & Masolo, Riccardo & Reinold, Kate

**Targeting Constant Money Growth at the Zero Lower Bound**

*by*Michael T. Belongia & Peter N. Ireland

**An inquiry into the determinants of the profitability of Italian banks**

*by*Ugo Albertazzi & Alessandro Notarpietro & Stefano Siviero

**Modelling interest payments for macroeconomic assessment**

*by*Celestino Girón & Marta Morano & Enrique M. Quilis & Daniel Santabárbara & Carlos Torregrosa

**Robust monetary policy in a linear model of the polish economy: is the uncertainty in the model responsible for the interest rate smoothing effect?**

*by*Mariusz Gorajski

**Forecasting Financial Vulnerability in the US: A Factor Model Approach**

*by*Hyeongwoo Kim & Wen Shi

**Forecasting Financial Stress Indices in Korea: A Factor Model Approach**

*by*Hyeongwoo Kim & Wen Shi & Hyun Hak Kim

**Impact of Payment Technology on Seasonality of Currency in Circulation: Evidence from the USA and India**

*by*Kaushik Bhattacharya & Sunny Kumar Singh

**Business cycles and the expectations of short-term central bank rates in light of Construal Level Theory**

*by*Sagi Akron

**The challenge of predicting currency crises: how do definition and probability threshold choice make a difference?**

*by*Dogus Emin & Aysegul Aytac

**Monetary policy shocks and Cholesky VARs: an assessment for the Euro area**

*by*Efrem Castelnuovo

**Money Market Equilibrium in the Czech Republic**

*by*Jana Juriová

**Stock Markets under the Changing Terms of Trade**

*by*Turuntseva, M. & Zyamalov, V.

**Is Poland at risk of the zero lower bound?**

*by*Michal Brzoza-Brzezina & Marcin Kolasa & Mateusz Szetela

**Chinese Divisia Monetary Index and GDP Nowcasting**

*by*William A. Barnett & Biyan Tang

**On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations**

*by*Rossen Anja

**China¡¯s Growth Prospects**

*by*Robert Barro

**China's Macroeconomic Outlook and Risk Assessment: Counterfactual Analysis, Policy Simulation, and Long-Term Governance¡ªA Summary of Annual Report (2015¨C2016)**

*by*Kevin X. D. Huang & Guoqiang Tian

**Determinants of the onshore and offshore Chinese government yield curves**

*by*Löchel, H. & Packham, N. & Walisch, F.

**Monetary policy uncertainty and investor expectations**

*by*Sinha, Arunima

**Can credit spreads help predict a yield curve?**

*by*Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong

**Raising an inflation target: The Japanese experience with Abenomics**

*by*Michelis, Andrea De & Iacoviello, Matteo

**Mind the gap: Computing finance-neutral output gaps in Latin-American economies**

*by*Amador-Torres, Juan S. & Gomez-Gonzalez, Jose Eduardo & Ojeda-Joya, Jair N. & Jaulin-Mendez, Oscar F. & Tenjo-Galarza, Fernando

**Modelling the business cycle of a small open economy: The Reserve Bank of New Zealand's DSGE model**

*by*Kamber, Gunes & McDonald, Chris & Sander, Nick & Theodoridis, Konstantinos

**Do stock market trading activities forecast recessions?**

*by*Chatterjee, Ujjal K.

**Forecasting structural change and fat-tailed events in Australian macroeconomic variables**

*by*Cross, Jamie & Poon, Aubrey

**Structural breaks and monetary dynamics: A time series analysis**

*by*El-Shazly, Alaa

**On the desirability of nominal GDP targeting**

*by*Garín, Julio & Lester, Robert & Sims, Eric

**Gulf Cooperation Council Stock Returns and the Effect of Domestic Monetary Policy Shocks**

*by*Rashid Sbia & Rashid Sbia & Helmi Hamdi & Bedri Kamil Onur Tas & Sahel Al Rousan

**Celková Faktorová Produktivita A Jej Determinanty V Európskej Únii (Total Factor Productivity And Its Determinants In The European Union)**

*by*Petra Čekmeová

**Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR**

*by*Rangan Gupta & Eric Olson & Mark E. Wohar

**The Role of Oil Prices in the Forecasts of South African Interest Rates: A Bayesian Approach**

*by*Rangan Gupta & Kevin Kotze

**Student Solutions Manual to Accompany Modern Macroeconomics**

*by*Chugh, Sanjay K.

**Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey**

*by*Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

**Heteroeneous forecasters and nonlinear expectation formation in US stock market**

*by*Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

**Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach**

*by*Lucian-Liviu Albu & Radu Lupu & Adrian Cantemir Calin

**DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa**

*by*Rangan Gupta & Patrick T. Kanda & Mampho P. Modise & Alessia Paccagnini

**Overcoming the Forecast Combination Puzzle: Lessons from the Time-Varying Effciency of Phillips Curve Forecasts of U.S. Inﬂation**

*by*Christopher G. Gibbs

**Back to fiscal consolidation in Europe and its dual tradeoff : now or later, through spending cuts or tax hikes ?**

*by*Christophe Blot & Jérôme Creel & Bruno Ducoudre & Xavier Timbeau

**Long-term Fiscal and Economic Projections for Canada and the Provinces and Territories, 2014-2038**

*by*Don Drummond & Evan Capeluck

**Real or nominal shock – which one does more to destabilize developing economies? The case of money velocity in Kazakhstan**

*by*Murat Alikhanov & Leon Taylor

**A Multi-sector Model of the Australian Economy**

*by*Daniel Rees & Penelope Smith & Jamie Hall

**Rethinking potential output: Embedding information about the financial cycle**

*by*Claudio Borio & Piti Disyatat & Mikael Juselius

**Forecasting Output Growth using a DSGE-Based Decomposition of the South African Yield Curve**

*by*Rangan Gupta & Hylton Hollander & Rudi Steinbach

**Chinese Divisia monetary index and GDP nowcasting**

*by*Barnett, William A. & Tang, Biyan

**Monetary Development and Transmission in the Eurosystem**

*by*Anton, Roman

**Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach**

*by*Medel, Carlos A.

**Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies**

*by*Amador-Torres, Juan & Gómez González, Jose & Ojeda-Joya, Jair & Jaulin-Mendez, Oscar & Tenjo-Galarza, Fernando

**A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62**

*by*Medel, Carlos A.

**General information product theory in economics science**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Digital waves in economics**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty**

*by*Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris

**Inflation Dynamics and the Hybrid Neo Keynesian Phillips Curve: The Case of Chile**

*by*Medel, Carlos

**Monetary transmission models for bank interest rates**

*by*Laura Parisi & Igor Gianfrancesco & Camillo Gilberto & Paolo Giudici

**A Cost of Production Model for Bitcoin**

*by*Adam Hayes

**The Decision to Produce Altcoins: Miners' Arbitrage in Cryptocurrency Markets**

*by*Adam Hayes

**On the Desirability of Nominal GDP Targeting**

*by*Julio Garín & Robert Lester & Eric Sims

**Collateral constraints and macroeconomic asymmetries**

*by*Luca Guerrieri & Matteo Iacoviello

**Forecasting VARs, model selection, and shrinkage**

*by*Kascha, Christian & Trenkler, Carsten

**Chinese Divisia Monetary Index and GDP Nowcasting**

*by*William Barnett & Biyan Tang

**An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China**

*by*Linlin Niu & Xiu Xu & Ying Chen &

**Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty**

*by*Joseph P. Byrne & Shuo Cao. & Dimitris Korobilis.

**Macroeconomic Effects of Banking Sector Losses across Structural Models**

*by*Guerrieri, Luca & Iacoviello, Matteo & Covas, Francisco & Driscoll, John C. & Kiley, Michael T. & Jahan-Parvar, Mohammad & Queraltó, Albert & Sim, Jae W.

**Robust bond risk premia**

*by*Bauer, Michael D. & Hamilton, James D.

**Policy regime change against chronic deflation? Policy option under a long-term liquidity trap**

*by*Fujiwara, Ippei & Nakazono, Yoshiyuki & Ueda, Kozo

**Forecasts from Reduced-form Models under the Zero-Lower-Bound Constraint**

*by*Pasaogullari, Mehmet

**Back to fiscal consolidation in Europe and its dual tradeoff : now of later, through spending cuts or tax hikes**

*by*Christophe Blot & Jerôme Creel & Bruno Ducoudré & Xavier Timeau

**Are we connected?**

*by*Zuidwijk, R.A.

**The Real-Time Predictive Content of Asset Price Bubbles for Macro Forecasts**

*by*Benjamin Beckers

**An Approach About Monetary Policy Risk Balance In Colombia: A Multivariate Analysis Based On Time Series**

*by*Fernando Uscátegui & Mike Woodcock & Carlos Méndez

**Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?**

*by*Gustavo Nicolás Páez

**Dynamics of Linear Forward-looking Structural Macroeconomic Models at the Zero Lower Bound: Do Solution Techniques Matter?**

*by*Jan Bruha

**Evaluating a Structural Model Forecast: Decomposition Approach**

*by*Frantisek Brazdik & Zuzana Humplova & Frantisek Kopriva

**Robust Bond Risk Premia**

*by*Michael D. Bauer & James D. Hamilton

**Shaping the manufacturing industry performance in Turkey: MIDAS approach**

*by*Ibrahim Turhan & Ahmet Sensoy & Erk Hacihasanoglu

**Quantitative and Qualitative Monetary Easing: Assessment of Its Effects in the Two Years since Its Introduction**

*by*Monetary Affairs Department

**Cash management and payment choices: a simulation model with international comparisons**

*by*Arango, Carlos & Bouhdaoui, Yassine & Bounie, David & Eschelbach, Martina & Hernandez, Lola

**An adaptive approach to forecasting three key macroeconomic variables for transitional China**

*by*Niu, Linlin & Xu, Xiu & Chen, Ying

**Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?**

*by*Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega

**the coherence and the predictive content of the French Bank Lending Survey’s indicators (in French)**

*by*G.Levieuge

**Explaining and forecasting bank loans. Good times and crisis (in french)**

*by*G.Levieuge

**Examining Full Collateral Coverage in Canada’s Large Value Transfer System**

*by*Lana Embree & Varya Taylor

**Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach**

*by*Hyeongwoo Kim & Wen Shi

**Expected Business Conditions and Bond Risk Premia**

*by*Jonas Nygaard Eriksen

**Decomposition of the Structural Shocks Contribution to the Russian Macroeconomic Indicators Dynamics on the Basis of the DSGE Model**

*by*Drobyshevskiy, Sergei & Polbin, Andrei

**Financial Business Cycles**

*by*Matteo Iacoviello

**Analysis of the monetary policy transmission mechanism in the Republic of Belarus: Bayesian approach (in Russian)**

*by*Aleksandra Bezborodova & Yuri Mihalenok

**Role of Financial Development in Economic Growth of Nepal: An Empirical Analysis**

*by*Bishnu Prasad Gautam Ph. D.

**Role of Financial Development in Economic Growth of Nepal: An Empirical Analysis**

*by*Bishnu Prasad Gautam Ph. D.

**Trend Inflation in Advanced Economies**

*by*Christine Garnier & Elmar Mertens & Edward Nelson

**The Federal Reserve's Balance Sheet and Earnings: A Primer and Projections**

*by*Seth Carpenter & Jane Ihrig & Elizabeth Klee & Daniel Quinn & Alexander Boote

**How Effective Is Central Bank Forward Guidance?**

*by*Kool, Clemens J. M. & Thornton, Daniel L.

**Microfoundations of Money: Why They Matter**

*by*Waller, Christopher J.

**Three Scenarios for Interest Rates in the Transition to Normalcy**

*by*Cooke, Diana A. & Gavin, William T.

**Estimating the Monetary Policy Rule Perceived by Forecasters**

*by*Bundick, Brent

**Assessing monetary accommodation: a simple empirical model of monetary policy and its implications for unemployment and inflation**

*by*Koenig, Evan F. & Armen, Alan

**Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries**

*by*Pablo M. Pincheira & Carlos A. Medel

**Modelling a latent daily Tourism Financial Conditions Index**

*by*Chang, Chia-Lin

**Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach**

*by*Śmiech, Sławomir & Papież, Monika & Dąbrowski, Marek A.

**Policy regime change against chronic deflation? Policy option under a long-term liquidity trap**

*by*Fujiwara, Ippei & Nakazono, Yoshiyuki & Ueda, Kozo

**A macro-financial analysis of the euro area sovereign bond market**

*by*Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite

**Bank liquidity creation and asset market liquidity**

*by*Chatterjee, Ujjal K.

**Interactions between oil and financial markets — Do conditions of financial stress matter?**

*by*Wan, Jer-Yuh & Kao, Chung-Wei

**Assessing optimal credit growth for an emerging banking system**

*by*Jakubik, Petr & Moinescu, Bogdan

**Prediction bias correction for dynamic term structure models**

*by*Raviv, Eran

**Estimating the long rate and its volatility**

*by*Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui

**The low predictive power of simple Phillips curves in Chile**

*by*Pincheira Brown, Pablo & Rubio Hurtado, Hernán

**El escaso poder predictivo de simples curvas de Phillips en Chile**

*by*Pincheira Brown, Pablo & Rubio Hurtado, Hernán

**Relación entre política monetaria y estabilidad financiera: un análisis aplicado para Colombia**

*by*José Mauricio Gil León

**Asset price bubbles and monetary policy in a small open economy**

*by*Martha López

**Dinámica inflacionaria y la curva de Phillips híbrida neokeynesiana: el caso de Chile**

*by*Carlos A. Medel

**Asset price bubbles and monetary policy in a small open economy**

*by*Martha López

**Relación entre política monetaria y estabilidad financiera: un análisis aplicado para Colombia**

*by*José Mauricio Gil León

**Modelling the demand and supply of loans in Bulgaria**

*by*Petar Peshev

**Forecasting German key macroeconomic variables using large dataset methods**

*by*Pirschel, Inske & Wolters, Maik

**Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis**

*by*Herwartz, Helmut & Plödt, Martin

**Heterogeneous forecasters and nonlinear expectation formation in the US stock market**

*by*Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

**Forecasting German key macroeconomic variables using large dataset methods**

*by*Pirschel, Inske & Wolters, Maik H.

**New Keynesian versus old Keynesian government spending multipliers: A comment**

*by*Hughes Hallett, Andrew & Rannenberg, Ansgar & Schreiber, Sven

**Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market**

*by*Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph

**Last Success Problem: Decision Rule and Application**

*by*Kohn, Wolfgang

**Stability and Identification with Optimal Macroprudential Policy Rules**

*by*Chatelain, Jean-Bernard & Ralf, Kirsten

**Stop Waiting Problem: Decision Rule with Ψ function and Application with Share Prices**

*by*Kohn, Wolfgang

**Cash management and payment choices: A simulation model with international comparisons**

*by*Arango, Carlos & Bouhdaoui, Yassine & Bounie, David & Eschelbach, Martina & Hernández, Lola

**Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility**

*by*Florian Huber

**Applying a Macro-Finance Yield Curve to UK Quantitative Easing**

*by*Jagjit S. Chadha & Alex Waters

**A Tourism Financial Conditions Index**

*by*Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer

**A Tourism Conditions Index**

*by*Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer

**A Tourism Financial Conditions Index**

*by*Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer

**A Tourism Conditions Index**

*by*Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer

**Measuring potential output for the South African economy: Embedding information about the financial cycle**

*by*Harri Kemp

**Macro Stress Testing Framework at the National Bank of Slovakia**

*by*Jan Klacso

**Is There an Alternative Strategy for Reducing Public Debt by 2032?**

*by*Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau

**Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers**

*by*Christophe Blot & Marion Cochard & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau & Jérôme Creel

**Low Frequency Effects of Macroeconomic News on Government Bond Yields**

*by*Carlo Altavilla & Domenico Giannone & Michele Modugno

**The Financial and Macroeconomic Effects of the OMT Announcements**

*by*Carlo Altavilla & Domenico Giannone & Michele Lenza

**New Keynesian versus old Keynesian government spending multipliers - A comment**

*by*Andrew Hughes Hallett & Ansgar Rannenberg & Sven Schreiber

**Effectiveness of the Easing of Monetary Policy in the Japanese Economy, Incorporating Energy Prices**

*by*Yoshino, Naoyuki & Taghizadeh-Hesary, Farhad

**Estimation of the Basic New Keynesian Model for the Economy of Romania**

*by*Ifrim, Adrian

**Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model**

*by*Mapa, Dennis S. & Paz, Nino Joseph I. & Eustaquio, John D. & Mindanao, Miguel Antonio C.

**Optimization issues of sectoral outputs in economic output**

*by*Yondonjamts, Batsukh & Nyamdash, Batsaikhan

**Stability and Identification with Optimal Macroprudential Policy Rules**

*by*Chatelain, Jean-Bernard & Ralf, Kirsten

**Modelling a Latent Daily Tourism Financial Conditions Index**

*by*Chang, Chia-Lin

**Financial Development and Economic Growth in Nepal**

*by*Bishnu Prasad Gautam Ph.D.

**What Factors Give Cryptocurrencies Their Value: An Empirical Analysis**

*by*Adam Hayes

**A macro-financial analysis of the euro area sovereign bond market**

*by*Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea

**A macro-financial analysis of the euro area sovereign bond market**

*by*Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea

**A macro-financial analysis of the euro area sovereign bond market**

*by*Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea

**A macro-financial analysis of the euro area sovereign bond market**

*by*Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea

**Information in the yield curve: A Macro-Finance approach**

*by*Hans Dewachter & Leonardo Iania & Marco Lyrio

**Information in the yield curve: A Macro-Finance approach**

*by*Hans Dewachter & Leonardo Iania & Marco Lyrio

**Information in the yield curve: A Macro-Finance approach**

*by*Hans Dewachter & Leonardo Iania & Marco Lyrio

**Information in the yield curve: A Macro-Finance approach**

*by*Hans Dewachter & Leonardo Iania & Marco Lyrio

**Stability and Identification with Optimal Macroprudential Policy Rules**

*by*Jean-Bernard Chatelain & Kirsten Ralf

**Stress testing at the Magyar Nemzeti Bank**

*by*Ádám Banai & Zsuzsanna Hosszú & Gyöngyi Körmendi & Sándor Sóvágó & Róbert Szegedi

**Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model**

*by*Britta Niehof

**Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time**

*by*Bernd Hayo & Britta Niehof

**Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model**

*by*Bernd Hayo & Britta Niehof

**How Effective Is Central Bank Forward Guidance?**

*by*Clemens J. M. Kool Author-Name-First Clemens J. M. & Daniel L. Thornton Author-Name-First Daniel L.

**Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market**

*by*Christian Pierdzioch & Stefan Reitz & Jan-Christoph Ruelke

**Forecasting German Key Macroeconomic Variables Using Large Dataset Methods**

*by*Inske Pirschel & Maik Wolters

**Uncertain Risk and Return in Bond Markets, I**

*by*Chan R. Mang

**Short-Term Forecasting of GDP under Structural Changes**

*by*Rafael Ravnik

**Analyzing data revisions with a dynamic stochastic general equilibrium model**

*by*Croushore, Dean & Sill, Keith

**Three Scenarios for Interest Rates in the Transition to Normalcy**

*by*Cooke, Diana A. & Gavin, William T.

**How Persistent Are Unconventional Monetary Policy Effects?**

*by*Neely, Christopher J.

**Inflation Uncertainty and Disagreement in Bond Risk Premia**

*by*D'Amico, Stefania & Orphanides, Athanasios

**Financial Business Cycles**

*by*Iacoviello, Matteo

**The Low Frequency Effects of Macroeconomic News on Government Bond Yields**

*by*Altavilla, Carlo & Giannone, Domenico & Modugno, Michele

**The zero lower bound and endogenous uncertainty**

*by*Plante, Michael D. & Richter, Alexander & Throckmorton, Nathaniel

**Near-Rational Expectations: How Far Are Surveys from Rationality?**

*by*Sergey Ivashchenko

**Forecasting in a Non-Linear DSGE Model**

*by*Sergey Ivashchenko

**A Tourism Financial Conditions Index**

*by*Chang, C-L. & Hsu, H-K. & McAleer, M.J.

**A Tourism Conditions Index**

*by*Chang, C-L. & Hsu, H-K. & McAleer, M.J.

**Stochastic Model Specification Search for Time-Varying Parameter VARs**

*by*Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan

**Low Frequency Effects of Macroeconomic News on Government Bond Yields**

*by*Carlo Altavilla & Domenico Giannone & Michèle Modugno

**The Financial and Macroeconomic Effects of OMT Announcements**

*by*Carlo Altavilla & Domenico Giannone & Michèle Lenza

**Effectiveness of the Easing of Monetary Policy in the Japanese Economy, Incorporating Energy Prices**

*by*Naoyuki Yoshino & Farhad Taghizadeh-Hesary

**Effectiveness of the Easing of Monetary Policy in the Japanese Economy, Incorporating Energy Prices**

*by*Naoyuki Yoshino & Farhad Taghizadeh-Hesary

**Credit ratings and bond spreads of the GIIPS**

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**Do Changes in Sovereign Credit Ratings Contribute to Financial Contagion in Emerging Market Crises?**

*by*Roman Kraeussl

**Do Credit Rating Agencies Add to the Dynamics of Emerging Market Crises**

*by*Roman Kraeussl

**Forecasting Financial Returns with a Structural Macroeconomic Model**

*by*Eric Jondeau & Michael Rockinger

**Investment strategies used as spectroscopy of financial markets reveal new stylized facts**

*by*Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE

**Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model**

*by*Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou

**Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation**

*by*Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov

**The US stock market leads the Federal funds rate and Treasury bond yields**

*by*Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE

**House Prices and Monetary Policy in Colombia**

*by*Martha López