| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Red Letter Day? |
1 |
2 |
11 |
97 |
4 |
14 |
67 |
677 |
| Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns |
0 |
1 |
12 |
83 |
2 |
6 |
32 |
186 |
| Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns |
1 |
3 |
19 |
45 |
4 |
15 |
52 |
143 |
| Debt and the Effects of Fiscal Policy |
1 |
5 |
31 |
93 |
3 |
11 |
55 |
183 |
| Debt and the Effects of Fiscal Policy |
0 |
2 |
13 |
60 |
3 |
7 |
42 |
145 |
| Debt and the effects of fiscal policy |
2 |
5 |
29 |
56 |
6 |
15 |
65 |
83 |
| Debt and the effects of fiscal policy |
3 |
8 |
38 |
94 |
8 |
21 |
94 |
184 |
| Does Macroeconomics Help Understand the Term Structure of Interest Rates? |
1 |
2 |
9 |
207 |
6 |
15 |
86 |
1,021 |
| Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? |
0 |
4 |
8 |
119 |
5 |
21 |
56 |
531 |
| Euro area money demand and international portfolio allocation - a contribution to assessing risks to price stability |
13 |
15 |
15 |
15 |
14 |
15 |
15 |
15 |
| Extracting Information from Asset Prices: The Methodology of EMU Calculators |
1 |
2 |
5 |
32 |
2 |
7 |
30 |
286 |
| Extracting Information from Asset Prices: the Methodology of EMU Calculators |
0 |
0 |
6 |
122 |
1 |
3 |
18 |
580 |
| Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
4 |
11 |
28 |
184 |
14 |
31 |
115 |
565 |
| Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
1 |
2 |
15 |
102 |
7 |
15 |
51 |
396 |
| Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
1 |
2 |
6 |
83 |
3 |
8 |
40 |
288 |
| Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S |
0 |
7 |
28 |
112 |
6 |
22 |
78 |
293 |
| Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods |
0 |
5 |
24 |
49 |
1 |
12 |
59 |
130 |
| Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods |
0 |
3 |
16 |
54 |
7 |
16 |
63 |
176 |
| Forecasting Italian inflation with large datasets and many models |
2 |
2 |
15 |
109 |
8 |
21 |
57 |
357 |
| High Yielders: the Spread on German Interest Rates |
0 |
0 |
0 |
1 |
3 |
8 |
45 |
609 |
| High Yields: The Spread on German Interest Rates |
1 |
2 |
18 |
116 |
6 |
19 |
169 |
846 |
| High Yields: The Spread on German Interest Rates |
0 |
3 |
11 |
99 |
4 |
10 |
55 |
815 |
| How Does Liquidity Affect Government Bond Yields? |
4 |
12 |
20 |
20 |
8 |
36 |
78 |
78 |
| How Does Liquidity Affect Government Bond Yields? |
6 |
12 |
48 |
58 |
13 |
26 |
167 |
219 |
| How Does Liquidity Affect Government Bond Yields? |
6 |
12 |
45 |
62 |
14 |
41 |
173 |
196 |
| How do European Monetary and Fiscal Authorities Behave? |
0 |
2 |
10 |
201 |
0 |
7 |
33 |
418 |
| How do European monetary and fiscal authorities behave? |
2 |
5 |
33 |
200 |
8 |
24 |
83 |
519 |
| Inflation Targeting and Debt: Lessons from Brazil |
1 |
8 |
34 |
212 |
2 |
15 |
90 |
485 |
| Inflation Targeting and Debt: Lessons from Brazil |
5 |
12 |
48 |
266 |
11 |
40 |
171 |
892 |
| Information from financial markets and VAR measures of monetary policy |
0 |
3 |
22 |
236 |
1 |
11 |
46 |
745 |
| Large Datasets, Small Models and Monetary Policy in Europe |
1 |
1 |
10 |
68 |
2 |
6 |
37 |
427 |
| Large Datasets, Small Models and Monetary Policy in Europe |
1 |
2 |
18 |
79 |
3 |
18 |
110 |
505 |
| Looking for Contagion: Evidence from the ERM |
0 |
1 |
8 |
127 |
1 |
4 |
18 |
539 |
| Looking for Contagion: the Evidence from the ERM |
0 |
0 |
4 |
40 |
0 |
2 |
16 |
153 |
| Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 |
0 |
1 |
16 |
90 |
1 |
8 |
38 |
265 |
| Measuring Co-Movements Between US and European Stock Markets |
1 |
3 |
14 |
127 |
3 |
9 |
34 |
344 |
| Measuring Co-movements Between US and European Stock Markets |
0 |
2 |
17 |
288 |
1 |
6 |
27 |
635 |
| Measuring Monetary Policy in Open Economies |
2 |
5 |
43 |
215 |
4 |
19 |
118 |
757 |
| Measuring Monetary Policy in Open Economies |
1 |
4 |
17 |
295 |
2 |
6 |
31 |
745 |
| Measuring Monetary Policy with VAR Models: An Evaluation |
4 |
17 |
45 |
411 |
9 |
32 |
99 |
986 |
| Measuring Monetary Policy with VAR Models: an Evaluation |
2 |
18 |
89 |
770 |
7 |
33 |
149 |
1,561 |
| Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models |
6 |
20 |
87 |
92 |
13 |
40 |
172 |
178 |
| Model Uncertainty, Thick Modelling and the Predictability of Stock Returns |
1 |
3 |
23 |
195 |
1 |
8 |
52 |
411 |
| Model Uncertainty, Thick Modelling and the predictability of Stock Returns |
7 |
18 |
66 |
364 |
21 |
70 |
254 |
947 |
| Modeling and identifying central banks' preferences |
1 |
4 |
16 |
148 |
2 |
9 |
33 |
417 |
| Modelling and Forecasting Fiscal Variables for the Euro Area |
2 |
4 |
16 |
67 |
6 |
17 |
51 |
140 |
| Modelling and Forecasting Fiscal Variables for the euro Area |
1 |
4 |
10 |
62 |
1 |
8 |
26 |
143 |
| Modelling and Identifying Central Banks' Preferences |
0 |
4 |
12 |
104 |
0 |
7 |
21 |
341 |
| Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey |
0 |
0 |
14 |
144 |
2 |
4 |
43 |
304 |
| Monetary Policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey |
2 |
3 |
13 |
77 |
6 |
17 |
54 |
206 |
| Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? |
0 |
0 |
9 |
114 |
3 |
8 |
46 |
659 |
| Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S |
2 |
11 |
44 |
220 |
6 |
22 |
89 |
570 |
| Monetary-Fiscal Mix and Inflation Performance: Evidence from the US |
0 |
3 |
19 |
164 |
2 |
8 |
57 |
625 |
| Oil Investment in the North Sea |
0 |
0 |
0 |
0 |
2 |
7 |
31 |
660 |
| On the Statistical Identification of DSGE Models |
7 |
20 |
84 |
106 |
16 |
55 |
168 |
198 |
| Ottimizzazione intertemporale e metodi econometrici in economia |
0 |
0 |
0 |
0 |
1 |
4 |
22 |
70 |
| Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
58 |
| Parameter Instability, Model Uncertainty and the Choice of Monetary Policy |
0 |
1 |
13 |
56 |
2 |
11 |
44 |
164 |
| Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy |
1 |
2 |
10 |
107 |
1 |
5 |
30 |
459 |
| Principal components at work: The empirical analysis of monetary policy with large datasets |
4 |
14 |
57 |
486 |
9 |
32 |
143 |
1,288 |
| Recursive `thick´ modeling of excess returns and portfolio allocation |
2 |
3 |
18 |
116 |
4 |
10 |
42 |
467 |
| Should the Euro Area be Run as a Closed Economy? |
3 |
7 |
20 |
20 |
4 |
14 |
40 |
40 |
| Should the Euro Area be Run as a Closed Economy? |
0 |
1 |
33 |
33 |
4 |
16 |
45 |
45 |
| TESTING THE LUCAS CRITIQUE: A REVIEW |
0 |
0 |
0 |
1 |
2 |
8 |
34 |
144 |
| THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY |
0 |
0 |
0 |
0 |
3 |
4 |
18 |
50 |
| THE ROLE OF TAXATION IN AN INTERTEMPORAL OPTIMIZATION MODEL OF EXPLORATION AND PRODUCTION OF OIL IN THE NORTH SEA: AN EVALUATION |
0 |
0 |
0 |
0 |
5 |
9 |
47 |
533 |
| Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set |
0 |
4 |
38 |
107 |
6 |
20 |
98 |
208 |
| Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set |
8 |
18 |
70 |
115 |
16 |
31 |
130 |
162 |
| The Econometrics of Monetary Policy: an Overview |
11 |
20 |
54 |
54 |
17 |
30 |
95 |
95 |
| The Immediate Challenges for the European Central Bank |
6 |
11 |
39 |
814 |
9 |
25 |
105 |
3,205 |
| The Performance of Italian Family Firms |
1 |
4 |
25 |
73 |
6 |
19 |
74 |
205 |
| The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation |
3 |
3 |
15 |
131 |
6 |
11 |
65 |
372 |
| The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation |
4 |
8 |
25 |
125 |
10 |
28 |
84 |
342 |
| The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets |
3 |
8 |
30 |
488 |
5 |
19 |
73 |
1,826 |
| The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets |
0 |
4 |
16 |
211 |
0 |
10 |
55 |
902 |
| Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS |
0 |
0 |
0 |
0 |
0 |
3 |
16 |
354 |
| Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates |
0 |
1 |
4 |
74 |
1 |
6 |
15 |
211 |
| Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates |
0 |
3 |
9 |
108 |
1 |
6 |
21 |
294 |
| Valutation, Liquidity and Risk in Government Bond Markets |
3 |
6 |
26 |
172 |
11 |
32 |
125 |
570 |
| Why are Brazil´s Interest Rates so High? |
7 |
36 |
155 |
780 |
43 |
211 |
751 |
2,672 |
| Total Working Papers |
153 |
454 |
1,968 |
11,625 |
455 |
1,502 |
6,142 |
39,513 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence |
1 |
5 |
13 |
87 |
4 |
12 |
39 |
564 |
| Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" |
0 |
0 |
4 |
20 |
0 |
0 |
6 |
52 |
| Error Correction and Forward Looking Models for UK Consumers' Expenditure |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
105 |
| Explaining co-movements between stock markets: The case of US and Germany |
0 |
0 |
10 |
45 |
0 |
1 |
23 |
94 |
| Extracting information from asset prices: The methodology of EMU calculators |
0 |
0 |
2 |
24 |
0 |
2 |
13 |
117 |
| Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates |
0 |
4 |
13 |
55 |
5 |
12 |
37 |
184 |
| Financial markets' assessments of EMU: A comment |
0 |
0 |
0 |
1 |
0 |
5 |
15 |
38 |
| High Yields: The Spread on German Interest Rates |
1 |
2 |
12 |
78 |
4 |
12 |
48 |
556 |
| Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) |
1 |
1 |
19 |
46 |
3 |
12 |
68 |
157 |
| Immediate challenges for the European Central Bank |
1 |
2 |
4 |
17 |
3 |
12 |
33 |
65 |
| Information from financial markets and VAR measures of monetary policy |
0 |
1 |
11 |
36 |
1 |
5 |
18 |
105 |
| Is the international propagation of financial shocks non-linear?: Evidence from the ERM |
1 |
4 |
22 |
74 |
1 |
6 |
33 |
138 |
| Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 |
0 |
0 |
0 |
0 |
2 |
8 |
31 |
145 |
| Measuring monetary policy with VAR models: An evaluation |
3 |
7 |
26 |
135 |
3 |
18 |
53 |
294 |
| Modelling and Forecasting Fiscal Variables for the Euro Area |
0 |
4 |
10 |
34 |
2 |
10 |
35 |
112 |
| Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 |
0 |
0 |
3 |
17 |
0 |
1 |
6 |
53 |
| Oil investment in the North Sea |
0 |
1 |
9 |
43 |
0 |
2 |
17 |
179 |
| Parameter Instability, Model Uncertainty and the Choice of Monetary Policy |
1 |
1 |
9 |
42 |
1 |
4 |
27 |
141 |
| Principal components at work: the empirical analysis of monetary policy with large data sets |
7 |
16 |
66 |
233 |
16 |
49 |
180 |
679 |
| Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf |
3 |
4 |
11 |
60 |
6 |
12 |
37 |
324 |
| Taylor rules and the term structure |
1 |
7 |
23 |
62 |
1 |
11 |
47 |
121 |
| Technical Efficiency and Scale Efficiency in the Italian Banking Sector: A Non-parametric Approach |
0 |
0 |
0 |
36 |
1 |
13 |
62 |
536 |
| Testing the lucas critique: A review |
1 |
3 |
17 |
18 |
3 |
8 |
38 |
39 |
| The econometrics of macroeconomics, finance, and the interface |
6 |
11 |
59 |
261 |
9 |
20 |
121 |
479 |
| Uncertainty on monetary policy and the expectations model of the term structure of interest rates |
0 |
0 |
1 |
23 |
0 |
3 |
5 |
61 |
| Yield spreads on EMU government bonds |
3 |
10 |
58 |
286 |
8 |
27 |
115 |
634 |
| Total Journal Articles |
30 |
83 |
402 |
1,733 |
73 |
266 |
1,118 |
5,972 |