| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Red Letter Day? |
2 |
4 |
9 |
108 |
6 |
15 |
53 |
732 |
| Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns |
0 |
1 |
8 |
91 |
9 |
14 |
44 |
238 |
| Consumption, Wealth, the Elasticity of Intertemporal Substitution and Long-Run Stock Market Returns |
1 |
1 |
7 |
54 |
1 |
5 |
22 |
169 |
| Debt and the Effects of Fiscal Policy |
4 |
11 |
45 |
142 |
9 |
26 |
85 |
277 |
| Debt and the Effects of Fiscal Policy |
1 |
4 |
12 |
73 |
4 |
12 |
39 |
191 |
| Debt and the effects of fiscal policy |
5 |
15 |
55 |
115 |
10 |
28 |
101 |
194 |
| Debt and the effects of fiscal policy |
3 |
11 |
59 |
162 |
8 |
34 |
134 |
337 |
| Demographics and fluctuations in Dividend/Price |
3 |
4 |
15 |
15 |
5 |
10 |
48 |
48 |
| Does Macroeconomics Help Understand the Term Structure of Interest Rates? |
5 |
6 |
11 |
219 |
8 |
16 |
52 |
1,085 |
| Does Macroeconomics Help Us To Understand the Term Structure of Interest Rates? |
1 |
2 |
6 |
125 |
4 |
16 |
50 |
587 |
| Euro area money demand and international portfolio allocation - a contribution to assessing risks to price stability |
3 |
8 |
41 |
59 |
12 |
25 |
97 |
123 |
| Extracting Information from Asset Prices: The Methodology of EMU Calculators |
0 |
0 |
0 |
32 |
1 |
4 |
16 |
305 |
| Extracting Information from Asset Prices: the Methodology of EMU Calculators |
0 |
1 |
4 |
126 |
2 |
7 |
22 |
605 |
| Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
4 |
10 |
35 |
220 |
8 |
17 |
106 |
685 |
| Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
2 |
2 |
7 |
112 |
3 |
7 |
27 |
430 |
| Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
1 |
2 |
15 |
98 |
8 |
36 |
102 |
395 |
| Fiscal Policy Rules and Regime (In)Stability: Evidence from the U.S |
5 |
13 |
44 |
160 |
10 |
29 |
123 |
432 |
| Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods |
0 |
2 |
11 |
63 |
1 |
10 |
49 |
187 |
| Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods |
1 |
2 |
12 |
68 |
5 |
11 |
36 |
223 |
| Forecasting Italian inflation with large datasets and many models |
2 |
3 |
10 |
121 |
3 |
5 |
24 |
390 |
| High Yielders: the Spread on German Interest Rates |
0 |
0 |
0 |
1 |
4 |
7 |
31 |
643 |
| High Yields: The Spread on German Interest Rates |
1 |
1 |
14 |
131 |
6 |
8 |
73 |
935 |
| High Yields: The Spread on German Interest Rates |
3 |
5 |
14 |
114 |
9 |
30 |
82 |
898 |
| How Does Liquidity Affect Government Bond Yields? |
2 |
7 |
28 |
52 |
7 |
29 |
107 |
208 |
| How Does Liquidity Affect Government Bond Yields? |
9 |
24 |
100 |
174 |
24 |
80 |
309 |
580 |
| How Does Liquidity Affect Government Bond Yields? |
3 |
9 |
45 |
115 |
11 |
36 |
166 |
397 |
| How Large Are the Effects of Tax Changes? |
2 |
2 |
2 |
2 |
2 |
2 |
2 |
2 |
| How do European Monetary and Fiscal Authorities Behave? |
3 |
4 |
15 |
219 |
6 |
8 |
30 |
455 |
| How do European monetary and fiscal authorities behave? |
5 |
8 |
40 |
246 |
11 |
28 |
118 |
652 |
| How large are the effects of tax changes? |
4 |
24 |
27 |
27 |
11 |
45 |
53 |
53 |
| Inflation Targeting and Debt: Lessons from Brazil |
3 |
6 |
35 |
254 |
4 |
11 |
58 |
559 |
| Inflation Targeting and Debt: Lessons from Brazil |
7 |
7 |
43 |
314 |
18 |
31 |
143 |
1,058 |
| Information from financial markets and VAR measures of monetary policy |
1 |
5 |
12 |
251 |
3 |
12 |
40 |
792 |
| Large Datasets, Small Models and Monetary Policy in Europe |
0 |
3 |
11 |
82 |
6 |
14 |
51 |
484 |
| Large Datasets, Small Models and Monetary Policy in Europe |
0 |
3 |
18 |
101 |
9 |
22 |
106 |
640 |
| Looking for Contagion: Evidence from the ERM |
1 |
4 |
21 |
152 |
1 |
6 |
31 |
576 |
| Looking for Contagion: the Evidence from the ERM |
0 |
0 |
4 |
45 |
0 |
0 |
9 |
166 |
| Macroeconomic stability and the preferences of the Fed. A formal analysis, 1961-98 |
2 |
9 |
25 |
117 |
3 |
13 |
37 |
305 |
| Measuring Co-Movements Between US and European Stock Markets |
0 |
0 |
4 |
132 |
1 |
5 |
21 |
370 |
| Measuring Co-movements Between US and European Stock Markets |
0 |
3 |
13 |
304 |
5 |
10 |
30 |
671 |
| Measuring Monetary Policy in Open Economies |
5 |
11 |
31 |
250 |
14 |
26 |
91 |
865 |
| Measuring Monetary Policy in Open Economies |
2 |
6 |
18 |
316 |
4 |
10 |
32 |
781 |
| Measuring Monetary Policy with VAR Models: An Evaluation |
2 |
2 |
23 |
436 |
3 |
9 |
59 |
1,053 |
| Measuring Monetary Policy with VAR Models: an Evaluation |
10 |
25 |
111 |
896 |
16 |
43 |
188 |
1,778 |
| Model Evaluation in Macroeconometrics: from early empirical macroeconomic models to DSGE models |
17 |
33 |
100 |
208 |
22 |
53 |
181 |
388 |
| Model Uncertainty, Thick Modelling and the Predictability of Stock Returns |
2 |
3 |
16 |
211 |
5 |
14 |
56 |
475 |
| Model Uncertainty, Thick Modelling and the predictability of Stock Returns |
3 |
7 |
38 |
408 |
14 |
41 |
166 |
1,130 |
| Modeling and identifying central banks' preferences |
1 |
3 |
10 |
161 |
3 |
5 |
24 |
449 |
| Modelling and Forecasting Fiscal Variables for the Euro Area |
3 |
8 |
22 |
92 |
4 |
12 |
39 |
188 |
| Modelling and Forecasting Fiscal Variables for the euro Area |
1 |
3 |
12 |
75 |
1 |
12 |
36 |
183 |
| Modelling and Identifying Central Banks' Preferences |
2 |
4 |
12 |
120 |
3 |
6 |
24 |
370 |
| Monetary Policy Inertia: More a Fiction than a fact? |
2 |
8 |
33 |
33 |
6 |
16 |
34 |
34 |
| Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey |
0 |
2 |
4 |
150 |
2 |
9 |
20 |
330 |
| Monetary Policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey |
1 |
5 |
18 |
95 |
2 |
7 |
35 |
250 |
| Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States? |
2 |
2 |
7 |
122 |
11 |
15 |
54 |
721 |
| Monetary-Fiscal Mix and Inflation Performance: Evidence from the U.S |
2 |
10 |
29 |
251 |
2 |
15 |
75 |
654 |
| Monetary-Fiscal Mix and Inflation Performance: Evidence from the US |
2 |
5 |
17 |
185 |
3 |
7 |
38 |
679 |
| Oil Investment in the North Sea |
0 |
0 |
0 |
0 |
7 |
17 |
41 |
710 |
| On the Statistical Identification of DSGE Models |
2 |
8 |
83 |
83 |
12 |
31 |
108 |
108 |
| On the Statistical Identification of DSGE Models |
10 |
21 |
98 |
220 |
36 |
61 |
248 |
481 |
| Ottimizzazione intertemporale e metodi econometrici in economia |
0 |
0 |
0 |
0 |
1 |
3 |
12 |
82 |
| Output, interest rates and the monetary trasmission mechanism: some empirical evidence for Italy |
0 |
0 |
0 |
0 |
0 |
6 |
21 |
80 |
| Parameter Instability, Model Uncertainty and the Choice of Monetary Policy |
1 |
2 |
6 |
63 |
1 |
2 |
11 |
179 |
| Parameters´ Instability, Model Uncertainty and Optimal Monetary Policy |
2 |
3 |
12 |
121 |
3 |
5 |
24 |
488 |
| Principal components at work: The empirical analysis of monetary policy with large datasets |
3 |
17 |
53 |
546 |
16 |
58 |
163 |
1,465 |
| Recursive `thick´ modeling of excess returns and portfolio allocation |
4 |
8 |
12 |
131 |
7 |
18 |
53 |
528 |
| Should the Euro Area be Run as a Closed Economy? |
1 |
2 |
18 |
43 |
4 |
8 |
32 |
85 |
| Should the Euro Area be Run as a Closed Economy? |
2 |
5 |
13 |
48 |
5 |
13 |
40 |
90 |
| TESTING THE LUCAS CRITIQUE: A REVIEW |
0 |
0 |
0 |
1 |
2 |
6 |
37 |
183 |
| THE LUCAS' CRITIQUE, FEEDBACK AND FEEDFORWARD MECHANISMS AND THE CONSUMTION FUNCTION: AN EMPIRICAL STUDY |
0 |
0 |
0 |
0 |
1 |
6 |
17 |
71 |
| 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 |
2 |
3 |
32 |
574 |
| Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set |
3 |
4 |
20 |
130 |
6 |
11 |
54 |
272 |
| Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set |
1 |
7 |
40 |
160 |
12 |
23 |
117 |
297 |
| The Econometrics of Monetary Policy: an Overview |
8 |
18 |
65 |
131 |
9 |
27 |
116 |
228 |
| The Immediate Challenges for the European Central Bank |
4 |
7 |
27 |
847 |
10 |
25 |
75 |
3,294 |
| The Performance of Italian Family Firms |
2 |
4 |
15 |
92 |
6 |
16 |
50 |
263 |
| The Predictive Power of the Yield Spread: Further Evidence and A Structural Interpretation |
1 |
2 |
17 |
151 |
2 |
11 |
54 |
433 |
| The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation |
4 |
11 |
42 |
173 |
10 |
27 |
102 |
455 |
| The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets |
2 |
5 |
21 |
513 |
5 |
15 |
50 |
1,887 |
| The Transmission Mechanism of Monetary Policy in Europe: Evidence from Banks' Balance Sheets |
0 |
5 |
20 |
234 |
1 |
13 |
55 |
966 |
| Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS |
0 |
0 |
0 |
0 |
2 |
5 |
12 |
368 |
| Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates |
0 |
0 |
3 |
78 |
3 |
3 |
9 |
222 |
| Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates |
1 |
3 |
11 |
121 |
2 |
8 |
25 |
325 |
| Valutation, Liquidity and Risk in Government Bond Markets |
5 |
8 |
17 |
192 |
13 |
27 |
96 |
689 |
| Why are Brazil´s Interest Rates so High? |
19 |
45 |
136 |
935 |
74 |
161 |
503 |
3,252 |
| Total Working Papers |
221 |
548 |
2,107 |
14,018 |
625 |
1,633 |
6,036 |
46,480 |
| 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 |
4 |
20 |
109 |
4 |
9 |
36 |
604 |
| APPLIED MACROECONOMETRICS |
2 |
13 |
42 |
42 |
7 |
21 |
67 |
67 |
| Comments on "Fiscal and monetary policy interactions: Empirical evidence on optimal policy using a structural new-Keynesian model" |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
53 |
| Error Correction and Forward Looking Models for UK Consumers' Expenditure |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
115 |
| Explaining co-movements between stock markets: The case of US and Germany |
1 |
3 |
14 |
62 |
3 |
6 |
22 |
121 |
| Extracting information from asset prices: The methodology of EMU calculators |
0 |
0 |
2 |
26 |
0 |
1 |
7 |
127 |
| Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates |
2 |
6 |
21 |
81 |
2 |
12 |
43 |
238 |
| Financial markets' assessments of EMU: A comment |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
46 |
| High Yields: The Spread on German Interest Rates |
1 |
2 |
20 |
100 |
3 |
6 |
41 |
616 |
| Ignazio Angeloni, Anil Kashyap and Benoit Mojon, Monetary policy transmission in the euro area, Cambridge University Press (2003) |
0 |
1 |
8 |
55 |
0 |
4 |
25 |
190 |
| Immediate challenges for the European Central Bank |
1 |
2 |
9 |
27 |
2 |
5 |
19 |
86 |
| Information from financial markets and VAR measures of monetary policy |
0 |
1 |
7 |
43 |
0 |
1 |
15 |
121 |
| Is the international propagation of financial shocks non-linear?: Evidence from the ERM |
6 |
17 |
42 |
121 |
8 |
24 |
65 |
209 |
| Macroeconomic Stability and the Preferences of the Fed: A Formal Analysis, 1961-98 |
0 |
0 |
0 |
0 |
1 |
5 |
19 |
167 |
| Measuring monetary policy with VAR models: An evaluation |
3 |
8 |
27 |
165 |
5 |
13 |
52 |
360 |
| Modelling and Forecasting Fiscal Variables for the Euro Area |
0 |
1 |
3 |
38 |
1 |
8 |
21 |
136 |
| Money demand instability, expectations and policy regimes: A note on the case of Italy: 1964-1986 |
0 |
0 |
0 |
18 |
0 |
1 |
3 |
58 |
| Oil investment in the North Sea |
2 |
5 |
13 |
56 |
3 |
8 |
23 |
203 |
| Parameter Instability, Model Uncertainty and the Choice of Monetary Policy |
2 |
3 |
4 |
46 |
4 |
6 |
15 |
161 |
| Principal components at work: the empirical analysis of monetary policy with large data sets |
5 |
12 |
41 |
285 |
14 |
39 |
137 |
843 |
| Should the Euro Area Be Run as a Closed Economy? |
1 |
3 |
24 |
30 |
5 |
13 |
47 |
68 |
| Taxation and the Optimization of Oil Exploration and Production: The UK Continental Shelf |
0 |
1 |
7 |
69 |
1 |
2 |
25 |
356 |
| Taylor rules and the term structure |
1 |
4 |
25 |
91 |
1 |
7 |
36 |
163 |
| Technical Efficiency and Scale Efficiency in the Italian Banking Sector: A Non-parametric Approach |
0 |
0 |
0 |
36 |
61 |
106 |
238 |
791 |
| Testing the lucas critique: A review |
9 |
17 |
43 |
61 |
12 |
28 |
89 |
129 |
| The econometrics of macroeconomics, finance, and the interface |
5 |
10 |
30 |
294 |
7 |
15 |
55 |
545 |
| Uncertainty on monetary policy and the expectations model of the term structure of interest rates |
1 |
2 |
5 |
30 |
2 |
4 |
9 |
73 |
| Yield spreads on EMU government bonds |
9 |
20 |
130 |
426 |
12 |
35 |
188 |
850 |
| Total Journal Articles |
52 |
135 |
537 |
2,332 |
158 |
380 |
1,310 |
7,496 |