Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Mixed Frequency Approach for Stock Returns and Valuation Ratios |
0 |
0 |
0 |
46 |
1 |
1 |
1 |
69 |
A Non-linear Analysis on the Sustainability of the Government's Intertemporal Budget Constraint |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
32 |
An Assessment of Inflation Targeting |
0 |
1 |
3 |
4 |
0 |
2 |
16 |
20 |
An assessment of inflation targeting |
0 |
0 |
3 |
8 |
0 |
0 |
8 |
21 |
An assessment of the inflation targeting experience |
0 |
0 |
0 |
42 |
0 |
1 |
1 |
79 |
Asymmetric and Non-Linear Adjustments in Local Fiscal Policy |
0 |
1 |
2 |
73 |
0 |
1 |
2 |
204 |
Asymmetric and non-linear adjustment in the revenue-expenditure models |
0 |
0 |
1 |
75 |
0 |
1 |
3 |
226 |
Asymmetric and non-linear adjustment in the revenue-expenditure models |
0 |
0 |
0 |
80 |
0 |
0 |
1 |
278 |
COVID-19 anti-contagion policies and economic support measures in the USA |
0 |
0 |
0 |
14 |
1 |
2 |
2 |
13 |
Causes of the Financial Crisis: An Assessment using UK Data |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
144 |
Causes of the Financial Crisis: an Assessment Using UK Data |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
165 |
Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach |
0 |
0 |
0 |
87 |
1 |
1 |
2 |
431 |
Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach |
0 |
0 |
0 |
102 |
0 |
1 |
1 |
462 |
Debt Sustainability and Financial Crises: Evidence from the GIIPS |
0 |
0 |
0 |
85 |
1 |
1 |
2 |
177 |
Debt Sustainability and Financial Crises: Evidence from the GIIPS |
0 |
0 |
0 |
136 |
0 |
2 |
4 |
638 |
Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model |
0 |
0 |
0 |
121 |
0 |
0 |
1 |
537 |
Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
112 |
Does it Matter where you Search? Twitter versus Traditional News Media |
0 |
0 |
0 |
22 |
1 |
2 |
3 |
74 |
Dynamics in the European Petroleum Markets |
0 |
0 |
0 |
150 |
0 |
0 |
0 |
459 |
Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
171 |
Effectiveness of Government Policies in Response to the COVID-19 Outbreak |
0 |
0 |
1 |
92 |
1 |
2 |
4 |
361 |
Financial Crises and Monetary Policy: Evidence from the UK |
0 |
0 |
0 |
310 |
0 |
1 |
1 |
724 |
Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
186 |
Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment |
0 |
0 |
0 |
22 |
0 |
2 |
2 |
102 |
Financial Stability and Monetary Policy |
0 |
0 |
0 |
160 |
1 |
1 |
3 |
281 |
Financial Stability and Monetary Policy |
0 |
0 |
2 |
28 |
0 |
0 |
3 |
71 |
Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013 |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
99 |
Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS |
0 |
0 |
1 |
57 |
0 |
1 |
2 |
183 |
Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
86 |
Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
45 |
Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models |
0 |
0 |
2 |
633 |
0 |
3 |
8 |
2,600 |
Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models |
0 |
0 |
2 |
191 |
0 |
1 |
4 |
765 |
Forecasting the spot prices of various coffee types using linear and non-linear error correction models |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
335 |
Global liquidity, money growth and UK inflation |
0 |
0 |
0 |
57 |
0 |
1 |
2 |
111 |
Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
98 |
Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
147 |
IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
16 |
Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
766 |
Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR |
0 |
0 |
1 |
19 |
2 |
2 |
4 |
68 |
MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
17 |
Modeling The Behaviour of the Spot Prices of Various Types of Coffee |
0 |
0 |
0 |
144 |
0 |
0 |
0 |
990 |
Modelling Monetary Policy: Inflation Targeting in Practice |
0 |
0 |
0 |
449 |
0 |
0 |
1 |
873 |
Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
1,458 |
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
117 |
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
230 |
Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
145 |
Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
116 |
Monetary Policy and the Hybrid Phillips Curve |
0 |
0 |
1 |
218 |
0 |
0 |
2 |
545 |
Monetary Policy and the Hybrid Phillips Curve |
0 |
1 |
2 |
8 |
0 |
1 |
3 |
32 |
Multivariate STAR Unemployment Rate Forecasts |
0 |
0 |
0 |
337 |
0 |
0 |
1 |
1,096 |
Non-linear Inflationary Dynamics: Evidence from the UK |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
178 |
Non-linear Inflationary Dynamics: Evidence from the UK |
0 |
0 |
0 |
43 |
0 |
1 |
2 |
194 |
Non-linear adjustments in fiscal policy |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
52 |
Non-linear adjustments in fiscal policy |
0 |
0 |
0 |
86 |
0 |
1 |
2 |
547 |
Non-linear multivariate adjustment of the UK real exchange rate |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
53 |
Non-linear real exchange rate effects in the UK labour market |
0 |
0 |
0 |
100 |
0 |
0 |
1 |
465 |
Non-linear real exchange rate effects in the UK labour market |
0 |
0 |
0 |
186 |
0 |
2 |
4 |
840 |
Non-linear real exchange rate effects in the UK labour market |
0 |
0 |
0 |
112 |
1 |
2 |
4 |
500 |
Non-performing loans and sovereign credit ratings |
0 |
0 |
3 |
104 |
1 |
5 |
14 |
357 |
Nonlinear inflation dynamics: evidence from the UK |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
272 |
On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
424 |
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach |
0 |
0 |
0 |
85 |
0 |
0 |
2 |
300 |
On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach |
0 |
0 |
0 |
110 |
0 |
1 |
3 |
430 |
On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models |
0 |
0 |
1 |
119 |
0 |
1 |
4 |
459 |
On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
332 |
Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
82 |
Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts |
0 |
1 |
1 |
9 |
0 |
2 |
3 |
47 |
Quantitative Easing: A Sceptical Survey |
0 |
0 |
3 |
469 |
0 |
1 |
6 |
1,077 |
Quantitative Easing: a Sceptical Survey |
0 |
0 |
2 |
105 |
0 |
0 |
3 |
281 |
Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
124 |
Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
116 |
Smooth Transition Models in Price Transmission |
0 |
1 |
1 |
7 |
0 |
1 |
4 |
44 |
Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
283 |
THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES |
0 |
0 |
0 |
169 |
0 |
1 |
2 |
581 |
Testing the Opportunistic Approach to Monetary Policy |
0 |
0 |
0 |
115 |
0 |
0 |
0 |
454 |
Testing the Opportunistic Approach to Monetary Policy |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
112 |
The Complex Response of Monetary Policy to Asset Prices |
0 |
0 |
1 |
43 |
0 |
1 |
3 |
103 |
The Complex Response of Monetary Policy to the Exchange Rate |
0 |
0 |
1 |
5 |
1 |
1 |
3 |
28 |
The Complex Response of Monetary Policy to the Exchange Rate |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
203 |
The Impact of Stock Market Illiquidity on Real UK GDP Growth |
1 |
1 |
3 |
115 |
1 |
1 |
6 |
487 |
The Impact of Uncertainty on Monetary Policy Rules in the UK |
0 |
0 |
0 |
160 |
0 |
0 |
0 |
525 |
The Policy Window: The Impact of Financial Stress in the UK |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
64 |
The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US |
0 |
0 |
1 |
54 |
0 |
0 |
1 |
180 |
The Sub-Prime Crisis and UK Monetary Policy |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
15 |
The Sub-Prime Crisis and UK Monetary Policy |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
28 |
The price-dividend relationship in inflationary and deflationary regimes |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
371 |
The price-dividend relationship in inflationary and deflationary regimes |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
84 |
Tweets, Google Trends and Sovereign Spreads in the GIIPS |
0 |
0 |
1 |
51 |
0 |
0 |
1 |
191 |
Tweets, Google Trends and Sovereign Spreads in the GIIPS |
0 |
0 |
1 |
85 |
5 |
5 |
8 |
255 |
Tweets, Google trends and sovereign spreads in the GIIPS |
0 |
0 |
1 |
17 |
6 |
6 |
7 |
102 |
Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets |
0 |
0 |
1 |
125 |
1 |
1 |
5 |
279 |
UK Foreign Direct Investment in Uncertain Economic Times |
0 |
0 |
3 |
5 |
0 |
0 |
7 |
17 |
UK Foreign Direct Investment in Uncertain Economic Times |
0 |
1 |
3 |
5 |
0 |
3 |
13 |
19 |
Uncertainty and Monetary Policy Rules in the United States |
0 |
0 |
1 |
104 |
1 |
1 |
3 |
378 |
Uncertainty and Monetary Policy Rules in the United States |
0 |
0 |
0 |
52 |
1 |
3 |
5 |
174 |
Uncertainty and UK Monetary Policy |
0 |
0 |
0 |
82 |
0 |
0 |
0 |
267 |
Uncertainty and UK Monetary Policy |
0 |
0 |
0 |
135 |
0 |
0 |
0 |
474 |
Uncertainty and UK Monetary Policy |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
66 |
Uncertainty and UK Monetary Policy |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
204 |
Uncertainty and UK Monetary Policy |
0 |
0 |
0 |
133 |
0 |
0 |
0 |
611 |
Unemployment Claims During COVID-19 and Economic Support Measures in the U.S |
0 |
0 |
1 |
30 |
0 |
0 |
3 |
166 |
Total Working Papers |
1 |
7 |
52 |
8,248 |
32 |
76 |
240 |
30,870 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Multivariate Approach to the Growth of Governments |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
28 |
A mixed frequency approach for stock returns and valuation ratios |
0 |
0 |
0 |
7 |
0 |
2 |
3 |
56 |
An assessment of inflation targeting |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
8 |
Brexit and coronavirus: financial perspectives and future prospects |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
COVID-19 anti-contagion policies and economic support measures in the USA |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
29 |
Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
15 |
Demand for Greek imports using multivariate cointegration techniques |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
257 |
Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
91 |
Does It Matter Where You Search? Twitter versus Traditional News Media |
0 |
0 |
1 |
7 |
1 |
1 |
4 |
36 |
Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model |
0 |
0 |
1 |
44 |
0 |
2 |
5 |
204 |
Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone |
0 |
0 |
1 |
33 |
1 |
1 |
8 |
161 |
Effectiveness of government policies in response to the first COVID-19 outbreak |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
24 |
Employment, output and political business cycle effects in the Greek non-tradable sector |
0 |
0 |
0 |
38 |
0 |
3 |
4 |
202 |
Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data |
0 |
0 |
0 |
80 |
0 |
2 |
4 |
188 |
Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment |
0 |
0 |
0 |
38 |
1 |
1 |
1 |
158 |
Financial crises and monetary policy: Evidence from the UK |
0 |
0 |
2 |
62 |
0 |
1 |
6 |
200 |
Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models |
0 |
0 |
0 |
87 |
1 |
1 |
5 |
311 |
Forecasting returns and risk in financial markets using linear and nonlinear models |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
216 |
Forecasting the spot prices of various coffee types using linear and non-linear error correction models |
0 |
0 |
1 |
151 |
0 |
0 |
3 |
885 |
Global liquidity, money growth and UK inflation |
0 |
0 |
1 |
15 |
1 |
3 |
14 |
75 |
Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford University Press, Oxford 2005, 360pp., ISBN: 0-19-924650-5, Paperback, [UK pound]29.99 |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
154 |
Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
67 |
Identifying the Factors that Affect Interest‐Rate Swap Spreads: Some Evidence from the United States and the United Kingdom |
0 |
0 |
3 |
35 |
0 |
0 |
5 |
120 |
Labor Market Decisions and Greek Manufacturing Competitiveness |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
80 |
Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR |
0 |
0 |
1 |
17 |
3 |
4 |
5 |
86 |
Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS |
0 |
1 |
1 |
71 |
0 |
1 |
6 |
223 |
Long-run structural estimation of labour market equations with an application to Greece1 |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
130 |
Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach |
0 |
0 |
1 |
76 |
0 |
0 |
1 |
244 |
Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds |
0 |
0 |
0 |
40 |
0 |
2 |
7 |
113 |
Modelling the spot prices of various coffee types |
0 |
0 |
0 |
60 |
0 |
1 |
6 |
333 |
NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENT'S INTERTEMPORAL BUDGET CONSTRAINT |
0 |
0 |
1 |
25 |
0 |
1 |
2 |
90 |
Non-linear Real Exchange Rate Effects in the UK Labour Market |
0 |
0 |
1 |
67 |
1 |
1 |
5 |
323 |
Non-linear inflationary dynamics: evidence from the UK |
0 |
0 |
1 |
62 |
0 |
0 |
2 |
264 |
Non-performing loans and sovereign credit ratings |
0 |
0 |
0 |
24 |
0 |
1 |
4 |
111 |
Of votes and viruses: the UK economy and economic policy uncertainty |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach |
0 |
0 |
0 |
167 |
0 |
0 |
0 |
612 |
On stock market illiquidity and real-time GDP growth |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
114 |
On the economic impact of aggregate liquidity shocks: The case of the UK |
0 |
0 |
1 |
3 |
1 |
1 |
3 |
22 |
Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts |
0 |
0 |
2 |
63 |
0 |
0 |
6 |
188 |
Price Transmission in the EU Wholesale Petroleum Markets |
0 |
0 |
0 |
8 |
0 |
3 |
3 |
56 |
Price dynamics in European petroleum markets |
0 |
0 |
1 |
87 |
0 |
0 |
3 |
344 |
Quantitative easing: a sceptical survey |
0 |
0 |
1 |
92 |
7 |
7 |
17 |
308 |
Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty |
0 |
0 |
0 |
41 |
0 |
0 |
4 |
183 |
Smooth transition vector error correction models for the spot prices of coffee |
0 |
0 |
0 |
110 |
0 |
0 |
3 |
336 |
TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY |
0 |
0 |
1 |
37 |
1 |
1 |
5 |
134 |
THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
73 |
The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth |
0 |
0 |
1 |
38 |
0 |
0 |
2 |
196 |
The Sub-Prime Crisis and UK Monetary Policy |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
141 |
The price-dividend relationship in inflationary and deflationary regimes |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
173 |
Time-varying excess returns on UK government bonds: A non-linear approach |
0 |
0 |
0 |
76 |
1 |
1 |
2 |
370 |
Tweets, Google trends, and sovereign spreads in the GIIPS |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
166 |
UK Foreign Direct Investment in uncertain economic times |
0 |
0 |
1 |
1 |
0 |
2 |
16 |
16 |
UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES |
0 |
0 |
0 |
62 |
0 |
2 |
4 |
166 |
Unemployment claims during COVID-19 and economic support measures in the U.S |
0 |
0 |
0 |
4 |
0 |
2 |
4 |
25 |
Total Journal Articles |
0 |
1 |
26 |
2,229 |
19 |
51 |
205 |
9,114 |