| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Artificial Neural Network System of Leading Indicators |
0 |
0 |
0 |
146 |
4 |
9 |
9 |
1,137 |
| Asset Prices and Capital Share Risks: Theory and Evidence |
0 |
0 |
0 |
25 |
3 |
5 |
6 |
59 |
| Asset Prices and Capital Share Risks: Theory and Evidence |
0 |
0 |
0 |
13 |
1 |
4 |
5 |
30 |
| Carry Trades and Commodity Risk Factors |
0 |
0 |
0 |
30 |
15 |
18 |
19 |
130 |
| Co-Movement, Spillovers and Excess Returns in Global Bond Markets |
0 |
0 |
0 |
9 |
2 |
3 |
4 |
56 |
| Co-Movement, Spillovers and Excess Returns in Global Bond Markets? |
0 |
0 |
0 |
81 |
4 |
7 |
11 |
225 |
| Commodity Correlation Risk |
0 |
0 |
0 |
0 |
3 |
8 |
8 |
18 |
| Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals |
0 |
0 |
1 |
58 |
2 |
4 |
9 |
143 |
| Common Information in Carry Trade Risk Factors |
0 |
0 |
0 |
22 |
1 |
8 |
11 |
168 |
| Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets |
0 |
0 |
0 |
13 |
6 |
8 |
8 |
70 |
| Common and idiosyncratic factors of the exchange risk premium in emerging European markets |
0 |
0 |
0 |
71 |
2 |
3 |
3 |
341 |
| Common factors of the exchange risk premium in emerging European markets |
0 |
0 |
0 |
54 |
2 |
3 |
5 |
130 |
| Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence |
0 |
0 |
0 |
212 |
1 |
4 |
5 |
547 |
| Decomposing Global Yield Curve Co-Movement |
0 |
0 |
0 |
259 |
6 |
8 |
11 |
492 |
| Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis |
0 |
0 |
0 |
24 |
6 |
13 |
13 |
57 |
| Euro Area Inflation: Aggregation Bias and Convergence |
0 |
0 |
0 |
121 |
3 |
4 |
5 |
280 |
| Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies |
0 |
0 |
1 |
116 |
3 |
3 |
6 |
279 |
| Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
86 |
2 |
5 |
5 |
81 |
| Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
20 |
3 |
8 |
10 |
99 |
| Exchange Rate Predictability in a Changing World |
0 |
0 |
2 |
307 |
2 |
3 |
10 |
577 |
| Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
57 |
3 |
6 |
7 |
111 |
| Exchange Rate Predictability in a Changing World |
0 |
0 |
1 |
108 |
3 |
6 |
14 |
162 |
| Exchange rate pass through to import prices: panel evidence from emerging market economies |
0 |
0 |
1 |
16 |
2 |
3 |
7 |
72 |
| Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator? |
0 |
0 |
0 |
18 |
2 |
4 |
5 |
92 |
| Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? |
0 |
0 |
0 |
39 |
3 |
5 |
10 |
117 |
| Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? |
0 |
0 |
0 |
2 |
4 |
4 |
5 |
39 |
| Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? |
0 |
0 |
0 |
2 |
7 |
11 |
15 |
33 |
| IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility |
0 |
0 |
0 |
13 |
8 |
10 |
11 |
75 |
| Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility |
0 |
0 |
0 |
149 |
3 |
4 |
5 |
330 |
| Interest Rate Co-movements, Global Factors and the Long End of the Term Spread |
0 |
0 |
0 |
17 |
6 |
10 |
11 |
110 |
| Interest Rate Co-movements, Global Factors and the Long End of the Term Spread |
0 |
0 |
0 |
132 |
2 |
3 |
5 |
351 |
| International Capital Flows to Emerging and Developing Countries: National and Global Determinants |
0 |
0 |
0 |
79 |
5 |
11 |
17 |
195 |
| International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data |
0 |
0 |
0 |
20 |
2 |
5 |
6 |
97 |
| International capital flows to emerging and developing countries: national and global determinants |
0 |
0 |
0 |
331 |
13 |
15 |
19 |
747 |
| International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data |
0 |
0 |
0 |
157 |
1 |
3 |
5 |
347 |
| Investment and Uncertainty in the G7 |
0 |
0 |
1 |
3 |
1 |
2 |
9 |
49 |
| Job creation and destruction in the corporate sector: the relative importance of births, deaths and |
0 |
0 |
0 |
83 |
0 |
2 |
3 |
763 |
| Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations |
0 |
0 |
0 |
29 |
4 |
5 |
7 |
71 |
| Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations |
0 |
0 |
1 |
42 |
4 |
8 |
10 |
105 |
| On the Sources of Uncertainty in Exchange Rate Predictability |
0 |
0 |
0 |
116 |
3 |
6 |
10 |
200 |
| On the Sources of Uncertainty in Exchange Rate Predictability |
0 |
0 |
0 |
6 |
7 |
10 |
13 |
50 |
| On the Sources of Uncertainty in Exchange Rate Predictability |
0 |
0 |
1 |
324 |
4 |
4 |
10 |
616 |
| PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES |
0 |
0 |
0 |
129 |
2 |
2 |
5 |
543 |
| PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES |
0 |
0 |
0 |
81 |
2 |
3 |
3 |
308 |
| Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries |
0 |
0 |
0 |
100 |
2 |
6 |
7 |
289 |
| Primary commodity prices: co-movements, common factors and fundamentals |
0 |
0 |
0 |
104 |
1 |
5 |
7 |
263 |
| Primary commodity prices: co-movements, common factors and fundamentals |
0 |
0 |
1 |
116 |
7 |
13 |
16 |
353 |
| Stock Return Prediction with Fully Flexible Models and Coefficients |
0 |
0 |
0 |
59 |
1 |
1 |
2 |
77 |
| Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship |
0 |
0 |
0 |
24 |
5 |
6 |
10 |
104 |
| Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship |
0 |
0 |
0 |
142 |
1 |
3 |
3 |
367 |
| Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
90 |
1 |
3 |
7 |
177 |
| Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
26 |
5 |
9 |
11 |
88 |
| Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
9 |
7 |
9 |
12 |
60 |
| Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
56 |
8 |
14 |
21 |
165 |
| The Conditional Risk and Return Trade-Off on Currency Portfolios |
0 |
0 |
1 |
35 |
3 |
6 |
10 |
85 |
| The Global Dimension to Fiscal Sustainability |
0 |
0 |
0 |
141 |
3 |
13 |
16 |
383 |
| The Global Dimension to Fiscal Sustainability |
0 |
0 |
0 |
21 |
6 |
9 |
10 |
102 |
| The Global Side of the Investment-Savings Puzzle |
0 |
0 |
0 |
10 |
0 |
7 |
9 |
69 |
| The Global Side of the Investments-Savings Puzzle |
0 |
0 |
0 |
108 |
1 |
7 |
9 |
346 |
| The Time-Varying Risk Price of Currency Carry Trades |
0 |
0 |
0 |
60 |
5 |
6 |
10 |
155 |
| US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis |
0 |
0 |
0 |
252 |
2 |
3 |
8 |
647 |
| Unit Roots and Structural Breaks: A Survey of the Literature |
0 |
1 |
4 |
1,074 |
3 |
7 |
23 |
1,887 |
| Unit Roots in Inflation and Aggregation Bias |
0 |
0 |
0 |
122 |
2 |
7 |
7 |
333 |
| Total Working Papers |
0 |
1 |
15 |
6,169 |
225 |
404 |
573 |
16,452 |
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