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 |
0 |
0 |
3 |
1,128 |
Asset Prices and Capital Share Risks: Theory and Evidence |
0 |
0 |
1 |
25 |
0 |
0 |
5 |
53 |
Asset Prices and Capital Share Risks: Theory and Evidence |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
25 |
Carry Trades and Commodity Risk Factors |
0 |
0 |
0 |
30 |
1 |
1 |
1 |
112 |
Co-Movement, Spillovers and Excess Returns in Global Bond Markets |
0 |
0 |
0 |
9 |
0 |
1 |
4 |
52 |
Co-Movement, Spillovers and Excess Returns in Global Bond Markets? |
0 |
0 |
0 |
81 |
0 |
0 |
1 |
214 |
Commodity Correlation Risk |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
10 |
Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals |
0 |
0 |
1 |
57 |
0 |
0 |
2 |
134 |
Common Information in Carry Trade Risk Factors |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
157 |
Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
62 |
Common and idiosyncratic factors of the exchange risk premium in emerging European markets |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
338 |
Common factors of the exchange risk premium in emerging European markets |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
125 |
Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence |
0 |
0 |
0 |
212 |
0 |
0 |
0 |
542 |
Decomposing Global Yield Curve Co-Movement |
0 |
0 |
0 |
259 |
0 |
0 |
3 |
481 |
Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis |
0 |
0 |
1 |
24 |
0 |
1 |
3 |
44 |
Euro Area Inflation: Aggregation Bias and Convergence |
0 |
0 |
0 |
121 |
0 |
1 |
1 |
275 |
Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies |
0 |
0 |
0 |
115 |
0 |
0 |
0 |
273 |
Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
86 |
0 |
0 |
0 |
76 |
Exchange Rate Predictability in a Changing World |
1 |
1 |
4 |
306 |
1 |
1 |
6 |
568 |
Exchange Rate Predictability in a Changing World |
0 |
0 |
1 |
57 |
0 |
0 |
2 |
104 |
Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
107 |
0 |
0 |
0 |
148 |
Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
89 |
Exchange rate pass through to import prices: panel evidence from emerging market economies |
0 |
0 |
0 |
15 |
0 |
1 |
4 |
65 |
Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator? |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
87 |
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? |
0 |
0 |
1 |
39 |
0 |
0 |
2 |
107 |
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
18 |
Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
35 |
IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
64 |
Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility |
0 |
0 |
0 |
149 |
0 |
0 |
0 |
325 |
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread |
0 |
0 |
0 |
132 |
1 |
1 |
2 |
347 |
Interest Rate Co-movements, Global Factors and the Long End of the Term Spread |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
99 |
International Capital Flows to Emerging and Developing Countries: National and Global Determinants |
0 |
0 |
0 |
79 |
0 |
0 |
2 |
178 |
International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
91 |
International capital flows to emerging and developing countries: national and global determinants |
0 |
0 |
0 |
331 |
0 |
1 |
3 |
728 |
International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data |
0 |
0 |
0 |
157 |
0 |
1 |
1 |
342 |
Investment and Uncertainty in the G7 |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
40 |
Job creation and destruction in the corporate sector: the relative importance of births, deaths and |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
760 |
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations |
0 |
0 |
0 |
29 |
1 |
1 |
3 |
65 |
Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations |
1 |
1 |
1 |
42 |
1 |
3 |
5 |
96 |
On the Sources of Uncertainty in Exchange Rate Predictability |
0 |
0 |
0 |
116 |
0 |
1 |
2 |
190 |
On the Sources of Uncertainty in Exchange Rate Predictability |
0 |
0 |
5 |
323 |
1 |
2 |
9 |
607 |
On the Sources of Uncertainty in Exchange Rate Predictability |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
37 |
PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
305 |
PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES |
0 |
0 |
0 |
129 |
0 |
0 |
0 |
538 |
Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries |
0 |
0 |
0 |
100 |
1 |
1 |
1 |
283 |
Primary commodity prices: co-movements, common factors and fundamentals |
0 |
0 |
1 |
115 |
1 |
1 |
4 |
338 |
Primary commodity prices: co-movements, common factors and fundamentals |
0 |
0 |
1 |
104 |
1 |
1 |
3 |
257 |
Stock Return Prediction with Fully Flexible Models and Coefficients |
0 |
0 |
0 |
59 |
0 |
1 |
1 |
75 |
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
94 |
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship |
0 |
0 |
0 |
142 |
0 |
0 |
3 |
364 |
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
77 |
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
56 |
0 |
0 |
2 |
144 |
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
90 |
0 |
1 |
2 |
170 |
Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
48 |
The Conditional Risk and Return Trade-Off on Currency Portfolios |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
75 |
The Global Dimension to Fiscal Sustainability |
0 |
0 |
1 |
141 |
0 |
0 |
1 |
367 |
The Global Dimension to Fiscal Sustainability |
0 |
0 |
2 |
21 |
0 |
0 |
2 |
92 |
The Global Side of the Investment-Savings Puzzle |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
61 |
The Global Side of the Investments-Savings Puzzle |
0 |
0 |
0 |
108 |
0 |
1 |
1 |
337 |
The Time-Varying Risk Price of Currency Carry Trades |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
145 |
US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis |
0 |
0 |
0 |
252 |
1 |
5 |
5 |
640 |
Unit Roots and Structural Breaks: A Survey of the Literature |
0 |
1 |
2 |
1,070 |
0 |
5 |
12 |
1,864 |
Unit Roots in Inflation and Aggregation Bias |
0 |
0 |
0 |
122 |
0 |
1 |
1 |
326 |
Total Working Papers |
2 |
3 |
24 |
6,156 |
12 |
39 |
129 |
15,891 |