| 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 |
1 |
2 |
20 |
1,148 |
| Asset Prices and Capital Share Risks: Theory and Evidence |
0 |
0 |
0 |
13 |
0 |
1 |
9 |
35 |
| Asset Prices and Capital Share Risks: Theory and Evidence |
0 |
0 |
0 |
25 |
0 |
0 |
9 |
62 |
| Carry Trades and Commodity Risk Factors |
0 |
0 |
0 |
30 |
0 |
1 |
28 |
140 |
| Co-Movement, Spillovers and Excess Returns in Global Bond Markets |
0 |
0 |
0 |
9 |
4 |
5 |
12 |
64 |
| Co-Movement, Spillovers and Excess Returns in Global Bond Markets? |
0 |
0 |
0 |
81 |
1 |
1 |
13 |
229 |
| Commodity Correlation Risk |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
24 |
| Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals |
0 |
0 |
0 |
58 |
1 |
4 |
17 |
153 |
| Common Information in Carry Trade Risk Factors |
0 |
0 |
0 |
22 |
1 |
1 |
17 |
176 |
| Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets |
0 |
0 |
0 |
13 |
0 |
1 |
10 |
72 |
| Common and idiosyncratic factors of the exchange risk premium in emerging European markets |
0 |
0 |
0 |
71 |
0 |
0 |
5 |
343 |
| Common factors of the exchange risk premium in emerging European markets |
0 |
0 |
0 |
54 |
0 |
0 |
8 |
135 |
| Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence |
0 |
0 |
0 |
212 |
1 |
1 |
10 |
552 |
| Decomposing Global Yield Curve Co-Movement |
0 |
0 |
0 |
259 |
1 |
1 |
20 |
502 |
| Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis |
0 |
1 |
2 |
26 |
0 |
1 |
18 |
62 |
| Euro Area Inflation: Aggregation Bias and Convergence |
0 |
0 |
0 |
121 |
1 |
2 |
8 |
284 |
| Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies |
0 |
0 |
1 |
116 |
0 |
1 |
6 |
281 |
| Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
108 |
2 |
4 |
16 |
170 |
| Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
20 |
1 |
1 |
17 |
108 |
| Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
307 |
2 |
2 |
13 |
586 |
| Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
86 |
1 |
3 |
17 |
93 |
| Exchange Rate Predictability in a Changing World |
0 |
0 |
0 |
57 |
0 |
1 |
8 |
113 |
| Exchange rate pass through to import prices: panel evidence from emerging market economies |
0 |
0 |
0 |
16 |
2 |
3 |
9 |
76 |
| Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator? |
0 |
0 |
0 |
18 |
1 |
2 |
11 |
98 |
| Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? |
0 |
0 |
0 |
39 |
1 |
1 |
13 |
123 |
| Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? |
0 |
0 |
0 |
2 |
0 |
0 |
17 |
37 |
| Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator? |
0 |
0 |
0 |
2 |
0 |
0 |
7 |
42 |
| IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility |
0 |
0 |
0 |
13 |
1 |
1 |
12 |
77 |
| Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility |
0 |
0 |
0 |
149 |
2 |
2 |
12 |
338 |
| Interest Rate Co-movements, Global Factors and the Long End of the Term Spread |
0 |
0 |
0 |
17 |
1 |
3 |
17 |
117 |
| Interest Rate Co-movements, Global Factors and the Long End of the Term Spread |
0 |
0 |
0 |
132 |
1 |
1 |
8 |
356 |
| International Capital Flows to Emerging and Developing Countries: National and Global Determinants |
0 |
0 |
0 |
79 |
0 |
0 |
17 |
197 |
| International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data |
0 |
0 |
0 |
20 |
1 |
1 |
11 |
102 |
| International capital flows to emerging and developing countries: national and global determinants |
0 |
0 |
0 |
331 |
0 |
0 |
17 |
748 |
| International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data |
0 |
0 |
0 |
157 |
1 |
1 |
8 |
351 |
| Investment and Uncertainty in the G7 |
0 |
0 |
0 |
3 |
0 |
2 |
9 |
54 |
| Job creation and destruction in the corporate sector: the relative importance of births, deaths and |
0 |
0 |
0 |
83 |
0 |
0 |
5 |
765 |
| Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations |
0 |
0 |
0 |
42 |
0 |
3 |
14 |
111 |
| Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations |
0 |
0 |
0 |
29 |
2 |
2 |
8 |
74 |
| On the Sources of Uncertainty in Exchange Rate Predictability |
0 |
0 |
1 |
117 |
0 |
0 |
11 |
203 |
| On the Sources of Uncertainty in Exchange Rate Predictability |
1 |
1 |
1 |
325 |
1 |
1 |
16 |
627 |
| On the Sources of Uncertainty in Exchange Rate Predictability |
0 |
0 |
0 |
6 |
0 |
0 |
26 |
64 |
| PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES |
0 |
0 |
0 |
81 |
1 |
1 |
4 |
309 |
| PANEL ESTIMATION OF THE IMPACT OF EXCHANGE RATE UNCERTAINTY ON INVESTMENT IN THE MAJOR INDUSTRIAL COUNTRIES |
0 |
0 |
0 |
129 |
0 |
0 |
9 |
548 |
| Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries |
0 |
0 |
0 |
100 |
0 |
1 |
12 |
295 |
| Primary commodity prices: co-movements, common factors and fundamentals |
0 |
0 |
0 |
116 |
1 |
2 |
23 |
363 |
| Primary commodity prices: co-movements, common factors and fundamentals |
0 |
0 |
0 |
104 |
3 |
3 |
13 |
271 |
| Stock Return Prediction with Fully Flexible Models and Coefficients |
0 |
0 |
0 |
59 |
0 |
1 |
3 |
78 |
| Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship |
0 |
0 |
0 |
24 |
0 |
0 |
16 |
113 |
| Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship |
0 |
0 |
0 |
142 |
1 |
2 |
8 |
372 |
| Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
9 |
0 |
1 |
20 |
71 |
| Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
26 |
1 |
1 |
21 |
98 |
| Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
56 |
0 |
0 |
21 |
170 |
| Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty |
0 |
0 |
0 |
90 |
3 |
4 |
21 |
194 |
| The Conditional Risk and Return Trade-Off on Currency Portfolios |
0 |
0 |
0 |
35 |
1 |
2 |
17 |
95 |
| The Global Dimension to Fiscal Sustainability |
0 |
0 |
0 |
141 |
0 |
0 |
17 |
386 |
| The Global Dimension to Fiscal Sustainability |
0 |
0 |
0 |
21 |
0 |
0 |
13 |
106 |
| The Global Side of the Investment-Savings Puzzle |
0 |
0 |
0 |
10 |
0 |
0 |
9 |
71 |
| The Global Side of the Investments-Savings Puzzle |
0 |
0 |
0 |
108 |
0 |
1 |
15 |
353 |
| The Time-Varying Risk Price of Currency Carry Trades |
0 |
0 |
0 |
60 |
0 |
0 |
12 |
159 |
| US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis |
0 |
0 |
0 |
252 |
2 |
3 |
11 |
654 |
| Unit Roots and Structural Breaks: A Survey of the Literature |
0 |
2 |
5 |
1,078 |
2 |
9 |
37 |
1,914 |
| Unit Roots in Inflation and Aggregation Bias |
0 |
0 |
0 |
122 |
1 |
1 |
14 |
340 |
| Total Working Papers |
1 |
4 |
10 |
6,177 |
47 |
89 |
859 |
16,852 |