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12 months |
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A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates |
1 |
1 |
1 |
124 |
1 |
2 |
9 |
273 |
A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
9 |
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK |
0 |
1 |
1 |
2 |
0 |
3 |
13 |
24 |
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK |
0 |
1 |
1 |
150 |
0 |
2 |
9 |
335 |
A Shrinkage Instrumental Variable Estimator for Large Datasets |
1 |
1 |
1 |
91 |
1 |
1 |
2 |
246 |
A Shrinkage Instrumental Variable Estimator for Large Datasets |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
8 |
A Shrinkage Instrumental Variable Estimator for Large Datasets |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
29 |
A Simple Test of the New Keynesian Phillips Curve |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
9 |
A Simple Test of the New Keynesian Phillips Curve |
0 |
0 |
1 |
214 |
0 |
1 |
4 |
617 |
A comprehensive evaluation of macroeconomic forecasting methods |
0 |
0 |
13 |
210 |
4 |
8 |
62 |
398 |
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects |
0 |
0 |
5 |
66 |
0 |
3 |
23 |
113 |
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects |
0 |
1 |
5 |
46 |
1 |
3 |
21 |
48 |
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects |
0 |
0 |
3 |
14 |
0 |
1 |
16 |
28 |
Bayesian VARs: Specification Choices and Forecast Accuracy |
0 |
1 |
5 |
172 |
2 |
9 |
31 |
396 |
Bayesian VARs: specification choices and forecast accuracy |
1 |
2 |
6 |
412 |
2 |
5 |
34 |
610 |
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions |
4 |
12 |
141 |
141 |
15 |
37 |
152 |
152 |
Common Drifting Volatility in Large Bayesian VARs |
1 |
2 |
4 |
110 |
2 |
4 |
11 |
244 |
Common Drifting Volatility in Large Bayesian VARs |
0 |
0 |
2 |
35 |
0 |
1 |
9 |
123 |
Common drifting volatility in large Bayesian VARs |
0 |
0 |
5 |
84 |
3 |
4 |
16 |
221 |
Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks |
0 |
7 |
14 |
57 |
9 |
26 |
62 |
166 |
Endogenous Uncertainty |
0 |
5 |
20 |
145 |
5 |
43 |
98 |
293 |
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
0 |
0 |
0 |
148 |
0 |
0 |
4 |
584 |
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
0 |
0 |
1 |
123 |
0 |
0 |
6 |
540 |
Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates |
0 |
0 |
2 |
301 |
0 |
0 |
10 |
1,031 |
Forecasting Exchange Rates with a Large Bayesian VAR |
0 |
1 |
2 |
7 |
0 |
1 |
8 |
20 |
Forecasting Exchange Rates with a Large Bayesian VAR |
0 |
2 |
4 |
330 |
2 |
7 |
28 |
698 |
Forecasting Exchange Rates with a Large Bayesian VAR |
0 |
0 |
0 |
69 |
0 |
0 |
11 |
242 |
Forecasting Exchange Rates with a Large Bayesian VAR |
0 |
0 |
0 |
171 |
1 |
3 |
8 |
391 |
Forecasting Government Bond Yields with Large Bayesian VARs |
0 |
1 |
11 |
279 |
0 |
1 |
27 |
517 |
Forecasting Government Bond Yields with Large Bayesian VARs |
0 |
1 |
4 |
6 |
0 |
3 |
8 |
18 |
Forecasting Government Bond Yields with Large Bayesian VARs |
0 |
1 |
1 |
36 |
0 |
4 |
8 |
128 |
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models |
0 |
1 |
1 |
60 |
0 |
3 |
11 |
200 |
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models |
0 |
0 |
1 |
144 |
0 |
0 |
6 |
296 |
Forecasting Large Datasets with Reduced Rank Multivariate Models |
0 |
0 |
2 |
207 |
0 |
0 |
5 |
482 |
Forecasting Large Datasets with Reduced Rank Multivariate Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models |
0 |
0 |
1 |
243 |
0 |
0 |
6 |
463 |
Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
Forecasting with Dynamic Models using Shrinkage-based Estimation |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
Forecasting with Dynamic Models using Shrinkage-based Estimation |
0 |
0 |
0 |
101 |
0 |
0 |
0 |
237 |
Have Standard VARs Remained Stable Since the Crisis? |
0 |
0 |
0 |
39 |
1 |
2 |
10 |
47 |
Have Standard VARs Remained Stable since the Crisis? |
0 |
0 |
1 |
87 |
1 |
3 |
11 |
185 |
Have standard VARs remained stable since the crisis? |
0 |
0 |
2 |
111 |
2 |
2 |
12 |
201 |
Large Vector Autoregressions with Asymmetric Priors |
1 |
3 |
5 |
128 |
1 |
9 |
22 |
180 |
Large Vector Autoregressions with Asymmetric Priors |
0 |
1 |
1 |
3 |
1 |
4 |
13 |
23 |
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors |
0 |
0 |
11 |
189 |
1 |
6 |
32 |
317 |
Measuring Uncertainty and Its Impact on the Economy |
0 |
0 |
2 |
62 |
1 |
4 |
13 |
89 |
Measuring Uncertainty and Its Impact on the Economy |
2 |
4 |
9 |
190 |
5 |
9 |
39 |
323 |
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes |
0 |
0 |
0 |
99 |
0 |
2 |
3 |
396 |
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates |
0 |
1 |
4 |
69 |
0 |
3 |
9 |
129 |
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates |
0 |
34 |
37 |
37 |
3 |
16 |
24 |
24 |
Nowcasting Tail Risks to Economic Activity with Many Indicators |
9 |
15 |
50 |
50 |
18 |
38 |
86 |
86 |
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility |
0 |
0 |
5 |
67 |
2 |
4 |
18 |
144 |
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility |
0 |
2 |
4 |
215 |
2 |
11 |
25 |
385 |
Sectoral Survey-based Confidence Indicators for Europe |
0 |
0 |
0 |
49 |
0 |
1 |
4 |
239 |
Structural Analysis with Multivariate Autoregressive Index Models |
0 |
1 |
2 |
82 |
0 |
1 |
9 |
104 |
The Global Component of Inflation Volatility |
0 |
0 |
6 |
34 |
0 |
2 |
16 |
40 |
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach |
0 |
0 |
1 |
251 |
0 |
3 |
27 |
551 |
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach |
0 |
1 |
7 |
8 |
3 |
4 |
28 |
50 |
The global component of inflation volatility |
1 |
4 |
12 |
126 |
5 |
15 |
64 |
293 |
Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters |
1 |
2 |
7 |
65 |
4 |
8 |
27 |
152 |
UK Term Structure Decompositions at the Zero Lower Bound |
1 |
1 |
1 |
4 |
2 |
2 |
13 |
29 |
UK Term Structure Decompositions at the Zero Lower Bound |
0 |
0 |
0 |
67 |
1 |
1 |
12 |
120 |
UK term structure decompositions at the zero lower bound |
0 |
0 |
1 |
64 |
1 |
2 |
13 |
110 |
Total Working Papers |
23 |
110 |
427 |
6,401 |
105 |
331 |
1,266 |
14,429 |