Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A method to measure flag performance for the shipping industry |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
127 |
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
103 |
Bayesian near-boundary analysis in basic macroeconomic time series models |
0 |
0 |
2 |
87 |
0 |
0 |
3 |
171 |
Breaking Down TRACE Volumes Further |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
16 |
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? |
0 |
0 |
1 |
57 |
0 |
1 |
6 |
90 |
Examining the Nelson-Siegel Class of Term Structure Models |
2 |
2 |
5 |
2,142 |
4 |
5 |
20 |
5,241 |
Gibbs sampling in econometric practice |
0 |
0 |
0 |
58 |
0 |
0 |
3 |
176 |
International Spillovers of Monetary Policy |
8 |
22 |
76 |
463 |
10 |
39 |
174 |
933 |
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
169 |
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields |
0 |
2 |
4 |
62 |
0 |
4 |
17 |
99 |
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity |
0 |
0 |
5 |
822 |
0 |
0 |
9 |
2,391 |
Monetary Policy Surprises and Monetary Policy Uncertainty |
1 |
1 |
1 |
95 |
1 |
2 |
9 |
150 |
Monetary Policy Uncertainty and Monetary Policy Surprises |
0 |
1 |
8 |
73 |
1 |
2 |
20 |
145 |
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling |
0 |
0 |
1 |
139 |
0 |
0 |
1 |
482 |
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? |
0 |
0 |
2 |
363 |
0 |
1 |
5 |
1,294 |
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information |
0 |
0 |
1 |
356 |
0 |
1 |
5 |
900 |
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information |
0 |
0 |
0 |
141 |
0 |
0 |
0 |
363 |
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference |
0 |
1 |
2 |
13 |
0 |
1 |
6 |
16 |
Term structure forecasting using macro factors and forecast combination |
0 |
0 |
2 |
95 |
2 |
3 |
11 |
275 |
Term structure forecasting using macro factors and forecast combination |
0 |
1 |
2 |
154 |
1 |
2 |
5 |
323 |
Testing for changes in volatility in heteroskedastic time series - a further examination |
0 |
0 |
0 |
56 |
0 |
0 |
5 |
201 |
The Liquidity Effects of Official Bond Market Intervention |
1 |
2 |
5 |
71 |
1 |
3 |
8 |
168 |
Unlocking the Treasury Market through TRACE |
1 |
1 |
1 |
7 |
1 |
1 |
8 |
32 |
Total Working Papers |
13 |
33 |
118 |
5,345 |
21 |
65 |
322 |
13,865 |