| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Chaotic Monetary Model of the Exchange Rate |
0 |
1 |
4 |
196 |
0 |
3 |
11 |
453 |
| A Joint Model for the Term Structure of Interest Rates and the Macroeconomy |
0 |
0 |
2 |
239 |
0 |
2 |
8 |
633 |
| A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation |
0 |
0 |
1 |
34 |
0 |
0 |
4 |
89 |
| A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation |
0 |
0 |
2 |
88 |
0 |
1 |
7 |
165 |
| A Structural Macro Model of the Yield Curve |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
232 |
| A macro-financial analysis of the corporate bond market |
0 |
2 |
6 |
37 |
3 |
10 |
53 |
101 |
| A macro-financial analysis of the corporate bond market |
0 |
0 |
2 |
11 |
0 |
2 |
16 |
44 |
| A macro-financial analysis of the euro area sovereign bond market |
0 |
0 |
9 |
122 |
0 |
2 |
26 |
231 |
| A multi-factor model for the valuation and risk managment of demand deposits |
0 |
2 |
6 |
668 |
1 |
5 |
16 |
1,877 |
| Ageing and the Relative Price of Nontradeables |
0 |
0 |
1 |
50 |
0 |
0 |
6 |
146 |
| An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates |
0 |
0 |
0 |
262 |
0 |
0 |
6 |
759 |
| An Affine Model for International Bond Markets |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
46 |
| An Affine Model for International Bond Markets |
0 |
0 |
0 |
250 |
0 |
0 |
2 |
769 |
| An Extended Macro-Finance Model with Financial Factors |
0 |
0 |
0 |
97 |
0 |
0 |
4 |
277 |
| An Extended Macro-Finance Model with Financial Factors |
1 |
3 |
7 |
150 |
2 |
8 |
19 |
576 |
| An Extended Macro-Finance Model with Financial Factors |
0 |
0 |
0 |
106 |
0 |
0 |
2 |
197 |
| An extended macro-finance model with financial factors |
0 |
0 |
0 |
54 |
0 |
0 |
3 |
265 |
| Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions |
1 |
3 |
7 |
83 |
5 |
16 |
40 |
220 |
| Dependent or Independent Nonlinearity in Speculative Returns |
0 |
0 |
0 |
3 |
0 |
1 |
5 |
1,164 |
| Dependent or Independent Nonlinearity in Speculative Returns? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Do Exchange Rates Convert Prices of Risk Across Countries? |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
324 |
| Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics |
0 |
0 |
1 |
83 |
1 |
2 |
6 |
145 |
| Endogenous risk in a DSGE model with capital-constrained financial intermediaries |
1 |
2 |
5 |
426 |
2 |
4 |
23 |
780 |
| Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy |
0 |
0 |
0 |
232 |
0 |
0 |
2 |
562 |
| Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve |
0 |
0 |
0 |
170 |
0 |
0 |
2 |
552 |
| Fiscal activism and the cost of debt financing |
0 |
0 |
0 |
46 |
0 |
0 |
4 |
167 |
| Fitting Correlations Within and Between Bond Markets |
0 |
0 |
1 |
75 |
0 |
0 |
4 |
208 |
| Identification of Macroeconomic Factors in Large Panels |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
165 |
| Identification of Macroeconomic Factors in Large Panels |
0 |
0 |
0 |
114 |
0 |
0 |
2 |
225 |
| Identification of macroeconomic factors in large panels |
0 |
1 |
4 |
64 |
0 |
1 |
7 |
411 |
| Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model |
0 |
0 |
0 |
108 |
0 |
2 |
4 |
338 |
| Information in the Yield Curve: A Macro-Finance Approach |
0 |
0 |
2 |
99 |
1 |
3 |
14 |
256 |
| Information in the yield curve: A Macro-Finance approach |
0 |
0 |
0 |
82 |
0 |
2 |
10 |
179 |
| Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003 |
0 |
0 |
0 |
66 |
0 |
0 |
10 |
149 |
| Limits to International Arbitrage: an Empirical Evaluation |
0 |
0 |
0 |
22 |
0 |
0 |
7 |
123 |
| Macro Factors and the Term Structure of Interest Rates |
0 |
0 |
1 |
110 |
0 |
3 |
15 |
245 |
| Macro Factors and the Term Structure of Interest Rates |
0 |
0 |
0 |
474 |
1 |
5 |
13 |
1,670 |
| Macro Factors and the Term Structure of Interest Rates |
0 |
0 |
1 |
395 |
0 |
3 |
18 |
996 |
| Macro factors and the Term Structure of Interest Rates |
0 |
0 |
0 |
444 |
0 |
4 |
12 |
1,015 |
| Macro factors and the term structure of interest rates |
0 |
0 |
0 |
238 |
0 |
3 |
26 |
593 |
| Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target |
0 |
0 |
1 |
17 |
0 |
0 |
4 |
102 |
| Monetary Unification and the Price of Risk: An Unconditional Analysis |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
215 |
| Monetary Unification and the Price of Risk: An Unconditional Analysis |
0 |
0 |
0 |
27 |
1 |
1 |
2 |
173 |
| Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 |
0 |
0 |
1 |
6 |
0 |
0 |
9 |
58 |
| Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 |
0 |
1 |
1 |
65 |
0 |
1 |
3 |
304 |
| Real and financial cycles in EU countries - Stylised facts and modelling implications |
2 |
5 |
18 |
96 |
44 |
97 |
212 |
413 |
| Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation |
0 |
0 |
0 |
8 |
2 |
3 |
19 |
24 |
| Some borrowers are more equal than others: Bank funding shocks and credit reallocation |
0 |
0 |
2 |
12 |
2 |
4 |
22 |
49 |
| Some borrowers are more equal than others: bank funding shocks and credit reallocation |
2 |
2 |
5 |
12 |
4 |
7 |
24 |
66 |
| Spatial propagation of macroeconomic shocks in Europe |
0 |
1 |
4 |
108 |
1 |
5 |
17 |
203 |
| Sticky Prices and the Nominal Effects of Real Shocks |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
41 |
| Stochastic Process Switching and Stage III of EMU |
0 |
0 |
0 |
26 |
0 |
0 |
8 |
160 |
| Testing for Forecasting Poential in the Bispectrum |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
824 |
| Testing for the Forecasting Potential in the Bispectrum |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
| The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation |
0 |
0 |
1 |
166 |
0 |
1 |
7 |
452 |
| The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach |
0 |
0 |
0 |
201 |
0 |
0 |
4 |
557 |
| The Effect of Monetary Unification on German Bond Markets |
0 |
0 |
0 |
40 |
0 |
1 |
2 |
296 |
| The Effect of Monetary Unification on German Bond Markets |
0 |
0 |
0 |
89 |
0 |
1 |
4 |
605 |
| The Effect of Monetary Unification on German Bond Markets |
0 |
0 |
0 |
37 |
0 |
1 |
4 |
220 |
| The European Central Bank: Decision Rules and Macroeconomic Performance |
0 |
0 |
1 |
15 |
1 |
2 |
10 |
82 |
| The European Central Bank: Decision Rules and Macroeconomic Performance |
0 |
0 |
2 |
147 |
0 |
0 |
9 |
604 |
| The Information Content of Options on the IBEX-35 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
| The Information Content of Options on the IBEX-35 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
504 |
| The benefits and costs of adjusting bank capitalisation: evidence from euro area countries |
1 |
1 |
3 |
47 |
8 |
9 |
52 |
88 |
| The benefits and costs of adjusting bank capitalisation: evidence from euro area countries |
1 |
2 |
7 |
35 |
6 |
10 |
39 |
99 |
| The response of euro area sovereign spreads to the ECB unconventional monetary policies |
1 |
2 |
4 |
55 |
2 |
5 |
17 |
97 |
| Total Working Papers |
10 |
28 |
112 |
7,029 |
87 |
230 |
898 |
23,596 |
LogEc is hosted by the
Örebro University School of Business.