| 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 |
0 |
1 |
200 |
0 |
0 |
1 |
460 |
| A Joint Model for the Term Structure of Interest Rates and the Macroeconomy |
0 |
0 |
1 |
244 |
1 |
1 |
4 |
645 |
| A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
94 |
| A New-Keynesian model of the yield curve with learning dynamics: A Bayesian evaluation |
0 |
0 |
0 |
89 |
0 |
0 |
1 |
174 |
| A Structural Macro Model of the Yield Curve |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
242 |
| A macro-financial analysis of the corporate bond market |
0 |
0 |
0 |
11 |
0 |
1 |
6 |
56 |
| A macro-financial analysis of the corporate bond market |
0 |
0 |
2 |
44 |
0 |
1 |
8 |
166 |
| A macro-financial analysis of the euro area sovereign bond market |
0 |
0 |
1 |
129 |
0 |
1 |
9 |
259 |
| A macro-financial analysis of the euro area sovereign bond market |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
| A multi-factor model for the valuation and risk managment of demand deposits |
0 |
1 |
2 |
682 |
0 |
3 |
6 |
1,915 |
| Ageing and the Relative Price of Nontradeables |
0 |
0 |
1 |
51 |
0 |
0 |
1 |
153 |
| An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates |
0 |
0 |
0 |
264 |
0 |
0 |
1 |
772 |
| An Affine Model for International Bond Markets |
0 |
0 |
0 |
250 |
0 |
0 |
0 |
771 |
| An Affine Model for International Bond Markets |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
49 |
| An Extended Macro-Finance Model with Financial Factors |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
282 |
| An Extended Macro-Finance Model with Financial Factors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| An Extended Macro-Finance Model with Financial Factors |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
205 |
| An Extended Macro-Finance Model with Financial Factors |
0 |
0 |
0 |
154 |
0 |
0 |
3 |
597 |
| An extended macro-finance model with financial factors |
0 |
0 |
1 |
55 |
0 |
0 |
2 |
275 |
| Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions |
0 |
1 |
3 |
95 |
0 |
2 |
7 |
259 |
| Dependent or Independent Nonlinearity in Speculative Returns |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
1,174 |
| Dependent or Independent Nonlinearity in Speculative Returns? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Do Exchange Rates Convert Prices of Risk Across Countries? |
0 |
0 |
0 |
48 |
0 |
0 |
2 |
330 |
| Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics |
0 |
0 |
0 |
83 |
0 |
1 |
2 |
150 |
| Endogenous risk in a DSGE model with capital-constrained financial intermediaries |
0 |
0 |
3 |
433 |
1 |
3 |
11 |
805 |
| Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy |
0 |
0 |
0 |
232 |
0 |
0 |
0 |
567 |
| Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve |
0 |
0 |
1 |
171 |
0 |
0 |
2 |
556 |
| Fiscal activism and the cost of debt financing |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
188 |
| Fitting Correlations Within and Between Bond Markets |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
209 |
| Identification of Macroeconomic Factors in Large Panels |
0 |
1 |
2 |
116 |
1 |
2 |
3 |
231 |
| Identification of Macroeconomic Factors in Large Panels |
0 |
0 |
1 |
24 |
0 |
0 |
3 |
178 |
| Identification of macroeconomic factors in large panels |
2 |
3 |
5 |
71 |
2 |
3 |
12 |
433 |
| Imperfect information, macroeconomic dynamics and the yield curve: an encompassing macro-finance model |
0 |
0 |
0 |
108 |
2 |
2 |
3 |
350 |
| Information in the Yield Curve: A Macro-Finance Approach |
0 |
0 |
0 |
99 |
0 |
0 |
1 |
264 |
| Information in the yield curve: A Macro-Finance approach |
0 |
0 |
0 |
84 |
0 |
1 |
3 |
202 |
| Information in the yield curve: A macro-finance approach |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
| Leviathan as a Minority Shareholder: A Study of Equity Purchases by the Brazilian National Development Bank (BNDES), 1995-2003 |
0 |
1 |
1 |
67 |
0 |
2 |
3 |
156 |
| Limits to International Arbitrage: an Empirical Evaluation |
0 |
0 |
1 |
25 |
0 |
1 |
4 |
131 |
| Macro Factors and the Term Structure of Interest Rates |
0 |
0 |
0 |
110 |
0 |
0 |
1 |
250 |
| Macro Factors and the Term Structure of Interest Rates |
0 |
0 |
1 |
396 |
1 |
1 |
2 |
1,003 |
| Macro Factors and the Term Structure of Interest Rates |
0 |
0 |
1 |
475 |
0 |
0 |
6 |
1,684 |
| Macro factors and the Term Structure of Interest Rates |
0 |
0 |
0 |
444 |
1 |
1 |
2 |
1,023 |
| Macro factors and the term structure of interest rates |
0 |
0 |
0 |
240 |
0 |
0 |
3 |
605 |
| Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped? |
0 |
0 |
6 |
17 |
0 |
0 |
9 |
30 |
| Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped? |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
25 |
| Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
102 |
| Monetary Unification and the Price of Risk: An Unconditional Analysis |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
217 |
| Monetary Unification and the Price of Risk: An Unconditional Analysis |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
175 |
| Multiple Equilibria and the Credibility of the Brazilian "Crawling Peg", 1995-1998 |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
61 |
| Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998 |
0 |
0 |
0 |
66 |
0 |
1 |
4 |
309 |
| Real and financial cycles in EU countries - Stylised facts and modelling implications |
0 |
1 |
5 |
113 |
3 |
7 |
29 |
559 |
| Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation |
0 |
0 |
2 |
14 |
1 |
2 |
10 |
53 |
| Some borrowers are more equal than others: Bank funding shocks and credit reallocation |
0 |
0 |
2 |
16 |
0 |
0 |
6 |
72 |
| Some borrowers are more equal than others: bank funding shocks and credit reallocation |
0 |
2 |
7 |
28 |
0 |
3 |
10 |
105 |
| Spatial propagation of macroeconomic shocks in Europe |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
208 |
| Sticky Prices and the Nominal Effects of Real Shocks |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
43 |
| Stochastic Process Switching and Stage III of EMU |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
167 |
| Testing for Forecasting Poential in the Bispectrum |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
826 |
| Testing for the Forecasting Potential in the Bispectrum |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation |
0 |
0 |
0 |
166 |
0 |
0 |
0 |
458 |
| The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach |
0 |
1 |
1 |
202 |
0 |
1 |
2 |
564 |
| The Effect of Monetary Unification on German Bond Markets |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
303 |
| The Effect of Monetary Unification on German Bond Markets |
0 |
0 |
0 |
89 |
0 |
2 |
2 |
610 |
| The Effect of Monetary Unification on German Bond Markets |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
225 |
| The European Central Bank: Decision Rules and Macroeconomic Performance |
0 |
0 |
0 |
149 |
0 |
0 |
0 |
610 |
| The European Central Bank: Decision Rules and Macroeconomic Performance |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
84 |
| The Information Content of Options on the IBEX-35 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
507 |
| The Information Content of Options on the IBEX-35 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
| The benefits and costs of adjusting bank capitalisation: evidence from euro area countries |
0 |
0 |
1 |
43 |
0 |
0 |
5 |
125 |
| The benefits and costs of adjusting bank capitalisation: evidence from euro area countries |
1 |
2 |
3 |
53 |
2 |
4 |
7 |
145 |
| The response of euro area sovereign spreads to the ECB unconventional monetary policies |
0 |
2 |
2 |
58 |
0 |
2 |
5 |
110 |
| Total Working Papers |
3 |
15 |
57 |
7,203 |
16 |
53 |
226 |
24,599 |
LogEc is hosted by the
Örebro University School of Business.