| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Global Macro Model for Emerging Europe |
0 |
0 |
1 |
196 |
3 |
8 |
26 |
417 |
| A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty (Maximilian Böck, Martin Feldkircher, Burkhard Raunig) |
0 |
0 |
0 |
16 |
0 |
2 |
13 |
65 |
| Adaptive Shrinkage in Bayesian Vector Autoregressive Models |
0 |
0 |
1 |
46 |
0 |
7 |
20 |
63 |
| Adaptive shrinkage in Bayesian vector autoregressive models |
0 |
0 |
2 |
79 |
2 |
3 |
16 |
127 |
| Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs |
0 |
0 |
1 |
42 |
1 |
6 |
18 |
70 |
| BGVAR: Bayesian Global Vector Autoregressions with Shrinkage Priors in R |
0 |
0 |
0 |
90 |
1 |
7 |
24 |
241 |
| Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging |
0 |
0 |
0 |
107 |
2 |
3 |
9 |
335 |
| Cacophony in Central Banking? Evidence from Euro Area Speeches on Monetary Policy |
0 |
0 |
0 |
24 |
0 |
0 |
11 |
31 |
| Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR |
0 |
0 |
0 |
22 |
2 |
6 |
18 |
111 |
| Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR |
0 |
0 |
0 |
36 |
1 |
4 |
20 |
94 |
| Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR |
0 |
0 |
0 |
33 |
0 |
2 |
13 |
63 |
| Effects of the ECB's Unconventional Monetary Policy on Real and Financial Wealth |
0 |
0 |
0 |
61 |
2 |
6 |
15 |
179 |
| Effects of the ECB’s Unconventional Monetary Policy on Real and Financial Wealth |
0 |
0 |
0 |
73 |
2 |
4 |
18 |
138 |
| Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence |
0 |
0 |
0 |
67 |
0 |
2 |
11 |
173 |
| Exchange market pressures during the financial crisis: A Bayesian model averaging evidence |
0 |
0 |
0 |
55 |
0 |
3 |
7 |
159 |
| Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis |
0 |
0 |
0 |
189 |
0 |
2 |
9 |
557 |
| Forecasting with Bayesian Global Vector Autoregressions |
0 |
1 |
3 |
75 |
1 |
5 |
17 |
172 |
| Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors |
0 |
0 |
0 |
218 |
5 |
11 |
37 |
717 |
| Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment |
0 |
0 |
2 |
49 |
0 |
3 |
12 |
80 |
| Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment |
0 |
0 |
0 |
49 |
0 |
3 |
16 |
128 |
| Global Inflation Dynamics and Inflation Expectations |
1 |
2 |
6 |
115 |
2 |
7 |
25 |
252 |
| How does monetary policy affect income inequality in Japan? Evidence from grouped data |
0 |
0 |
0 |
47 |
0 |
6 |
21 |
164 |
| How does monetary policy affect income inequality in Japan? Evidence from grouped data |
0 |
1 |
1 |
43 |
0 |
7 |
14 |
75 |
| Integration or fragmentation? A closer look at euro area financial markets |
0 |
0 |
0 |
6 |
0 |
2 |
13 |
21 |
| International Effects of Euro Area Forward Guidance |
0 |
0 |
0 |
38 |
3 |
4 |
16 |
77 |
| International Transmission of Credit Shocks: Evidence from Global Vector Autoregression Model |
0 |
0 |
1 |
132 |
1 |
2 |
11 |
183 |
| International effects of a compression of euro area yield curves |
0 |
0 |
0 |
48 |
2 |
7 |
21 |
104 |
| Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession |
0 |
0 |
0 |
48 |
0 |
3 |
10 |
153 |
| Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models |
0 |
0 |
0 |
53 |
0 |
2 |
4 |
91 |
| Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models |
0 |
0 |
0 |
41 |
1 |
4 |
13 |
69 |
| Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model |
0 |
0 |
0 |
22 |
0 |
4 |
18 |
56 |
| Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model |
0 |
0 |
0 |
51 |
4 |
5 |
17 |
87 |
| Small-scale nowcasting models of GDP for selected CESEE countries |
0 |
0 |
0 |
47 |
1 |
4 |
9 |
142 |
| Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? |
0 |
0 |
0 |
7 |
1 |
5 |
16 |
42 |
| Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? |
0 |
0 |
0 |
6 |
0 |
3 |
10 |
39 |
| Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs? |
0 |
0 |
0 |
23 |
0 |
2 |
10 |
39 |
| Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe |
1 |
1 |
1 |
141 |
1 |
4 |
18 |
384 |
| Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe |
0 |
0 |
0 |
139 |
0 |
2 |
12 |
386 |
| Speeches in the Green: The Political Discourse of Green Central Banking |
0 |
1 |
3 |
23 |
1 |
2 |
15 |
58 |
| Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe |
0 |
1 |
2 |
44 |
2 |
8 |
33 |
131 |
| Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe |
0 |
0 |
0 |
69 |
1 |
4 |
20 |
134 |
| Spillovers from Euro Area and U.S. Credit and Demand Shocks: Comparing Emerging Europe on the Basis of a GVAR Model |
0 |
0 |
0 |
81 |
1 |
1 |
4 |
254 |
| Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model |
0 |
0 |
0 |
35 |
2 |
7 |
23 |
82 |
| Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model |
0 |
0 |
0 |
131 |
2 |
6 |
24 |
256 |
| Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy |
1 |
1 |
1 |
32 |
2 |
4 |
16 |
101 |
| Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy |
0 |
0 |
1 |
59 |
1 |
5 |
28 |
150 |
| The Determinants of Economic Growth in European Regions |
0 |
1 |
1 |
181 |
1 |
5 |
18 |
544 |
| The Determinants of Economic Growth in European Regions |
0 |
0 |
0 |
254 |
2 |
4 |
17 |
647 |
| The Determinants of Economic Growth in European Regions |
0 |
0 |
0 |
435 |
0 |
2 |
18 |
1,119 |
| The Impact of Data Revisions on the Robustness of Growth Determinants - A Note on 'Determinants of Economic Growth. Will Data Tell?' |
0 |
0 |
2 |
109 |
0 |
2 |
11 |
267 |
| The International Transmission of U.S. Structural Shocks – Evidence from Global Vector Autoregressions |
0 |
0 |
2 |
107 |
0 |
2 |
14 |
256 |
| The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk |
0 |
0 |
0 |
143 |
1 |
2 |
17 |
375 |
| The impact of monetary policy on expectations along the yield curve |
0 |
0 |
0 |
7 |
1 |
1 |
8 |
29 |
| The impact of monetary policy on expectations along the yield curve |
0 |
0 |
1 |
16 |
0 |
5 |
11 |
39 |
| The implications of globalisation for the ECB monetary policy strategy |
0 |
0 |
4 |
39 |
2 |
14 |
43 |
217 |
| The rise of China and its implications for emerging markets: Evidence from a GVAR model |
0 |
0 |
0 |
137 |
0 |
4 |
20 |
358 |
| US Monetary Policy in a Globalized World |
0 |
0 |
0 |
50 |
0 |
3 |
14 |
69 |
| US Monetary Policy in a Globalized World |
0 |
0 |
0 |
18 |
0 |
3 |
8 |
35 |
| US Monetary Policy in a Globalized World |
0 |
0 |
0 |
45 |
1 |
2 |
7 |
167 |
| US Monetary Policy in a Globalized World |
0 |
0 |
0 |
13 |
1 |
2 |
10 |
77 |
| Unconventional US Monetary Policy: New Tools Same Channels? |
0 |
0 |
0 |
31 |
1 |
1 |
11 |
134 |
| Unconventional US Monetary Policy: New Tools, Same Channels? |
0 |
0 |
0 |
104 |
0 |
3 |
15 |
135 |
| Unconventional US Monetary Policy: New Tools, Same Channels? |
0 |
0 |
0 |
42 |
1 |
2 |
19 |
67 |
| What Do Central Bankers Talk About? Evidence From the BIS Archive |
1 |
6 |
52 |
52 |
4 |
20 |
91 |
91 |
| Words Matter: Central Bank Communication and Household Expectations in a Global Panel |
0 |
0 |
25 |
25 |
1 |
7 |
41 |
41 |
| Total Working Papers |
4 |
15 |
113 |
4,816 |
66 |
281 |
1,144 |
12,117 |