Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Comparison of US and Hong Kong Cap-Floor Volatility Dynamics |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
194 |
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms |
0 |
0 |
0 |
87 |
1 |
2 |
2 |
279 |
Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms |
0 |
0 |
2 |
607 |
0 |
0 |
4 |
2,458 |
Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm |
0 |
0 |
2 |
1,010 |
0 |
0 |
2 |
3,054 |
Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
75 |
CENTRAL BANK LEARNING, TERMS OF TRADE SHOCKS & CURRENCY RISKS: SHOULD ONLY INFLATION MATTER FOR MONETARY POLICY? |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
150 |
Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? |
0 |
0 |
0 |
225 |
0 |
0 |
0 |
900 |
Central Bank Learning, Terms of Trade Shocks & Currency Risks: Should Only Inflation Matter for Monetary Policy? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
157 |
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies |
0 |
0 |
1 |
65 |
0 |
0 |
1 |
300 |
Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies |
0 |
0 |
0 |
155 |
0 |
0 |
0 |
431 |
Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
117 |
Financial liberation and adjustment in Chile and New Zealand |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
365 |
Finding Stability in a Time of Crisis: Lessons of East Asia for Eastern Europe |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
70 |
Fiscal and Current Account Balances in a Model with Sticky Prices and Distortionary Taxes |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
138 |
Forecasting inflation with thick models and neural networks |
1 |
1 |
2 |
255 |
1 |
1 |
7 |
1,383 |
Income Inequality, Trade and Financial Openness |
1 |
1 |
2 |
156 |
2 |
3 |
6 |
274 |
Inflation Targeting and Q Volatility in Small Open Economies |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
182 |
Inflation Targeting and Q Volatility in Small Open Economies |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
131 |
Inflation Targeting, Learning and Q Volatility in Small Open Economies |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
143 |
Inflation Targeting, Learning and Q Volatility in Small Open Economies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
174 |
Need Singapore Fear Floating? A DSGE-VAR Approach |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
177 |
Offshore Fears and Onshore Risk: Exchange Rate Pressures and Bank Volatility Contagion in the People’s Republic of China |
0 |
0 |
3 |
13 |
0 |
0 |
4 |
25 |
Optimal policy rules at home, crisis and quantitative easing abroad |
0 |
1 |
1 |
38 |
0 |
1 |
3 |
62 |
Output Gap Estimation for Inflation Forecasting: The Case of the Philippines |
0 |
0 |
1 |
11 |
0 |
0 |
5 |
48 |
Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark |
0 |
0 |
0 |
208 |
0 |
0 |
0 |
1,709 |
Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data? |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
385 |
STOCHASTIC GROWTH WITH HETEROGENEOUS AGENTS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
413 |
Stock Price Fluctuations in Australia: The Influence of japanese and U.S. Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
901 |
Structural Change and Counterfactual Inflation-Targeting in Hong Kong |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
189 |
TARGET Balances and Macroeconomic Adjustment to Sudden Stops in the Euro Area |
0 |
1 |
2 |
125 |
0 |
3 |
5 |
236 |
The Money-Age Distribution: Empirical Facts and Limited Monetary Models |
0 |
0 |
1 |
100 |
0 |
2 |
5 |
707 |
The Response of Australian Stock, Foreign Exchange and Bond Markets to Foreign Asset Returns and Volatilities |
0 |
0 |
0 |
339 |
0 |
0 |
0 |
1,351 |
The money-age distribution: Empirical facts and economic modelling |
0 |
0 |
0 |
62 |
0 |
0 |
2 |
268 |
Volatility reversal from interest rates to the real exchange rate: financial liberalization in Chile, 1975-82 |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
306 |
Total Working Papers |
2 |
4 |
17 |
4,080 |
4 |
12 |
53 |
17,752 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A diagnostic check for model specification: An application to the yen-dollar exchange rate |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
81 |
ALTERNATIVE GOVERNMENT SPENDING RULES: EFFECTS ON INCOME INEQUALITY AND WELFARE |
0 |
0 |
1 |
21 |
0 |
0 |
1 |
62 |
Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm |
0 |
0 |
4 |
232 |
0 |
2 |
9 |
637 |
Central Bank Learning and Taylor Rules with Sticky Import Prices |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
106 |
Central bank learning, terms of trade shocks and currency risk: Should only inflation matter for monetary policy? |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
118 |
Deciphering the Message in Japanese Deflation Dynamics |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
222 |
Devaluación del Tipo de Cambio, Dolarización e Incertidumbre: Una Comparación entre Bolivia y Perú |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
70 |
Discussion |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
24 |
Exchange controls and interest rate determination with traded and non-traded assets: the Irish-United Kingdom experience |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
118 |
Financial liberalization and adjustment: The cases of Chile and New Zealand |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
183 |
Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan |
0 |
0 |
1 |
16 |
0 |
0 |
5 |
76 |
Forecasting inflation with thick models and neural networks |
0 |
0 |
6 |
79 |
1 |
1 |
13 |
566 |
HOUSEHOLD INCOME DYNAMICS IN A LOWER-INCOME SMALL OPEN ECONOMY: A COMPARISON OF BANKING AND CROWDFUNDING REGIMES |
0 |
0 |
1 |
14 |
0 |
1 |
2 |
63 |
Income growth and inequality: The threshold effects of trade and financial openness |
0 |
0 |
0 |
49 |
1 |
1 |
6 |
160 |
Indexation and Inflationary Inertia: Brazil 1964-1985 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
226 |
Indexation and Stabilization: Theory and Experience |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
185 |
Indexing, exchange rate policy and inflationary feedback effects in Latin America |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
122 |
Inflation targeting, learning and Q volatility in small open economies |
0 |
0 |
1 |
57 |
0 |
0 |
2 |
189 |
Inventory management and economic instability in high inflation economies: A macrodynamic simulation |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
111 |
Irrepressible monetarist conclusions from a non-monetarist model |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
66 |
Japanese monetary policy: edited by Kenneth J. Singleton (University of Chicago Press, for the National Bureau of Economic Research, 1993), 195 pages |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
87 |
Learning and the monetary policy strategy of the European Central Bank |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
108 |
MACROECONOMIC VOLATILITY AND COUNTERFACTUAL INFLATION-TARGETING IN HONG KONG |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
57 |
MACROECONOMIC VOLATILITY UNDER HIGH ACCUMULATION OF GOVERNMENT DEBT: LESSONS FROM JAPAN |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
28 |
Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China |
0 |
0 |
2 |
10 |
0 |
1 |
5 |
43 |
Macroeconomic policy games and asset-price volatility in the EMS: a linear quadratic control analysis of France, Germany, Italy and Spain |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
104 |
Monetary Stabilization with Interest Rate Instruments in Japan: A Linear Quadratic Control Analysis |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
32 |
Monetary policy games with broad money targets a linear quadratic control analysis of the U.S. and Japan |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
88 |
Monetary regime choice in Singapore: Would a Taylor rule outperform exchange-rate management? |
0 |
0 |
1 |
42 |
0 |
0 |
2 |
168 |
Money Demand during Hyperinflation and Stabilization: Bolivia, 1980-88 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
1,393 |
Offshore fears and onshore risk: exchange rate pressures and bank volatility contagion in China |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
9 |
Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages |
0 |
1 |
2 |
214 |
0 |
1 |
3 |
667 |
Policy-Dependent Parameters in the Presence of Optimal Learning: An Application of Kalman Filtering to the Fair and Sargent Supply-Side Equations |
0 |
0 |
1 |
37 |
0 |
0 |
1 |
132 |
Quasi-monetary and quasi-fiscal policy rules at the zero-lower bound |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
103 |
Regional capital mobility in China: Economic reform with limited financial integration |
0 |
0 |
0 |
36 |
0 |
0 |
4 |
187 |
Special issue on international financial markets and the macroeconomy |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
192 |
Sudden stops in the Euro Area: Does monetary union matter? |
0 |
1 |
2 |
17 |
0 |
1 |
8 |
53 |
The Effect of the Nikkei and the S&P on the All-Ordinaries: A Comparison of Three Models |
0 |
0 |
0 |
86 |
0 |
0 |
1 |
389 |
The Pricing of Manufactured Goods during Trade Liberalization: Evidence from Chile, Israel, and Korea |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
755 |
The macrodynamic and distributional effects debt swaps: a siumulation analysis of alternative conversion mechanisms |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
18 |
The money-age distribution: Empirical facts and the limits of three monetary models |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
156 |
Time Series Evidence Bearing on Crude Theories of Regional Growth |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
46 |
Unconventional monetary and fiscal policies in interconnected economies: Do policy rules matter? |
1 |
1 |
3 |
14 |
1 |
3 |
8 |
79 |
WAS THE GOLD STANDARD REALLY DESTABILIZING? |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
120 |
Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
122 |
Total Journal Articles |
1 |
3 |
28 |
1,525 |
3 |
13 |
91 |
8,521 |