| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Mixed Frequency Approach for Stock Returns and Valuation Ratios |
0 |
0 |
0 |
46 |
5 |
6 |
7 |
75 |
| A Non-linear Analysis on the Sustainability of the Government's Intertemporal Budget Constraint |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
32 |
| An Assessment of Inflation Targeting |
0 |
0 |
2 |
4 |
2 |
3 |
10 |
23 |
| An assessment of inflation targeting |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
21 |
| An assessment of the inflation targeting experience |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
79 |
| Asymmetric and Non-Linear Adjustments in Local Fiscal Policy |
0 |
0 |
2 |
73 |
0 |
1 |
3 |
205 |
| Asymmetric and non-linear adjustment in the revenue-expenditure models |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
226 |
| Asymmetric and non-linear adjustment in the revenue-expenditure models |
0 |
0 |
0 |
80 |
0 |
2 |
3 |
280 |
| COVID-19 anti-contagion policies and economic support measures in the USA |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
13 |
| Causes of the Financial Crisis: An Assessment using UK Data |
0 |
0 |
0 |
66 |
1 |
1 |
2 |
145 |
| Causes of the Financial Crisis: an Assessment Using UK Data |
0 |
0 |
0 |
35 |
1 |
1 |
1 |
166 |
| Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach |
0 |
0 |
0 |
87 |
1 |
1 |
2 |
432 |
| Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach |
0 |
0 |
0 |
102 |
3 |
3 |
4 |
465 |
| Debt Sustainability and Financial Crises: Evidence from the GIIPS |
0 |
0 |
0 |
85 |
1 |
2 |
3 |
179 |
| Debt Sustainability and Financial Crises: Evidence from the GIIPS |
0 |
0 |
0 |
136 |
1 |
3 |
6 |
641 |
| Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model |
0 |
0 |
0 |
121 |
1 |
1 |
2 |
538 |
| Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model |
0 |
0 |
0 |
5 |
6 |
7 |
8 |
119 |
| Does it Matter where you Search? Twitter versus Traditional News Media |
0 |
1 |
1 |
23 |
2 |
4 |
7 |
78 |
| Dynamics in the European Petroleum Markets |
0 |
0 |
0 |
150 |
0 |
0 |
0 |
459 |
| Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
171 |
| Effectiveness of Government Policies in Response to the COVID-19 Outbreak |
0 |
0 |
1 |
92 |
3 |
5 |
8 |
366 |
| Financial Crises and Monetary Policy: Evidence from the UK |
1 |
1 |
1 |
311 |
3 |
6 |
7 |
730 |
| Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment |
0 |
0 |
0 |
22 |
3 |
5 |
7 |
107 |
| Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment |
0 |
0 |
0 |
38 |
0 |
1 |
1 |
187 |
| Financial Stability and Monetary Policy |
0 |
0 |
1 |
28 |
1 |
1 |
3 |
72 |
| Financial Stability and Monetary Policy |
0 |
0 |
0 |
160 |
1 |
1 |
4 |
282 |
| Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013 |
0 |
0 |
0 |
36 |
1 |
1 |
1 |
100 |
| Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS |
0 |
0 |
0 |
21 |
1 |
2 |
2 |
88 |
| Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS |
0 |
0 |
0 |
57 |
2 |
2 |
3 |
185 |
| Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds |
0 |
0 |
0 |
33 |
1 |
2 |
3 |
47 |
| Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models |
0 |
1 |
3 |
192 |
1 |
2 |
6 |
767 |
| Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models |
0 |
0 |
2 |
633 |
3 |
4 |
11 |
2,604 |
| Forecasting the spot prices of various coffee types using linear and non-linear error correction models |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
335 |
| Global liquidity, money growth and UK inflation |
0 |
0 |
0 |
57 |
1 |
1 |
3 |
112 |
| Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone |
0 |
0 |
0 |
25 |
1 |
1 |
1 |
99 |
| Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone |
0 |
0 |
0 |
50 |
1 |
1 |
1 |
148 |
| IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
| Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case |
1 |
1 |
1 |
60 |
5 |
5 |
6 |
771 |
| Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR |
0 |
0 |
1 |
19 |
2 |
3 |
7 |
71 |
| MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
18 |
| Modeling The Behaviour of the Spot Prices of Various Types of Coffee |
1 |
1 |
1 |
145 |
2 |
2 |
2 |
992 |
| Modelling Monetary Policy: Inflation Targeting in Practice |
0 |
0 |
0 |
449 |
2 |
3 |
3 |
876 |
| Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach |
0 |
0 |
0 |
2 |
1 |
2 |
5 |
1,460 |
| Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach |
0 |
0 |
0 |
31 |
1 |
1 |
2 |
118 |
| Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
230 |
| Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds |
0 |
0 |
0 |
63 |
1 |
1 |
1 |
146 |
| Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds |
0 |
0 |
0 |
45 |
3 |
3 |
3 |
119 |
| Monetary Policy and the Hybrid Phillips Curve |
0 |
0 |
1 |
218 |
1 |
1 |
2 |
546 |
| Monetary Policy and the Hybrid Phillips Curve |
0 |
0 |
2 |
8 |
0 |
1 |
4 |
33 |
| Multivariate STAR Unemployment Rate Forecasts |
0 |
0 |
0 |
337 |
1 |
2 |
2 |
1,098 |
| Non-linear Inflationary Dynamics: Evidence from the UK |
0 |
0 |
0 |
43 |
2 |
2 |
3 |
196 |
| Non-linear Inflationary Dynamics: Evidence from the UK |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
178 |
| Non-linear adjustments in fiscal policy |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
53 |
| Non-linear adjustments in fiscal policy |
0 |
0 |
0 |
86 |
1 |
1 |
3 |
548 |
| Non-linear multivariate adjustment of the UK real exchange rate |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
54 |
| Non-linear real exchange rate effects in the UK labour market |
0 |
0 |
0 |
100 |
4 |
4 |
5 |
469 |
| Non-linear real exchange rate effects in the UK labour market |
0 |
0 |
0 |
112 |
2 |
2 |
5 |
502 |
| Non-linear real exchange rate effects in the UK labour market |
0 |
0 |
0 |
186 |
3 |
4 |
8 |
844 |
| Non-performing loans and sovereign credit ratings |
0 |
0 |
0 |
104 |
0 |
0 |
9 |
357 |
| Nonlinear inflation dynamics: evidence from the UK |
0 |
0 |
0 |
108 |
3 |
4 |
5 |
276 |
| On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
424 |
| On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach |
0 |
0 |
0 |
85 |
2 |
2 |
4 |
302 |
| On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach |
0 |
0 |
0 |
110 |
1 |
1 |
4 |
431 |
| On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models |
0 |
0 |
0 |
119 |
3 |
4 |
6 |
463 |
| On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models |
0 |
0 |
0 |
55 |
1 |
1 |
1 |
333 |
| Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication |
0 |
0 |
0 |
27 |
1 |
3 |
4 |
85 |
| Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts |
0 |
0 |
1 |
9 |
1 |
2 |
5 |
49 |
| Quantitative Easing: A Sceptical Survey |
0 |
0 |
2 |
469 |
1 |
1 |
6 |
1,078 |
| Quantitative Easing: a Sceptical Survey |
0 |
0 |
2 |
105 |
0 |
0 |
3 |
281 |
| Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
116 |
| Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty |
0 |
0 |
0 |
31 |
1 |
3 |
4 |
127 |
| Smooth Transition Models in Price Transmission |
0 |
0 |
1 |
7 |
2 |
2 |
6 |
46 |
| Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint |
0 |
0 |
0 |
102 |
1 |
3 |
3 |
286 |
| THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES |
0 |
0 |
0 |
169 |
3 |
4 |
5 |
585 |
| Testing the Opportunistic Approach to Monetary Policy |
0 |
0 |
0 |
16 |
3 |
4 |
4 |
116 |
| Testing the Opportunistic Approach to Monetary Policy |
0 |
0 |
0 |
115 |
1 |
3 |
3 |
457 |
| The Complex Response of Monetary Policy to Asset Prices |
0 |
0 |
1 |
43 |
1 |
2 |
5 |
105 |
| The Complex Response of Monetary Policy to the Exchange Rate |
0 |
0 |
1 |
5 |
0 |
0 |
3 |
28 |
| The Complex Response of Monetary Policy to the Exchange Rate |
0 |
0 |
0 |
60 |
1 |
1 |
1 |
204 |
| The Impact of Stock Market Illiquidity on Real UK GDP Growth |
0 |
0 |
1 |
115 |
1 |
2 |
4 |
489 |
| The Impact of Uncertainty on Monetary Policy Rules in the UK |
0 |
0 |
0 |
160 |
1 |
3 |
3 |
528 |
| The Policy Window: The Impact of Financial Stress in the UK |
1 |
1 |
1 |
32 |
1 |
1 |
3 |
65 |
| The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US |
0 |
0 |
1 |
54 |
0 |
0 |
1 |
180 |
| The Sub-Prime Crisis and UK Monetary Policy |
0 |
0 |
0 |
3 |
1 |
2 |
3 |
17 |
| The Sub-Prime Crisis and UK Monetary Policy |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
28 |
| The price-dividend relationship in inflationary and deflationary regimes |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
85 |
| The price-dividend relationship in inflationary and deflationary regimes |
0 |
0 |
0 |
79 |
2 |
2 |
2 |
373 |
| Tweets, Google Trends and Sovereign Spreads in the GIIPS |
0 |
0 |
0 |
85 |
0 |
0 |
7 |
255 |
| Tweets, Google Trends and Sovereign Spreads in the GIIPS |
0 |
0 |
0 |
51 |
3 |
3 |
3 |
194 |
| Tweets, Google trends and sovereign spreads in the GIIPS |
0 |
0 |
0 |
17 |
1 |
3 |
9 |
105 |
| Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets |
0 |
0 |
0 |
125 |
0 |
0 |
2 |
279 |
| UK Foreign Direct Investment in Uncertain Economic Times |
0 |
0 |
0 |
5 |
2 |
4 |
6 |
21 |
| UK Foreign Direct Investment in Uncertain Economic Times |
0 |
0 |
1 |
5 |
3 |
3 |
13 |
22 |
| Uncertainty and Monetary Policy Rules in the United States |
0 |
0 |
0 |
104 |
1 |
1 |
3 |
379 |
| Uncertainty and Monetary Policy Rules in the United States |
0 |
0 |
0 |
52 |
0 |
0 |
4 |
174 |
| Uncertainty and UK Monetary Policy |
0 |
0 |
0 |
135 |
1 |
1 |
1 |
475 |
| Uncertainty and UK Monetary Policy |
0 |
0 |
0 |
12 |
1 |
1 |
3 |
67 |
| Uncertainty and UK Monetary Policy |
0 |
0 |
0 |
133 |
4 |
4 |
4 |
615 |
| Uncertainty and UK Monetary Policy |
0 |
0 |
0 |
82 |
1 |
1 |
1 |
268 |
| Uncertainty and UK Monetary Policy |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
204 |
| Unemployment Claims During COVID-19 and Economic Support Measures in the U.S |
0 |
0 |
0 |
30 |
1 |
5 |
7 |
171 |
| Total Working Papers |
4 |
6 |
32 |
8,254 |
131 |
187 |
361 |
31,057 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Multivariate Approach to the Growth of Governments |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
29 |
| A mixed frequency approach for stock returns and valuation ratios |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
57 |
| An assessment of inflation targeting |
0 |
0 |
0 |
0 |
1 |
5 |
11 |
13 |
| Brexit and coronavirus: financial perspectives and future prospects |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
8 |
| COVID-19 anti-contagion policies and economic support measures in the USA |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
30 |
| Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
15 |
| Demand for Greek imports using multivariate cointegration techniques |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
257 |
| Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications |
0 |
0 |
0 |
18 |
5 |
5 |
7 |
96 |
| Does It Matter Where You Search? Twitter versus Traditional News Media |
0 |
0 |
1 |
7 |
0 |
2 |
6 |
38 |
| Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model |
1 |
1 |
2 |
45 |
1 |
1 |
6 |
205 |
| Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone |
0 |
1 |
1 |
34 |
4 |
6 |
12 |
167 |
| Effectiveness of government policies in response to the first COVID-19 outbreak |
0 |
0 |
0 |
2 |
3 |
6 |
7 |
30 |
| Employment, output and political business cycle effects in the Greek non-tradable sector |
0 |
0 |
0 |
38 |
0 |
1 |
4 |
203 |
| Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data |
0 |
1 |
1 |
81 |
2 |
3 |
7 |
191 |
| Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment |
0 |
0 |
0 |
38 |
1 |
3 |
4 |
161 |
| Financial crises and monetary policy: Evidence from the UK |
1 |
1 |
2 |
63 |
2 |
3 |
7 |
203 |
| Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models |
0 |
1 |
1 |
88 |
1 |
2 |
6 |
313 |
| Forecasting returns and risk in financial markets using linear and nonlinear models |
0 |
0 |
0 |
95 |
0 |
0 |
0 |
216 |
| Forecasting the spot prices of various coffee types using linear and non-linear error correction models |
0 |
0 |
1 |
151 |
0 |
0 |
2 |
885 |
| Global liquidity, money growth and UK inflation |
0 |
0 |
0 |
15 |
1 |
8 |
18 |
83 |
| Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford University Press, Oxford 2005, 360pp., ISBN: 0-19-924650-5, Paperback, [UK pound]29.99 |
0 |
0 |
0 |
26 |
0 |
1 |
2 |
155 |
| Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone |
0 |
0 |
1 |
12 |
1 |
1 |
3 |
68 |
| Identifying the Factors that Affect Interest‐Rate Swap Spreads: Some Evidence from the United States and the United Kingdom |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
121 |
| Labor Market Decisions and Greek Manufacturing Competitiveness |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
80 |
| Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR |
0 |
1 |
1 |
18 |
0 |
3 |
7 |
89 |
| Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS |
0 |
0 |
1 |
71 |
0 |
0 |
6 |
223 |
| Long-run structural estimation of labour market equations with an application to Greece1 |
0 |
0 |
0 |
31 |
0 |
2 |
3 |
132 |
| Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach |
0 |
0 |
1 |
76 |
0 |
0 |
1 |
244 |
| Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds |
0 |
0 |
0 |
40 |
0 |
0 |
5 |
113 |
| Modelling the spot prices of various coffee types |
0 |
0 |
0 |
60 |
0 |
3 |
5 |
336 |
| NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENT'S INTERTEMPORAL BUDGET CONSTRAINT |
0 |
0 |
0 |
25 |
3 |
7 |
8 |
97 |
| Non-linear Real Exchange Rate Effects in the UK Labour Market |
0 |
0 |
0 |
67 |
1 |
2 |
6 |
325 |
| Non-linear inflationary dynamics: evidence from the UK |
0 |
0 |
0 |
62 |
3 |
3 |
4 |
267 |
| Non-performing loans and sovereign credit ratings |
0 |
0 |
0 |
24 |
1 |
3 |
6 |
114 |
| Of votes and viruses: the UK economy and economic policy uncertainty |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach |
0 |
0 |
0 |
167 |
0 |
0 |
0 |
612 |
| On stock market illiquidity and real-time GDP growth |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
114 |
| On the economic impact of aggregate liquidity shocks: The case of the UK |
0 |
0 |
1 |
3 |
1 |
2 |
5 |
24 |
| Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts |
0 |
0 |
2 |
63 |
4 |
5 |
10 |
193 |
| Price Transmission in the EU Wholesale Petroleum Markets |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
56 |
| Price dynamics in European petroleum markets |
0 |
0 |
1 |
87 |
1 |
2 |
4 |
346 |
| Quantitative easing: a sceptical survey |
0 |
0 |
0 |
92 |
0 |
3 |
18 |
311 |
| Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
183 |
| Smooth transition vector error correction models for the spot prices of coffee |
0 |
0 |
0 |
110 |
0 |
2 |
2 |
338 |
| TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
134 |
| THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE |
0 |
0 |
0 |
17 |
2 |
4 |
6 |
77 |
| The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth |
0 |
0 |
1 |
38 |
1 |
1 |
3 |
197 |
| The Sub-Prime Crisis and UK Monetary Policy |
0 |
0 |
0 |
36 |
1 |
2 |
2 |
143 |
| The price-dividend relationship in inflationary and deflationary regimes |
0 |
0 |
0 |
35 |
2 |
2 |
2 |
175 |
| Time-varying excess returns on UK government bonds: A non-linear approach |
0 |
0 |
0 |
76 |
2 |
3 |
5 |
373 |
| Tweets, Google trends, and sovereign spreads in the GIIPS |
0 |
0 |
0 |
49 |
2 |
3 |
3 |
169 |
| UK Foreign Direct Investment in uncertain economic times |
0 |
2 |
2 |
3 |
1 |
6 |
16 |
22 |
| UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES |
0 |
0 |
0 |
62 |
2 |
3 |
6 |
169 |
| Unemployment claims during COVID-19 and economic support measures in the U.S |
0 |
0 |
0 |
4 |
2 |
5 |
9 |
30 |
| Total Journal Articles |
2 |
8 |
21 |
2,237 |
52 |
119 |
265 |
9,233 |