| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Aggregation Bias" DOES Explain the PPP Puzzle |
0 |
0 |
0 |
144 |
0 |
2 |
8 |
533 |
| 'Aggregation Bias' DOES Explain the PPP Puzzle |
0 |
0 |
0 |
86 |
1 |
2 |
15 |
449 |
| A Historical Perspective on International Co-movements: 1821-2007 |
0 |
0 |
0 |
5 |
0 |
0 |
11 |
62 |
| A generalised stochastic volatility in mean VAR |
0 |
1 |
1 |
118 |
0 |
3 |
19 |
239 |
| A tail of labor supply and a tale of monetary policy |
0 |
0 |
1 |
21 |
0 |
2 |
23 |
68 |
| All together now: Do international factors explain relative price co-movements? |
0 |
0 |
0 |
38 |
0 |
2 |
21 |
190 |
| All together now: do international factors explain relative price comovements? |
0 |
0 |
0 |
119 |
1 |
1 |
25 |
339 |
| Assessing the economy-wide effects of quantitative easing |
0 |
0 |
5 |
510 |
2 |
4 |
42 |
1,381 |
| Asset prices, credit and the Russian economy |
0 |
0 |
0 |
44 |
0 |
0 |
23 |
181 |
| Bayesian Vector Autoregressions with Non-Gaussian Shocks |
0 |
0 |
0 |
92 |
0 |
0 |
17 |
230 |
| Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics |
0 |
0 |
0 |
199 |
0 |
2 |
20 |
440 |
| Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR |
1 |
1 |
2 |
200 |
2 |
2 |
12 |
439 |
| Changing Macroeconomic Dynamics at the Zero Lower Bound |
0 |
0 |
1 |
151 |
2 |
3 |
23 |
356 |
| Common and Country Specific Economic Uncertainty |
0 |
0 |
1 |
22 |
0 |
2 |
20 |
147 |
| Common and country specific factors in the distribution of real wages |
0 |
1 |
7 |
149 |
1 |
2 |
17 |
354 |
| Consumption excess sensitivity, liquidity constraints and the collateral role of housing |
0 |
0 |
0 |
268 |
2 |
2 |
21 |
1,227 |
| Does uncertainty affect real activity? Evidence from state-level |
0 |
0 |
0 |
26 |
0 |
1 |
22 |
85 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
2 |
91 |
0 |
1 |
16 |
302 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
1 |
5 |
1 |
1 |
10 |
69 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
0 |
164 |
0 |
1 |
11 |
344 |
| Dynamics of the Term Structure of UK Interest Rates |
0 |
0 |
0 |
53 |
0 |
0 |
8 |
180 |
| Dynamics of the term structure of UK interest rates |
0 |
0 |
0 |
210 |
1 |
1 |
27 |
435 |
| Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters |
0 |
0 |
0 |
107 |
0 |
1 |
11 |
270 |
| Estimating the impact of the volatility of shocks: a structural VAR approach |
0 |
0 |
0 |
282 |
1 |
1 |
14 |
526 |
| Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model |
0 |
0 |
0 |
301 |
3 |
3 |
27 |
745 |
| Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR |
0 |
0 |
1 |
325 |
0 |
0 |
13 |
610 |
| Evolving international inflation dynamics: evidence from a time-varying dynamic factor model |
0 |
0 |
1 |
423 |
1 |
1 |
11 |
960 |
| Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom |
0 |
0 |
0 |
253 |
0 |
0 |
12 |
419 |
| Exchange rate pass-through into UK import prices |
0 |
0 |
0 |
197 |
0 |
0 |
13 |
887 |
| Factor adjustment costs: a structural investigation |
0 |
0 |
1 |
46 |
0 |
1 |
14 |
156 |
| Fat-tails in VAR Models |
0 |
0 |
1 |
4 |
1 |
2 |
13 |
47 |
| Financial Conditions and Density Forecasts for US Output and Inflation |
0 |
0 |
0 |
18 |
0 |
2 |
12 |
78 |
| Financial Regimes and Uncertainty Shocks |
0 |
0 |
1 |
22 |
0 |
2 |
19 |
178 |
| Financial conditions and density forecasts for US Output and inflation |
0 |
0 |
0 |
723 |
0 |
2 |
18 |
1,619 |
| Financial conditions and density forecasts for US output and inflation |
0 |
0 |
1 |
82 |
2 |
5 |
25 |
202 |
| Financial indicators and density forecasts for US output and inflation |
0 |
0 |
0 |
59 |
1 |
1 |
11 |
133 |
| Financial regimes and uncertainty shocks |
0 |
0 |
1 |
180 |
1 |
1 |
46 |
569 |
| Fiscal Policy Shocks and Stock Prices in the United State |
0 |
0 |
0 |
57 |
0 |
0 |
19 |
114 |
| Fiscal Policy Shocks and Stock Prices in the United States |
0 |
0 |
0 |
44 |
0 |
0 |
10 |
81 |
| Fiscal policy shocks and stock prices in the United States |
0 |
0 |
0 |
64 |
1 |
1 |
18 |
112 |
| Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters |
0 |
0 |
0 |
270 |
0 |
2 |
15 |
710 |
| Forecasting with VAR Models: Fat Tails and Stochastic Volatility |
0 |
0 |
1 |
103 |
2 |
3 |
34 |
265 |
| Forecasting with VAR models: fat tails and stochastic volatility |
0 |
0 |
1 |
78 |
3 |
3 |
27 |
168 |
| Global Economic Divergence and Portfolio Capital Flows to Emerging Markets |
0 |
0 |
1 |
3 |
1 |
2 |
23 |
39 |
| Global house prices since 1950 |
0 |
1 |
4 |
27 |
2 |
5 |
47 |
106 |
| How to Sell Jobs |
0 |
0 |
0 |
37 |
2 |
2 |
18 |
142 |
| Inflation Globalization and the Fall of Country Specific Fluctuations |
0 |
0 |
0 |
175 |
0 |
1 |
14 |
427 |
| International Comovements, Business Cycle and Inflation: a Historical Perspective |
0 |
0 |
0 |
216 |
0 |
1 |
18 |
549 |
| International comovements, business cycle and inflation: a historical perspective |
0 |
0 |
0 |
43 |
1 |
1 |
14 |
163 |
| International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy |
0 |
0 |
1 |
234 |
2 |
3 |
14 |
485 |
| Investigating the structural stability of the Phillips curve relationship |
0 |
0 |
0 |
110 |
0 |
1 |
21 |
374 |
| Labor Market Dynamics: a Time-varying Analysis |
0 |
0 |
0 |
110 |
0 |
2 |
17 |
189 |
| Measuring the origins of macroeconomic uncertainty |
0 |
0 |
6 |
456 |
1 |
3 |
28 |
915 |
| Monetary Policy and Inequality in the UK |
0 |
0 |
0 |
14 |
4 |
5 |
17 |
73 |
| Monetary policy surprises and their transmission through term premia and expected interest rates |
0 |
0 |
1 |
10 |
1 |
1 |
17 |
41 |
| Neutral technology shocks and employment dynamics: results based on an RBC identification scheme |
0 |
0 |
0 |
68 |
0 |
0 |
6 |
154 |
| Non-linear Dynamics of Oil Supply News Shocks |
0 |
0 |
9 |
47 |
2 |
3 |
41 |
120 |
| Non-linear effects of government spending shocks in the US. Evidence from state-level data |
0 |
0 |
4 |
91 |
0 |
0 |
17 |
189 |
| Non-linear effects of oil shocks on stock prices |
0 |
1 |
15 |
484 |
0 |
2 |
47 |
1,079 |
| One TV, One Price? |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
68 |
| One TV, One Price? |
0 |
0 |
0 |
107 |
0 |
1 |
15 |
376 |
| One TV, One Price? |
0 |
0 |
0 |
26 |
0 |
0 |
9 |
129 |
| Online Appendix to "Financial conditions and density forecasts for US output and inflation" |
0 |
0 |
2 |
92 |
0 |
0 |
13 |
213 |
| PPP Strikes Back: Aggregation and the Real Exchange Rate |
0 |
0 |
0 |
454 |
1 |
3 |
19 |
1,430 |
| PPP Strikes Back: Aggregation and the Real Exchange Rate |
0 |
0 |
0 |
175 |
0 |
1 |
28 |
785 |
| Policy Uncertainty and Aggregate Fluctuations |
0 |
0 |
0 |
73 |
0 |
0 |
11 |
191 |
| Policy Uncertainty and Aggregate Fluctuations |
0 |
0 |
0 |
29 |
0 |
0 |
7 |
106 |
| The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
69 |
| The Effect of Labor and Financial Frictions on Aggregate Fluctuations |
0 |
1 |
1 |
136 |
1 |
3 |
22 |
277 |
| The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
0 |
134 |
0 |
0 |
6 |
256 |
| The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
0 |
72 |
0 |
1 |
16 |
137 |
| The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
1 |
36 |
0 |
0 |
10 |
96 |
| The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis |
0 |
0 |
1 |
68 |
1 |
1 |
12 |
191 |
| The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach |
0 |
0 |
1 |
16 |
1 |
1 |
22 |
124 |
| The State Level Impact of Uncertainty Shocks |
0 |
0 |
0 |
18 |
0 |
0 |
10 |
72 |
| The Transmission Mechanism in Good and Bad Times |
0 |
0 |
0 |
78 |
1 |
2 |
25 |
249 |
| The evolving impact of global, region-specific and country-specific uncertainty |
0 |
0 |
1 |
119 |
1 |
1 |
17 |
211 |
| The international transmission of volatility shocks: an empirical analysis |
0 |
0 |
1 |
258 |
1 |
4 |
17 |
521 |
| The role of oil prices and monetary policy in the Norwegian economy since the 1980s |
0 |
0 |
1 |
86 |
0 |
0 |
17 |
128 |
| Time-Varying Yield Curve Dynamics and Monetary Policy |
0 |
0 |
1 |
393 |
0 |
0 |
17 |
862 |
| Time-varying dynamics of the real exchange rate. A structural VAR analysis |
0 |
1 |
3 |
364 |
0 |
1 |
31 |
760 |
| Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis |
0 |
0 |
4 |
275 |
1 |
2 |
20 |
588 |
| U.S. evolving macroeconomic dynamics: a structural investigation |
1 |
1 |
2 |
353 |
1 |
1 |
15 |
955 |
| US financial shocks and the distribution of income and consumption in the UK |
0 |
0 |
1 |
41 |
1 |
1 |
10 |
86 |
| US financial shocks and the distribution of income and consumption in the UK |
0 |
0 |
2 |
96 |
0 |
0 |
14 |
205 |
| Using time-varying VARs to diagnose the source of ‘Great Moderations’: a Monte Carlo analysis |
0 |
0 |
0 |
79 |
1 |
1 |
7 |
205 |
| VAR Models with Non-Gaussian Shocks |
0 |
0 |
2 |
137 |
2 |
2 |
24 |
410 |
| VAR Models with Non-Gaussian Shocks |
0 |
0 |
0 |
51 |
0 |
0 |
21 |
92 |
| VAR models with non-Gaussian shocks |
0 |
0 |
1 |
33 |
0 |
0 |
11 |
34 |
| Volatility Co-movement and the Great Moderation. An Empirical Analysis |
0 |
0 |
0 |
42 |
1 |
1 |
11 |
119 |
| What do VARs Tell Us about the Impact of a Credit Supply Shock? |
0 |
1 |
1 |
9 |
0 |
2 |
13 |
108 |
| What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis |
0 |
1 |
1 |
17 |
0 |
1 |
10 |
158 |
| What lies beneath: what can disaggregated data tell us about the behaviour of prices? |
0 |
0 |
0 |
79 |
1 |
3 |
23 |
270 |
| What lies beneath? A time-varying FAVAR model for the UK transmission mechanism |
0 |
0 |
0 |
237 |
2 |
5 |
23 |
529 |
| Total Working Papers |
2 |
10 |
98 |
12,666 |
62 |
136 |
1,689 |
32,954 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Assessing the Economy‐wide Effects of Quantitative Easing |
0 |
0 |
0 |
425 |
0 |
4 |
31 |
1,354 |
| Changes in the effects of monetary policy on disaggregate price dynamics |
2 |
3 |
18 |
1,216 |
3 |
7 |
80 |
3,415 |
| Common and country specific economic uncertainty |
1 |
1 |
7 |
125 |
3 |
6 |
29 |
477 |
| Does uncertainty affect real activity? Evidence from state-level data |
0 |
0 |
0 |
41 |
1 |
1 |
9 |
130 |
| EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS |
0 |
2 |
5 |
432 |
0 |
2 |
18 |
825 |
| EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING |
0 |
0 |
1 |
108 |
0 |
1 |
8 |
256 |
| Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK |
0 |
1 |
15 |
491 |
0 |
3 |
38 |
909 |
| Exchange rate pass-through into U.K. import prices: evidence from disaggregated data |
0 |
0 |
2 |
128 |
0 |
0 |
13 |
500 |
| Factor adjustment costs: A structural investigation |
0 |
0 |
1 |
29 |
0 |
2 |
12 |
139 |
| Financial conditions and density forecasts for US output and inflation |
0 |
1 |
24 |
532 |
5 |
10 |
70 |
1,466 |
| Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters |
0 |
0 |
0 |
107 |
0 |
2 |
14 |
375 |
| Forecasting with VAR models: Fat tails and stochastic volatility |
0 |
0 |
2 |
69 |
3 |
3 |
25 |
221 |
| International Comovements, Business Cycle and Inflation: a Historical Perspective |
0 |
0 |
1 |
448 |
1 |
2 |
22 |
1,436 |
| International fiscal spillovers |
0 |
0 |
1 |
119 |
0 |
1 |
16 |
380 |
| International influences on domestic prices and activities: a FAVAR approach to open economy |
0 |
0 |
0 |
127 |
0 |
0 |
11 |
215 |
| Labor Market Dynamics: A Time-Varying Analysis |
0 |
0 |
0 |
16 |
18 |
18 |
31 |
144 |
| Macroeconomic information, structural change, and the prediction of fiscal aggregates |
0 |
0 |
0 |
14 |
0 |
0 |
14 |
90 |
| Monetary Policy and Firm Dynamics |
0 |
0 |
4 |
79 |
0 |
2 |
29 |
290 |
| NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION |
0 |
2 |
5 |
103 |
1 |
3 |
26 |
275 |
| Nonlinearities and Real Exchange Rate Dynamics |
0 |
0 |
2 |
189 |
0 |
1 |
21 |
576 |
| One TV, One Price? |
0 |
0 |
1 |
74 |
0 |
3 |
18 |
489 |
| PPP Strikes Back: Aggregation And the Real Exchange Rate |
0 |
0 |
5 |
239 |
2 |
5 |
34 |
2,143 |
| Policy uncertainty and aggregate fluctuations |
0 |
0 |
2 |
68 |
2 |
3 |
14 |
187 |
| THE EFFECT OF LABOR AND FINANCIAL FRICTIONS ON AGGREGATE FLUCTUATIONS |
0 |
1 |
1 |
40 |
2 |
4 |
66 |
186 |
| THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS |
0 |
0 |
0 |
84 |
0 |
2 |
14 |
287 |
| TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS |
0 |
0 |
0 |
0 |
1 |
1 |
19 |
314 |
| The Changing Transmission of Uncertainty Shocks in the U.S |
0 |
2 |
3 |
45 |
1 |
6 |
18 |
143 |
| The Evolving Transmission of Uncertainty Shocks in the United Kingdom |
0 |
0 |
0 |
41 |
0 |
0 |
3 |
123 |
| The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach |
1 |
1 |
2 |
74 |
1 |
2 |
19 |
237 |
| The Impact of the Volatility of Monetary Policy Shocks |
0 |
0 |
0 |
119 |
1 |
5 |
21 |
363 |
| The Transmission of International Shocks: A Factor-Augmented VAR Approach |
0 |
0 |
0 |
756 |
1 |
2 |
43 |
1,973 |
| The great moderation of the term structure of UK interest rates |
0 |
0 |
1 |
295 |
2 |
5 |
85 |
876 |
| The impact of monetary policy on inequality in the UK. An empirical analysis |
2 |
3 |
11 |
528 |
3 |
6 |
55 |
1,298 |
| The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR |
0 |
0 |
2 |
396 |
2 |
3 |
18 |
877 |
| Time-varying yield curve dynamics and monetary policy |
0 |
0 |
2 |
351 |
2 |
2 |
22 |
812 |
| WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? |
0 |
1 |
2 |
30 |
1 |
4 |
32 |
134 |
| What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism |
0 |
0 |
1 |
79 |
0 |
0 |
15 |
240 |
| Total Journal Articles |
6 |
18 |
121 |
8,017 |
56 |
121 |
1,013 |
24,155 |
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