| 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 |
1 |
4 |
8 |
532 |
| 'Aggregation Bias' DOES Explain the PPP Puzzle |
0 |
0 |
0 |
86 |
1 |
6 |
14 |
448 |
| A Historical Perspective on International Co-movements: 1821-2007 |
0 |
0 |
0 |
5 |
0 |
5 |
11 |
62 |
| A generalised stochastic volatility in mean VAR |
0 |
0 |
0 |
117 |
0 |
1 |
16 |
236 |
| A tail of labor supply and a tale of monetary policy |
0 |
0 |
1 |
21 |
2 |
7 |
27 |
68 |
| All together now: Do international factors explain relative price co-movements? |
0 |
0 |
0 |
38 |
2 |
6 |
21 |
190 |
| All together now: do international factors explain relative price comovements? |
0 |
0 |
0 |
119 |
0 |
3 |
24 |
338 |
| Assessing the economy-wide effects of quantitative easing |
0 |
2 |
5 |
510 |
1 |
14 |
41 |
1,378 |
| Asset prices, credit and the Russian economy |
0 |
0 |
0 |
44 |
0 |
1 |
23 |
181 |
| Bayesian Vector Autoregressions with Non-Gaussian Shocks |
0 |
0 |
0 |
92 |
0 |
1 |
17 |
230 |
| Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics |
0 |
0 |
0 |
199 |
1 |
4 |
21 |
439 |
| Changes in the transmission of monetary policy: evidence from a time-varying factor-augmented VAR |
0 |
0 |
2 |
199 |
0 |
2 |
12 |
437 |
| Changing Macroeconomic Dynamics at the Zero Lower Bound |
0 |
0 |
1 |
151 |
1 |
5 |
22 |
354 |
| Common and Country Specific Economic Uncertainty |
0 |
0 |
1 |
22 |
1 |
4 |
20 |
146 |
| Common and country specific factors in the distribution of real wages |
1 |
1 |
8 |
149 |
1 |
3 |
24 |
353 |
| Consumption excess sensitivity, liquidity constraints and the collateral role of housing |
0 |
0 |
0 |
268 |
0 |
3 |
19 |
1,225 |
| Does uncertainty affect real activity? Evidence from state-level |
0 |
0 |
0 |
26 |
0 |
2 |
21 |
84 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
3 |
91 |
0 |
5 |
16 |
301 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
1 |
5 |
0 |
1 |
9 |
68 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
0 |
164 |
0 |
2 |
12 |
343 |
| Dynamics of the Term Structure of UK Interest Rates |
0 |
0 |
0 |
53 |
0 |
3 |
9 |
180 |
| Dynamics of the term structure of UK interest rates |
0 |
0 |
0 |
210 |
0 |
5 |
27 |
434 |
| Estimating the Aggregate Consumption Euler Equation with State-Dependent Parameters |
0 |
0 |
0 |
107 |
1 |
3 |
11 |
270 |
| Estimating the impact of the volatility of shocks: a structural VAR approach |
0 |
0 |
1 |
282 |
0 |
4 |
14 |
525 |
| Evolving International Inflation Dynamics: Evidence from a Time-varying Dynamic Factor Model |
0 |
0 |
0 |
301 |
0 |
4 |
25 |
742 |
| Evolving UK macroeconomic dynamics: a time-varying factor augmented VAR |
0 |
0 |
2 |
325 |
0 |
1 |
15 |
610 |
| Evolving international inflation dynamics: evidence from a time-varying dynamic factor model |
0 |
0 |
1 |
423 |
0 |
1 |
11 |
959 |
| Evolving macroeconomic dynamics in a small open economy: an estimated Markov-switching DSGE model for the United Kingdom |
0 |
0 |
0 |
253 |
0 |
2 |
12 |
419 |
| Exchange rate pass-through into UK import prices |
0 |
0 |
1 |
197 |
0 |
2 |
15 |
887 |
| Factor adjustment costs: a structural investigation |
0 |
1 |
1 |
46 |
0 |
1 |
13 |
155 |
| Fat-tails in VAR Models |
0 |
0 |
1 |
4 |
0 |
5 |
11 |
45 |
| Financial Conditions and Density Forecasts for US Output and Inflation |
0 |
0 |
0 |
18 |
1 |
3 |
13 |
77 |
| Financial Regimes and Uncertainty Shocks |
0 |
1 |
1 |
22 |
2 |
5 |
20 |
178 |
| Financial conditions and density forecasts for US Output and inflation |
0 |
0 |
0 |
723 |
2 |
4 |
20 |
1,619 |
| Financial conditions and density forecasts for US output and inflation |
0 |
0 |
1 |
82 |
2 |
3 |
23 |
199 |
| Financial indicators and density forecasts for US output and inflation |
0 |
0 |
0 |
59 |
0 |
3 |
10 |
132 |
| Financial regimes and uncertainty shocks |
0 |
1 |
2 |
180 |
0 |
8 |
47 |
568 |
| Fiscal Policy Shocks and Stock Prices in the United State |
0 |
0 |
0 |
57 |
0 |
3 |
19 |
114 |
| Fiscal Policy Shocks and Stock Prices in the United States |
0 |
0 |
1 |
44 |
0 |
3 |
11 |
81 |
| Fiscal policy shocks and stock prices in the United States |
0 |
0 |
0 |
64 |
0 |
2 |
17 |
111 |
| Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters |
0 |
0 |
0 |
270 |
1 |
3 |
15 |
709 |
| Forecasting with VAR Models: Fat Tails and Stochastic Volatility |
0 |
0 |
1 |
103 |
1 |
5 |
33 |
263 |
| Forecasting with VAR models: fat tails and stochastic volatility |
0 |
0 |
1 |
78 |
0 |
2 |
28 |
165 |
| Global Economic Divergence and Portfolio Capital Flows to Emerging Markets |
0 |
0 |
1 |
3 |
1 |
4 |
22 |
38 |
| Global house prices since 1950 |
1 |
2 |
4 |
27 |
3 |
18 |
48 |
104 |
| How to Sell Jobs |
0 |
0 |
0 |
37 |
0 |
3 |
16 |
140 |
| Inflation Globalization and the Fall of Country Specific Fluctuations |
0 |
0 |
0 |
175 |
1 |
3 |
14 |
427 |
| International Comovements, Business Cycle and Inflation: a Historical Perspective |
0 |
0 |
0 |
216 |
1 |
3 |
19 |
549 |
| International comovements, business cycle and inflation: a historical perspective |
0 |
0 |
0 |
43 |
0 |
3 |
14 |
162 |
| International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy |
0 |
0 |
1 |
234 |
1 |
2 |
12 |
483 |
| Investigating the structural stability of the Phillips curve relationship |
0 |
0 |
0 |
110 |
0 |
1 |
21 |
373 |
| Labor Market Dynamics: a Time-varying Analysis |
0 |
0 |
0 |
110 |
0 |
4 |
16 |
187 |
| Measuring the origins of macroeconomic uncertainty |
0 |
2 |
8 |
456 |
1 |
6 |
32 |
913 |
| Monetary Policy and Inequality in the UK |
0 |
0 |
0 |
14 |
1 |
6 |
14 |
69 |
| Monetary policy surprises and their transmission through term premia and expected interest rates |
0 |
1 |
1 |
10 |
0 |
3 |
17 |
40 |
| 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 |
4 |
10 |
47 |
0 |
7 |
41 |
117 |
| Non-linear effects of government spending shocks in the US. Evidence from state-level data |
0 |
0 |
4 |
91 |
0 |
4 |
18 |
189 |
| Non-linear effects of oil shocks on stock prices |
0 |
1 |
15 |
483 |
1 |
6 |
52 |
1,078 |
| One TV, One Price? |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
68 |
| One TV, One Price? |
0 |
0 |
0 |
26 |
0 |
0 |
10 |
129 |
| One TV, One Price? |
0 |
0 |
0 |
107 |
1 |
3 |
15 |
376 |
| Online Appendix to "Financial conditions and density forecasts for US output and inflation" |
0 |
0 |
3 |
92 |
0 |
4 |
14 |
213 |
| PPP Strikes Back: Aggregation and the Real Exchange Rate |
0 |
0 |
0 |
175 |
1 |
8 |
28 |
785 |
| PPP Strikes Back: Aggregation and the Real Exchange Rate |
0 |
0 |
0 |
454 |
2 |
6 |
18 |
1,429 |
| Policy Uncertainty and Aggregate Fluctuations |
0 |
0 |
0 |
29 |
0 |
0 |
8 |
106 |
| Policy Uncertainty and Aggregate Fluctuations |
0 |
0 |
0 |
73 |
0 |
3 |
11 |
191 |
| The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis |
0 |
0 |
0 |
5 |
1 |
2 |
5 |
69 |
| The Effect of Labor and Financial Frictions on Aggregate Fluctuations |
1 |
1 |
1 |
136 |
2 |
4 |
21 |
276 |
| The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
0 |
134 |
0 |
1 |
6 |
256 |
| The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
0 |
72 |
1 |
3 |
16 |
137 |
| The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
1 |
36 |
0 |
0 |
12 |
96 |
| The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis |
0 |
1 |
1 |
68 |
0 |
3 |
11 |
190 |
| The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach |
0 |
0 |
1 |
16 |
0 |
5 |
21 |
123 |
| 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 |
0 |
5 |
23 |
247 |
| The evolving impact of global, region-specific and country-specific uncertainty |
0 |
1 |
1 |
119 |
0 |
5 |
18 |
210 |
| The international transmission of volatility shocks: an empirical analysis |
0 |
0 |
1 |
258 |
2 |
3 |
15 |
519 |
| The role of oil prices and monetary policy in the Norwegian economy since the 1980s |
0 |
1 |
2 |
86 |
0 |
5 |
18 |
128 |
| Time-Varying Yield Curve Dynamics and Monetary Policy |
0 |
0 |
1 |
393 |
0 |
4 |
17 |
862 |
| Time-varying dynamics of the real exchange rate. A structural VAR analysis |
1 |
2 |
3 |
364 |
1 |
7 |
31 |
760 |
| Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis |
0 |
1 |
6 |
275 |
1 |
8 |
21 |
587 |
| U.S. evolving macroeconomic dynamics: a structural investigation |
0 |
0 |
1 |
352 |
0 |
3 |
16 |
954 |
| US financial shocks and the distribution of income and consumption in the UK |
0 |
0 |
1 |
41 |
0 |
3 |
10 |
85 |
| US financial shocks and the distribution of income and consumption in the UK |
0 |
0 |
2 |
96 |
0 |
5 |
15 |
205 |
| Using time-varying VARs to diagnose the source of ‘Great Moderations’: a Monte Carlo analysis |
0 |
0 |
0 |
79 |
0 |
3 |
6 |
204 |
| VAR Models with Non-Gaussian Shocks |
0 |
0 |
2 |
137 |
0 |
1 |
23 |
408 |
| VAR Models with Non-Gaussian Shocks |
0 |
0 |
0 |
51 |
0 |
2 |
21 |
92 |
| VAR models with non-Gaussian shocks |
0 |
0 |
1 |
33 |
0 |
2 |
11 |
34 |
| Volatility Co-movement and the Great Moderation. An Empirical Analysis |
0 |
0 |
0 |
42 |
0 |
4 |
11 |
118 |
| What do VARs Tell Us about the Impact of a Credit Supply Shock? |
1 |
1 |
1 |
9 |
1 |
3 |
13 |
107 |
| What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis |
1 |
1 |
1 |
17 |
1 |
4 |
12 |
158 |
| What lies beneath: what can disaggregated data tell us about the behaviour of prices? |
0 |
0 |
0 |
79 |
2 |
6 |
22 |
269 |
| What lies beneath? A time-varying FAVAR model for the UK transmission mechanism |
0 |
0 |
1 |
237 |
3 |
5 |
22 |
527 |
| Total Working Papers |
6 |
25 |
111 |
12,662 |
50 |
347 |
1,697 |
32,868 |
| 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 |
2 |
425 |
1 |
8 |
38 |
1,351 |
| Changes in the effects of monetary policy on disaggregate price dynamics |
0 |
0 |
20 |
1,213 |
3 |
13 |
94 |
3,411 |
| Common and country specific economic uncertainty |
0 |
1 |
8 |
124 |
3 |
9 |
30 |
474 |
| Does uncertainty affect real activity? Evidence from state-level data |
0 |
0 |
0 |
41 |
0 |
3 |
8 |
129 |
| EVOLVING INTERNATIONAL INFLATION DYNAMICS: WORLD AND COUNTRY-SPECIFIC FACTORS |
2 |
2 |
7 |
432 |
2 |
4 |
24 |
825 |
| EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING |
0 |
0 |
1 |
108 |
0 |
0 |
8 |
255 |
| Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK |
1 |
1 |
16 |
491 |
3 |
8 |
42 |
909 |
| Exchange rate pass-through into U.K. import prices: evidence from disaggregated data |
0 |
0 |
2 |
128 |
0 |
2 |
13 |
500 |
| Factor adjustment costs: A structural investigation |
0 |
1 |
1 |
29 |
0 |
4 |
10 |
137 |
| Financial conditions and density forecasts for US output and inflation |
1 |
4 |
25 |
532 |
5 |
11 |
68 |
1,461 |
| Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters |
0 |
0 |
1 |
107 |
1 |
6 |
16 |
374 |
| Forecasting with VAR models: Fat tails and stochastic volatility |
0 |
1 |
3 |
69 |
0 |
3 |
29 |
218 |
| International Comovements, Business Cycle and Inflation: a Historical Perspective |
0 |
0 |
2 |
448 |
1 |
7 |
22 |
1,435 |
| International fiscal spillovers |
0 |
0 |
2 |
119 |
1 |
3 |
20 |
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 |
1 |
16 |
0 |
3 |
15 |
126 |
| Macroeconomic information, structural change, and the prediction of fiscal aggregates |
0 |
0 |
1 |
14 |
0 |
1 |
17 |
90 |
| Monetary Policy and Firm Dynamics |
0 |
0 |
4 |
79 |
1 |
9 |
36 |
289 |
| NEUTRAL TECHNOLOGY SHOCKS AND THE DYNAMICS OF LABOR INPUT: RESULTS FROM AN AGNOSTIC IDENTIFICATION |
1 |
1 |
4 |
102 |
1 |
5 |
24 |
273 |
| Nonlinearities and Real Exchange Rate Dynamics |
0 |
0 |
2 |
189 |
0 |
0 |
20 |
575 |
| One TV, One Price? |
0 |
0 |
1 |
74 |
1 |
3 |
18 |
487 |
| PPP Strikes Back: Aggregation And the Real Exchange Rate |
0 |
0 |
6 |
239 |
0 |
5 |
31 |
2,138 |
| Policy uncertainty and aggregate fluctuations |
0 |
0 |
2 |
68 |
0 |
3 |
12 |
184 |
| THE EFFECT OF LABOR AND FINANCIAL FRICTIONS ON AGGREGATE FLUCTUATIONS |
1 |
1 |
1 |
40 |
2 |
7 |
65 |
184 |
| THE INTERNATIONAL TRANSMISSION OF VOLATILITY SHOCKS: AN EMPIRICAL ANALYSIS |
0 |
0 |
0 |
84 |
1 |
3 |
13 |
286 |
| TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS |
0 |
0 |
0 |
0 |
0 |
3 |
19 |
313 |
| The Changing Transmission of Uncertainty Shocks in the U.S |
1 |
1 |
2 |
44 |
1 |
5 |
15 |
138 |
| The Evolving Transmission of Uncertainty Shocks in the United Kingdom |
0 |
0 |
0 |
41 |
0 |
1 |
3 |
123 |
| The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach |
0 |
0 |
2 |
73 |
0 |
2 |
18 |
235 |
| The Impact of the Volatility of Monetary Policy Shocks |
0 |
0 |
0 |
119 |
1 |
6 |
17 |
359 |
| The Transmission of International Shocks: A Factor-Augmented VAR Approach |
0 |
0 |
0 |
756 |
0 |
5 |
46 |
1,971 |
| The great moderation of the term structure of UK interest rates |
0 |
0 |
1 |
295 |
1 |
3 |
83 |
872 |
| The impact of monetary policy on inequality in the UK. An empirical analysis |
1 |
4 |
11 |
526 |
1 |
14 |
64 |
1,293 |
| The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR |
0 |
0 |
2 |
396 |
1 |
3 |
18 |
875 |
| Time-varying yield curve dynamics and monetary policy |
0 |
0 |
2 |
351 |
0 |
0 |
20 |
810 |
| WHAT DO VARS TELL US ABOUT THE IMPACT OF A CREDIT SUPPLY SHOCK? |
1 |
2 |
2 |
30 |
2 |
4 |
31 |
132 |
| What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism |
0 |
0 |
1 |
79 |
0 |
3 |
18 |
240 |
| Total Journal Articles |
9 |
19 |
135 |
8,008 |
33 |
169 |
1,036 |
24,067 |
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