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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Applied Cointegration Analysis in the Mirror of Macroeconomic Theory |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
1,186 |
| Applied Cointegration Analysis in the Mirror of Macroeconomic Theory |
0 |
0 |
0 |
171 |
0 |
1 |
12 |
457 |
| Applied Conintegration Analysis in the Mirror of Macroeconomic Theory |
0 |
0 |
0 |
0 |
2 |
4 |
11 |
490 |
| C-CAPM Refinements and the Cross-Section of Returns |
0 |
0 |
0 |
99 |
2 |
3 |
4 |
294 |
| C-CAPM Without Ex Post Data |
0 |
0 |
0 |
34 |
0 |
3 |
10 |
238 |
| C-CAPM and the Cross-Section of Sharpe Ratios |
0 |
0 |
0 |
174 |
2 |
2 |
5 |
580 |
| C-CAPM and the Cross-Section of Sharpe Ratios |
0 |
0 |
0 |
105 |
2 |
3 |
8 |
417 |
| C-CAPM without Ex Post Data |
0 |
0 |
0 |
36 |
2 |
9 |
26 |
255 |
| C-CAPM without Ex Post Data |
0 |
0 |
0 |
53 |
2 |
3 |
8 |
241 |
| Can a Calibrated New-Keynesian Model of Monetary Policy Fit the Facts? |
0 |
0 |
0 |
348 |
3 |
3 |
7 |
958 |
| Devaluation Expectations: The Swedish Krona 1982-1991 |
0 |
0 |
0 |
158 |
1 |
4 |
13 |
1,220 |
| Devaluation Expectations: the Swedish Krona 1982-1991 |
0 |
0 |
0 |
0 |
4 |
6 |
12 |
528 |
| Evaluating Portfolio Performance with Stochastic Discount Factors |
0 |
0 |
0 |
168 |
1 |
6 |
11 |
606 |
| Evaluating Portfolio Performance with Stochastic Discount Factors |
0 |
0 |
0 |
70 |
0 |
0 |
11 |
1,310 |
| Extracting Expectations about 1992 UK Monetary Policy from Option Prices |
0 |
0 |
0 |
72 |
3 |
3 |
6 |
336 |
| Forward Interest Rates as Indicators of Inflation Expectations |
0 |
0 |
1 |
290 |
1 |
2 |
17 |
1,298 |
| Forward Interest Rates as Indicators of Inflation Expectations |
0 |
0 |
1 |
1,010 |
3 |
4 |
9 |
5,940 |
| Forward Interest Rates as Indicators of Inflation Expectations |
0 |
0 |
0 |
1 |
4 |
5 |
12 |
605 |
| Individual Investor Activity and Performance |
0 |
0 |
0 |
12 |
5 |
6 |
17 |
96 |
| Individual Investor Activity and Performance |
0 |
1 |
2 |
23 |
5 |
7 |
13 |
112 |
| Inflation Forecast Uncertainty |
0 |
0 |
0 |
184 |
2 |
5 |
15 |
801 |
| Inflation Forecast Uncertainty |
0 |
0 |
0 |
497 |
2 |
6 |
19 |
1,906 |
| Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty |
0 |
0 |
0 |
94 |
0 |
3 |
11 |
197 |
| Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty |
0 |
0 |
0 |
42 |
2 |
9 |
14 |
150 |
| Inflation Risk Premia and Survey Evidence on Macroeconomic Uncertainty |
0 |
0 |
1 |
47 |
2 |
3 |
13 |
122 |
| Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel |
0 |
0 |
0 |
25 |
2 |
3 |
11 |
277 |
| Is There Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel |
0 |
0 |
0 |
64 |
2 |
3 |
5 |
363 |
| Is there Evidence of Pessimism and Doubt in Subjective Distributions? A Comment on Abel |
0 |
0 |
0 |
44 |
0 |
0 |
7 |
372 |
| Market Expectations in the UK Before and After the ERM Crisis |
0 |
0 |
0 |
43 |
0 |
3 |
9 |
1,702 |
| Monetary Policy Effects on Financial Risk Premia |
0 |
0 |
0 |
114 |
4 |
6 |
11 |
320 |
| Monetary Policy and Bond Option Pricing in an Analytical RBC Model |
0 |
0 |
0 |
71 |
5 |
7 |
21 |
928 |
| Monetary Policy and the Fisher Effect |
0 |
0 |
0 |
361 |
1 |
3 |
11 |
3,972 |
| Monetary Policy and the Fisher Effect |
0 |
0 |
0 |
557 |
7 |
9 |
19 |
2,215 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
0 |
0 |
497 |
2 |
5 |
12 |
1,469 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
0 |
0 |
378 |
2 |
6 |
24 |
1,039 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
0 |
0 |
782 |
0 |
1 |
7 |
2,472 |
| New Techniques to Extract Market Expectations from Financial Instruments |
0 |
0 |
0 |
1 |
3 |
5 |
16 |
879 |
| New Techniques to Extract Market expectations from Financial Instruments |
0 |
0 |
0 |
51 |
1 |
2 |
14 |
1,107 |
| New-Keynesian Models and Monetary Policy: A Reexamination of the Stylized Facts |
0 |
0 |
0 |
346 |
5 |
6 |
10 |
962 |
| Non-Standard Errors |
0 |
0 |
0 |
44 |
5 |
10 |
38 |
476 |
| Non-Standard Errors |
0 |
0 |
0 |
27 |
2 |
5 |
23 |
168 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
4 |
9 |
32 |
32 |
| Nonstandard Errors |
0 |
0 |
0 |
0 |
3 |
4 |
19 |
19 |
| Nonstandard Errors |
0 |
0 |
2 |
4 |
2 |
5 |
24 |
43 |
| Nonstandard errors |
0 |
0 |
1 |
12 |
3 |
10 |
35 |
79 |
| Performance and Characteristics of Swedish Mutual Funds |
0 |
0 |
0 |
33 |
2 |
4 |
8 |
1,442 |
| Performance and Characteristics of Swedish Mutual Funds 1993-97 |
0 |
0 |
0 |
337 |
0 |
1 |
11 |
876 |
| Predicting Stock Price Movements: Regressions versus Economists |
0 |
0 |
2 |
122 |
1 |
4 |
9 |
300 |
| Reaction of Swiss Term Premia to Monetary Policy Surprises |
0 |
0 |
1 |
53 |
1 |
4 |
8 |
120 |
| Safe Haven Currencies |
0 |
0 |
3 |
100 |
3 |
4 |
15 |
487 |
| Safe Haven Currencies |
0 |
0 |
2 |
231 |
5 |
6 |
20 |
757 |
| Safe Haven Currencies |
2 |
2 |
6 |
194 |
7 |
13 |
36 |
712 |
| Solution and Estimation of RE Macromodels with Optimal Policy |
0 |
0 |
0 |
21 |
2 |
9 |
29 |
1,637 |
| Solution of Macromodels with Hansen-Sargent Robust Policies: Some Extensions |
0 |
0 |
0 |
317 |
4 |
4 |
18 |
798 |
| THE SWEDISH TAX REFORM FROM AN INTERTEMPORAL PERSPECTIVE |
0 |
0 |
0 |
1 |
1 |
3 |
4 |
342 |
| Target Zone Models and the Intervention Policy; The Swedish Case |
0 |
0 |
0 |
2 |
2 |
4 |
11 |
327 |
| Taylor Rules and the Predictability of Interest Rates |
0 |
0 |
1 |
159 |
1 |
1 |
12 |
505 |
| Taylor Rules and the Predictability of Interest Rates |
0 |
0 |
0 |
454 |
6 |
8 |
19 |
1,184 |
| Testing Competing Factor Pricing Models |
0 |
0 |
0 |
21 |
1 |
6 |
18 |
63 |
| Testing the Basic Target Zone Model on Swedish Data |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
259 |
| The Implementation of SNB Monetary Policy |
0 |
0 |
0 |
113 |
3 |
7 |
15 |
300 |
| The Swedish business cycle: stylized facts over 130 years |
0 |
1 |
2 |
365 |
1 |
3 |
12 |
1,626 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
0 |
0 |
0 |
169 |
1 |
4 |
10 |
444 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
0 |
0 |
0 |
76 |
4 |
4 |
10 |
343 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
0 |
0 |
0 |
102 |
1 |
1 |
12 |
280 |
| The Time-Varying Systematic Risk of Carry Trade Strategies |
0 |
0 |
0 |
77 |
2 |
5 |
15 |
332 |
| Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions |
0 |
0 |
1 |
54 |
3 |
4 |
11 |
99 |
| Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions |
0 |
1 |
1 |
32 |
1 |
4 |
15 |
111 |
| Understanding FX Liquidity |
0 |
0 |
0 |
179 |
2 |
4 |
17 |
471 |
| What if the Fed Had Been an Inflation Nutter? |
0 |
0 |
0 |
106 |
1 |
1 |
4 |
391 |
| Why Disagreement May Not Matter (much) for Asset Prices |
0 |
0 |
0 |
54 |
1 |
2 |
7 |
151 |
| Total Working Papers |
2 |
5 |
27 |
10,481 |
159 |
315 |
993 |
53,594 |