| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Approach for Detecting Shifts in Forecast Accuracy |
0 |
1 |
50 |
50 |
0 |
6 |
47 |
47 |
| A Trendy Approach to UK Inflation Dynamics |
0 |
1 |
6 |
30 |
0 |
5 |
16 |
43 |
| A new approach for detecting shifts in forecast accuracy |
0 |
2 |
10 |
71 |
1 |
3 |
23 |
63 |
| A new approach to multi-step forecasting using dynamic stochastic general equilibrium models |
0 |
0 |
3 |
100 |
0 |
0 |
6 |
65 |
| A structural model for policy analysis and forecasting: NZSIM |
0 |
2 |
4 |
103 |
0 |
6 |
19 |
137 |
| A trendy approach to UK inflation dynamics |
0 |
4 |
17 |
101 |
3 |
13 |
37 |
75 |
| An efficient minimum distance estimator for DSGE models |
0 |
0 |
5 |
98 |
1 |
3 |
20 |
214 |
| Assessing the economy-wide effects of quantitative easing |
5 |
9 |
46 |
400 |
10 |
24 |
116 |
974 |
| Changing Macroeconomic Dynamics at the Zero Lower Bound |
2 |
7 |
22 |
106 |
5 |
12 |
47 |
163 |
| Common and Country Specific Economic Uncertainty |
0 |
1 |
5 |
5 |
3 |
5 |
15 |
15 |
| Common and Country Specific Economic Uncertainty |
0 |
2 |
17 |
239 |
5 |
15 |
62 |
449 |
| Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach |
0 |
0 |
3 |
3 |
2 |
4 |
12 |
13 |
| Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach |
0 |
0 |
1 |
41 |
1 |
3 |
15 |
108 |
| Cross-country co-movement in long-term interest rates: a DSGE approach |
0 |
0 |
1 |
71 |
1 |
2 |
11 |
117 |
| DSGE Priors for BVAR Models |
0 |
0 |
1 |
1 |
0 |
1 |
3 |
3 |
| DSGE Priors for BVAR Models |
0 |
0 |
11 |
167 |
1 |
7 |
49 |
279 |
| DSGE model restrictions for structural VAR identification |
0 |
0 |
1 |
181 |
0 |
1 |
9 |
312 |
| DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation |
1 |
7 |
21 |
71 |
6 |
16 |
48 |
111 |
| DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation |
0 |
0 |
13 |
65 |
4 |
8 |
31 |
57 |
| Do contractionary monetary policy shocks expand shadow banking? |
4 |
6 |
30 |
313 |
7 |
11 |
62 |
397 |
| Do macro shocks matter for equities? |
1 |
1 |
3 |
30 |
2 |
4 |
13 |
61 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
2 |
4 |
58 |
58 |
8 |
20 |
122 |
122 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
1 |
1 |
2 |
2 |
4 |
6 |
15 |
15 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
6 |
11 |
19 |
97 |
11 |
23 |
53 |
140 |
| Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
2 |
3 |
7 |
113 |
3 |
5 |
19 |
211 |
| Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison |
0 |
0 |
0 |
265 |
1 |
1 |
4 |
430 |
| Estimating Time-Varying DSGE Models Using Minimum Distance Methods |
2 |
2 |
3 |
3 |
3 |
8 |
16 |
16 |
| Estimating Time-Varying DSGE Models Using Minimum Distance Methods |
1 |
1 |
3 |
60 |
2 |
3 |
12 |
47 |
| Estimating time-varying DSGE models using minimum distance methods |
0 |
0 |
0 |
116 |
0 |
1 |
4 |
119 |
| Financial Structure and Economic Growth |
0 |
3 |
9 |
822 |
0 |
3 |
20 |
1,635 |
| Fiscal Policy Shocks and Stock Prices in the United State |
0 |
0 |
16 |
45 |
1 |
3 |
22 |
38 |
| Fiscal Policy Shocks and Stock Prices in the United States |
1 |
6 |
24 |
207 |
6 |
18 |
75 |
406 |
| Fiscal Policy Shocks and Stock Prices in the United States |
0 |
0 |
37 |
37 |
0 |
0 |
14 |
15 |
| Fiscal policy shocks and stock prices in the United States |
0 |
0 |
3 |
60 |
2 |
2 |
11 |
43 |
| Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters |
0 |
2 |
8 |
245 |
1 |
9 |
30 |
567 |
| Forward Guidance, Quantitative Easing, or both? |
4 |
4 |
15 |
95 |
5 |
14 |
54 |
170 |
| How Robust is the R&D – Productivity relationship? Evidence from OECD Countries |
0 |
0 |
2 |
24 |
0 |
1 |
10 |
105 |
| How Robust is the R&D-Productivity relationship? Evidence from OECD Countries |
0 |
1 |
4 |
122 |
0 |
3 |
13 |
210 |
| News Shocks and Labor Market Dynamics in Matching Models |
0 |
0 |
3 |
20 |
1 |
2 |
11 |
71 |
| News Shocks and Labor Market Dynamics in Matching Models |
0 |
0 |
10 |
75 |
3 |
5 |
23 |
109 |
| News and Labor Market Dynamics in the Data and in Matching Models |
0 |
0 |
0 |
39 |
3 |
5 |
11 |
86 |
| News and labour market dynamics in the data and in matching models |
0 |
0 |
0 |
35 |
1 |
3 |
6 |
93 |
| News-Driven Business Cycles in Small Open Economies |
2 |
5 |
18 |
162 |
6 |
15 |
42 |
273 |
| News-driven business cycles in small open economies |
0 |
2 |
5 |
213 |
1 |
3 |
12 |
298 |
| Non-linear effects of oil shocks on stock prices |
12 |
35 |
210 |
210 |
19 |
65 |
396 |
396 |
| Risk news shocks and the business cycle |
1 |
2 |
8 |
118 |
4 |
7 |
21 |
250 |
| State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications |
0 |
0 |
17 |
17 |
1 |
3 |
12 |
14 |
| State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications |
1 |
4 |
34 |
49 |
1 |
10 |
51 |
59 |
| State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications |
0 |
0 |
18 |
18 |
3 |
5 |
15 |
15 |
| State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications |
0 |
1 |
26 |
26 |
1 |
8 |
27 |
27 |
| State dependence in labor market fluctuations: evidence, theory, and policy implications |
0 |
0 |
22 |
22 |
1 |
3 |
12 |
12 |
| Testing a Model of the UK by the Method of Indirect Inference |
0 |
0 |
2 |
60 |
0 |
1 |
6 |
179 |
| Testing a model of the UK by the method of indirect inference |
0 |
0 |
2 |
99 |
0 |
3 |
7 |
268 |
| The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models |
3 |
12 |
57 |
389 |
14 |
41 |
196 |
971 |
| The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis |
2 |
9 |
34 |
279 |
3 |
12 |
63 |
444 |
| The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis |
0 |
0 |
2 |
2 |
1 |
1 |
3 |
3 |
| The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
4 |
7 |
70 |
0 |
5 |
12 |
52 |
| The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
2 |
5 |
36 |
103 |
4 |
10 |
62 |
123 |
| The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
1 |
10 |
26 |
1 |
3 |
14 |
31 |
| The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach |
2 |
3 |
9 |
248 |
4 |
9 |
39 |
509 |
| The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach |
0 |
0 |
0 |
0 |
3 |
4 |
8 |
8 |
| The international transmission of volatility shocks: an empirical analysis |
1 |
3 |
11 |
236 |
2 |
7 |
20 |
423 |
| US financial shocks and the distribution of income and consumption in the UK |
1 |
1 |
5 |
36 |
3 |
5 |
20 |
44 |
| US financial shocks and the distribution of income and consumption in the UK |
1 |
1 |
14 |
66 |
3 |
6 |
34 |
108 |
| Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme |
1 |
6 |
25 |
85 |
2 |
12 |
59 |
179 |
| Understanding International Long-Term Interest Rate Comovement |
3 |
14 |
75 |
110 |
12 |
40 |
165 |
183 |
| Volatility Co-movement and the Great Moderation. An Empirical Analysis |
0 |
2 |
6 |
96 |
3 |
8 |
26 |
244 |
| Volatility Co-movement and the Great Moderation. An Empirical Analysis |
1 |
1 |
37 |
37 |
6 |
6 |
19 |
20 |
| What do VARs Tell Us about the Impact of a Credit Supply Shock? |
1 |
3 |
13 |
225 |
5 |
9 |
39 |
430 |
| What do VARs Tell Us about the Impact of a Credit Supply Shock? |
1 |
1 |
2 |
2 |
2 |
2 |
9 |
9 |
| What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis |
1 |
1 |
10 |
199 |
4 |
7 |
39 |
414 |
| What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis |
0 |
0 |
2 |
2 |
1 |
2 |
9 |
9 |
| Total Working Papers |
68 |
197 |
1,210 |
7,991 |
217 |
596 |
2,643 |
14,346 |
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