Working Paper |
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Abstract Views |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A New Approach for Detecting Shifts in Forecast Accuracy |
0 |
0 |
0 |
53 |
0 |
0 |
2 |
81 |
A Trendy Approach to UK Inflation Dynamics |
0 |
0 |
1 |
33 |
0 |
1 |
6 |
71 |
A new approach for detecting shifts in forecast accuracy |
0 |
1 |
1 |
73 |
0 |
2 |
7 |
91 |
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models |
0 |
0 |
0 |
101 |
0 |
0 |
8 |
102 |
A structural model for policy analysis and forecasting: NZSIM |
1 |
1 |
3 |
120 |
1 |
3 |
14 |
216 |
A trendy approach to UK inflation dynamics |
0 |
0 |
1 |
112 |
0 |
3 |
13 |
128 |
Aggregate Skewness and the Business Cycle |
5 |
16 |
63 |
63 |
11 |
36 |
116 |
116 |
An efficient minimum distance estimator for DSGE models |
0 |
0 |
0 |
107 |
1 |
1 |
16 |
278 |
Assessing the economy-wide effects of quantitative easing |
0 |
3 |
14 |
490 |
1 |
10 |
56 |
1,284 |
Changing Macroeconomic Dynamics at the Zero Lower Bound |
0 |
1 |
5 |
139 |
3 |
4 |
19 |
283 |
Common and Country Specific Economic Uncertainty |
0 |
0 |
3 |
268 |
4 |
5 |
41 |
595 |
Common and Country Specific Economic Uncertainty |
0 |
0 |
2 |
16 |
3 |
5 |
32 |
93 |
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
43 |
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach |
0 |
0 |
2 |
47 |
0 |
1 |
11 |
155 |
Cross-country co-movement in long-term interest rates: a DSGE approach |
0 |
0 |
0 |
73 |
1 |
2 |
6 |
150 |
DSGE Priors for BVAR Models |
0 |
1 |
2 |
5 |
0 |
2 |
7 |
37 |
DSGE Priors for BVAR Models |
1 |
1 |
5 |
186 |
2 |
2 |
18 |
370 |
DSGE model restrictions for structural VAR identification |
0 |
2 |
2 |
187 |
0 |
2 |
7 |
348 |
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation |
0 |
1 |
6 |
103 |
1 |
4 |
21 |
213 |
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation |
1 |
1 |
2 |
78 |
1 |
1 |
6 |
90 |
Do contractionary monetary policy shocks expand shadow banking? |
0 |
1 |
2 |
333 |
3 |
5 |
28 |
521 |
Do macro shocks matter for equities? |
0 |
1 |
1 |
37 |
0 |
3 |
34 |
140 |
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
1 |
4 |
0 |
1 |
10 |
53 |
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
3 |
161 |
1 |
2 |
19 |
309 |
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
1 |
116 |
0 |
0 |
7 |
239 |
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
4 |
84 |
1 |
2 |
28 |
263 |
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison |
0 |
0 |
1 |
270 |
0 |
3 |
4 |
445 |
Estimating Time-Varying DSGE Models Using Minimum Distance Methods |
0 |
0 |
0 |
60 |
0 |
0 |
5 |
78 |
Estimating Time-Varying DSGE Models Using Minimum Distance Methods |
1 |
1 |
3 |
10 |
1 |
1 |
8 |
66 |
Estimating time-varying DSGE models using minimum distance methods |
0 |
0 |
0 |
119 |
0 |
0 |
6 |
160 |
Financial Structure and Economic Growth |
0 |
2 |
5 |
838 |
2 |
14 |
43 |
1,742 |
Fiscal Policy Shocks and Stock Prices in the United State |
0 |
0 |
0 |
55 |
0 |
0 |
10 |
86 |
Fiscal Policy Shocks and Stock Prices in the United States |
0 |
0 |
0 |
248 |
0 |
1 |
8 |
546 |
Fiscal Policy Shocks and Stock Prices in the United States |
0 |
0 |
1 |
41 |
1 |
1 |
4 |
44 |
Fiscal policy shocks and stock prices in the United States |
0 |
0 |
0 |
62 |
0 |
2 |
13 |
78 |
Fiscal policy shocks and stock prices in the United States |
0 |
1 |
15 |
15 |
0 |
2 |
16 |
16 |
Forecasting UK GDP growth, inflation and interest rates under structural change: a comparison of models with time-varying parameters |
1 |
1 |
3 |
265 |
2 |
4 |
18 |
662 |
Forward Guidance, Quantitative Easing, or both? |
0 |
2 |
6 |
160 |
0 |
4 |
30 |
503 |
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries |
0 |
1 |
2 |
28 |
1 |
4 |
15 |
158 |
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries |
0 |
0 |
0 |
126 |
2 |
2 |
11 |
263 |
Is there a National Housing Market Bubble Brewing in the United States? |
0 |
0 |
0 |
30 |
1 |
9 |
36 |
139 |
Is there a National Housing Market Bubble Brewing in the United States? |
0 |
1 |
16 |
51 |
0 |
1 |
27 |
136 |
News Shocks and Labor Market Dynamics in Matching Models |
0 |
0 |
0 |
80 |
0 |
2 |
21 |
164 |
News Shocks and Labor Market Dynamics in Matching Models |
0 |
0 |
0 |
20 |
0 |
2 |
17 |
113 |
News and Labor Market Dynamics in the Data and in Matching Models |
0 |
0 |
0 |
41 |
0 |
1 |
14 |
130 |
News and labour market dynamics in the data and in matching models |
0 |
0 |
0 |
36 |
0 |
0 |
7 |
116 |
News-Driven Business Cycles in Small Open Economies |
0 |
0 |
1 |
175 |
3 |
3 |
13 |
339 |
News-driven business cycles in small open economies |
0 |
0 |
0 |
220 |
2 |
2 |
6 |
340 |
Non-linear effects of oil shocks on stock prices |
0 |
5 |
26 |
371 |
6 |
21 |
86 |
806 |
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles |
0 |
2 |
18 |
18 |
0 |
2 |
20 |
20 |
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles |
0 |
0 |
2 |
5 |
0 |
0 |
10 |
20 |
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles |
0 |
0 |
2 |
19 |
0 |
3 |
20 |
55 |
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint |
0 |
1 |
5 |
31 |
0 |
2 |
10 |
70 |
Risk news shocks and the business cycle |
0 |
0 |
0 |
124 |
0 |
1 |
6 |
303 |
State Dependence in Labor Market Fluctuations |
0 |
0 |
2 |
27 |
0 |
1 |
4 |
37 |
State Dependence in Labor Market Fluctuations |
0 |
0 |
1 |
43 |
0 |
2 |
10 |
38 |
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications |
0 |
0 |
0 |
57 |
0 |
0 |
4 |
121 |
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications |
0 |
0 |
0 |
19 |
1 |
3 |
13 |
52 |
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications |
0 |
0 |
0 |
21 |
0 |
0 |
8 |
52 |
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications |
0 |
0 |
0 |
29 |
0 |
0 |
3 |
53 |
State dependence in labor market fluctuations: evidence, theory, and policy implications |
0 |
0 |
0 |
22 |
0 |
2 |
12 |
55 |
State dependence in labour market fluctuations |
0 |
0 |
7 |
7 |
1 |
3 |
14 |
14 |
Testing a Model of the UK by the Method of Indirect Inference |
0 |
0 |
0 |
64 |
0 |
0 |
4 |
213 |
Testing a model of the UK by the method of indirect inference |
0 |
1 |
2 |
105 |
0 |
2 |
6 |
305 |
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models |
2 |
3 |
18 |
475 |
7 |
14 |
63 |
1,309 |
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis |
3 |
4 |
7 |
321 |
5 |
8 |
27 |
575 |
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis |
0 |
0 |
0 |
3 |
1 |
4 |
21 |
39 |
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
0 |
72 |
1 |
2 |
11 |
85 |
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
2 |
4 |
130 |
3 |
6 |
28 |
220 |
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
1 |
33 |
0 |
0 |
9 |
73 |
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach |
0 |
0 |
0 |
9 |
0 |
1 |
10 |
70 |
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach |
1 |
1 |
4 |
259 |
2 |
4 |
26 |
597 |
The international transmission of volatility shocks: an empirical analysis |
1 |
1 |
3 |
255 |
5 |
6 |
27 |
492 |
US financial shocks and the distribution of income and consumption in the UK |
0 |
0 |
1 |
38 |
1 |
1 |
4 |
71 |
US financial shocks and the distribution of income and consumption in the UK |
0 |
1 |
5 |
87 |
0 |
2 |
13 |
172 |
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme |
0 |
1 |
1 |
115 |
0 |
3 |
11 |
274 |
Understanding International Long-Term Interest Rate Comovement |
0 |
4 |
14 |
185 |
2 |
12 |
50 |
441 |
Volatility Co-movement and the Great Moderation. An Empirical Analysis |
0 |
1 |
6 |
117 |
2 |
8 |
30 |
339 |
Volatility Co-movement and the Great Moderation. An Empirical Analysis |
0 |
0 |
0 |
38 |
0 |
7 |
25 |
71 |
What do VARs Tell Us about the Impact of a Credit Supply Shock? |
0 |
0 |
0 |
234 |
2 |
8 |
16 |
496 |
What do VARs Tell Us about the Impact of a Credit Supply Shock? |
0 |
0 |
0 |
7 |
0 |
3 |
12 |
48 |
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis |
0 |
0 |
0 |
15 |
2 |
3 |
23 |
110 |
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis |
0 |
1 |
4 |
227 |
0 |
5 |
25 |
526 |
Total Working Papers |
17 |
67 |
310 |
9,530 |
90 |
294 |
1,525 |
20,815 |