Working Paper |
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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 |
3 |
87 |
A Trendy Approach to UK Inflation Dynamics |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
85 |
A new approach for detecting shifts in forecast accuracy |
0 |
0 |
0 |
74 |
0 |
0 |
3 |
95 |
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models |
0 |
0 |
0 |
101 |
0 |
0 |
2 |
114 |
A structural model for policy analysis and forecasting: NZSIM |
0 |
2 |
4 |
128 |
1 |
4 |
11 |
245 |
A trendy approach to UK inflation dynamics |
1 |
2 |
5 |
123 |
4 |
7 |
20 |
165 |
Aggregate Skewness and the Business Cycle |
3 |
7 |
32 |
191 |
8 |
28 |
100 |
482 |
Aggregate Skewness and the Business Cycle |
0 |
0 |
8 |
32 |
0 |
3 |
21 |
86 |
Aggregate skewness and the business cycle |
0 |
2 |
4 |
20 |
1 |
4 |
10 |
53 |
An efficient minimum distance estimator for DSGE models |
0 |
0 |
0 |
110 |
0 |
4 |
8 |
307 |
Assessing the economy-wide effects of quantitative easing |
0 |
1 |
5 |
505 |
0 |
3 |
13 |
1,337 |
Changing Macroeconomic Dynamics at the Zero Lower Bound |
1 |
1 |
1 |
150 |
2 |
2 |
6 |
332 |
Common and Country Specific Economic Uncertainty |
0 |
0 |
1 |
21 |
1 |
3 |
9 |
126 |
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
52 |
Cross-country co-movement in long-term interest rates: a DSGE approach |
0 |
0 |
0 |
75 |
1 |
1 |
5 |
168 |
DSGE Priors for BVAR Models |
0 |
0 |
0 |
5 |
1 |
1 |
4 |
42 |
DSGE model restrictions for structural VAR identification |
0 |
0 |
0 |
187 |
0 |
0 |
0 |
352 |
DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation |
0 |
0 |
0 |
107 |
0 |
2 |
4 |
236 |
DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation |
0 |
0 |
1 |
79 |
0 |
0 |
4 |
99 |
Do contractionary monetary policy shocks expand shadow banking? |
0 |
0 |
1 |
338 |
1 |
3 |
13 |
564 |
Do macro shocks matter for equities? |
0 |
0 |
0 |
38 |
1 |
1 |
2 |
163 |
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
1 |
88 |
1 |
1 |
5 |
285 |
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
0 |
164 |
1 |
1 |
3 |
331 |
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
59 |
Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison |
0 |
0 |
0 |
270 |
0 |
0 |
2 |
449 |
Estimating Time-Varying DSGE Models Using Minimum Distance Methods |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
68 |
Estimating time-varying DSGE models using minimum distance methods |
0 |
0 |
0 |
119 |
0 |
1 |
1 |
164 |
Financial Structure and Economic Growth |
0 |
0 |
1 |
841 |
0 |
0 |
7 |
1,805 |
Fiscal Policy Shocks and Stock Prices in the United State |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
95 |
Fiscal Policy Shocks and Stock Prices in the United States |
0 |
0 |
0 |
43 |
0 |
1 |
8 |
70 |
Fiscal Sustainability and Policy Interactions |
3 |
4 |
25 |
25 |
4 |
8 |
31 |
31 |
Fiscal policy shocks and stock prices in the United States |
0 |
0 |
1 |
21 |
0 |
0 |
1 |
25 |
Fiscal policy shocks and stock prices in the United States |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
94 |
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 |
6 |
694 |
Forward Guidance, Quantitative Easing, or both? |
0 |
1 |
6 |
174 |
0 |
2 |
18 |
550 |
How Robust is the R&D – Productivity relationship? Evidence from OECD Countries |
0 |
0 |
0 |
31 |
0 |
0 |
5 |
179 |
How Robust is the R&D-Productivity relationship? Evidence from OECD Countries |
0 |
0 |
1 |
129 |
0 |
2 |
4 |
286 |
Is there a National Housing Market Bubble Brewing in the United States? |
0 |
0 |
1 |
56 |
0 |
0 |
3 |
145 |
Is there a National Housing Market Bubble Brewing in the United States? |
0 |
0 |
0 |
30 |
1 |
2 |
7 |
188 |
News Shocks and Labor Market Dynamics in Matching Models |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
179 |
News Shocks and Labor Market Dynamics in Matching Models |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
138 |
News and Labor Market Dynamics in the Data and in Matching Models |
0 |
0 |
0 |
41 |
0 |
0 |
3 |
144 |
News and labour market dynamics in the data and in matching models |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
122 |
News-Driven Business Cycles in Small Open Economies |
0 |
0 |
1 |
179 |
0 |
3 |
7 |
365 |
News-driven business cycles in small open economies |
0 |
0 |
1 |
222 |
0 |
1 |
2 |
353 |
Non-linear Dynamics of Oil Supply News Shocks |
1 |
4 |
37 |
37 |
5 |
14 |
76 |
76 |
Non-linear effects of oil shocks on stock prices |
3 |
9 |
23 |
468 |
4 |
19 |
61 |
1,026 |
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
27 |
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
24 |
Precautionary Liquidity Shocks, Excess Reserves and Business Cycles |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
68 |
Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint |
0 |
0 |
1 |
37 |
0 |
0 |
2 |
82 |
Risk news shocks and the business cycle |
0 |
0 |
1 |
129 |
0 |
0 |
3 |
317 |
State Dependence in Labor Market Fluctuations |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
38 |
State Dependence in Labor Market Fluctuations |
0 |
0 |
0 |
43 |
0 |
1 |
2 |
40 |
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications |
0 |
0 |
1 |
58 |
0 |
0 |
4 |
129 |
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications |
0 |
0 |
1 |
21 |
0 |
0 |
2 |
62 |
State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications |
0 |
0 |
0 |
21 |
0 |
3 |
4 |
57 |
State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications |
0 |
0 |
1 |
30 |
0 |
0 |
5 |
58 |
State dependence in labor market fluctuations: evidence, theory, and policy implications |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
61 |
State dependence in labour market fluctuations |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
14 |
Testing a Model of the UK by the Method of Indirect Inference |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
217 |
Testing a model of the UK by the method of indirect inference |
0 |
0 |
1 |
106 |
0 |
0 |
6 |
320 |
The Anatomy of Small Open Economy Productivity Trends |
0 |
3 |
6 |
16 |
0 |
4 |
9 |
24 |
The Anatomy of Small Open Economy Productivity Trends |
0 |
1 |
5 |
31 |
1 |
6 |
23 |
67 |
The Anatomy of Small Open Economy Trends |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
35 |
The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models |
3 |
3 |
9 |
508 |
4 |
9 |
34 |
1,442 |
The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis |
0 |
0 |
1 |
5 |
1 |
1 |
6 |
64 |
The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
1 |
134 |
0 |
0 |
3 |
250 |
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
121 |
The Federal Reserve’s implicit inflation target and Macroeconomic dynamics. A SVAR analysis |
0 |
0 |
1 |
35 |
0 |
1 |
5 |
84 |
The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach |
0 |
0 |
2 |
15 |
1 |
1 |
7 |
102 |
The international transmission of volatility shocks: an empirical analysis |
0 |
0 |
0 |
257 |
0 |
0 |
4 |
504 |
US financial shocks and the distribution of income and consumption in the UK |
0 |
1 |
1 |
94 |
0 |
1 |
3 |
190 |
US financial shocks and the distribution of income and consumption in the UK |
0 |
0 |
1 |
40 |
0 |
0 |
1 |
75 |
Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme |
0 |
2 |
2 |
126 |
1 |
6 |
9 |
301 |
Understanding International Long-Term Interest Rate Comovement |
1 |
4 |
6 |
209 |
3 |
7 |
18 |
510 |
Volatility Co-movement and the Great Moderation. An Empirical Analysis |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
107 |
What do VARs Tell Us about the Impact of a Credit Supply Shock? |
0 |
0 |
1 |
8 |
1 |
1 |
5 |
94 |
What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
146 |
Total Working Papers |
16 |
47 |
203 |
8,103 |
49 |
168 |
672 |
18,741 |