Working Paper |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A simple approach to robust inference in a cointegrating system |
0 |
0 |
0 |
83 |
0 |
0 |
0 |
168 |
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates |
2 |
9 |
31 |
833 |
7 |
27 |
86 |
1,688 |
An empirical comparison of Bundesbank and ECB monetary policy rules |
1 |
2 |
10 |
557 |
2 |
7 |
26 |
1,354 |
Anatomy of a Market |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
135 |
Asymptotics for GMM Estimators with Weak Instruments |
0 |
0 |
0 |
291 |
1 |
2 |
5 |
1,117 |
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices |
0 |
0 |
3 |
668 |
2 |
4 |
15 |
1,796 |
Bayesian Model Averaging and exchange rate forecasts |
3 |
5 |
11 |
933 |
9 |
18 |
47 |
2,669 |
Bond risk premia and realized jump volatility |
0 |
0 |
2 |
101 |
0 |
0 |
9 |
295 |
Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset |
0 |
0 |
0 |
161 |
0 |
2 |
12 |
453 |
Confidence intervals for long-horizon predictive regressions via reverse regressions |
0 |
0 |
2 |
31 |
2 |
3 |
8 |
121 |
Cracking the Conundrum |
0 |
0 |
0 |
110 |
0 |
1 |
6 |
317 |
Cracking the conundrum |
0 |
0 |
2 |
65 |
0 |
1 |
6 |
213 |
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach |
0 |
0 |
2 |
102 |
1 |
2 |
18 |
304 |
Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach |
0 |
0 |
2 |
158 |
1 |
2 |
8 |
170 |
Detecting lack of identification in GMM |
0 |
0 |
1 |
281 |
1 |
4 |
11 |
620 |
Efficient Prediction of Excess Returns |
0 |
0 |
1 |
149 |
1 |
2 |
9 |
431 |
Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison |
7 |
13 |
64 |
322 |
24 |
56 |
180 |
637 |
Evaluating real-time VAR forecasts with an informative democratic prior |
0 |
0 |
3 |
32 |
1 |
4 |
17 |
70 |
Exact confidence intervals for impulse responses in a Gaussian vector autoregression |
0 |
0 |
1 |
157 |
0 |
0 |
4 |
653 |
Exchange rate forecasting: the errors we've really made |
0 |
0 |
4 |
1,019 |
2 |
3 |
18 |
3,165 |
Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling |
1 |
3 |
6 |
127 |
1 |
5 |
15 |
294 |
Forecasting U.S. inflation by Bayesian Model Averaging |
0 |
0 |
5 |
769 |
0 |
0 |
18 |
1,919 |
Forecasting professional forecasters |
2 |
2 |
2 |
188 |
2 |
4 |
11 |
431 |
High frequency data, frequency domain inference and volatility forecasting |
0 |
0 |
1 |
543 |
2 |
4 |
12 |
1,185 |
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data |
0 |
0 |
1 |
169 |
0 |
0 |
6 |
475 |
Identifying the effects of monetary policy shocks on exchange rates using high frequency data |
0 |
0 |
1 |
224 |
0 |
1 |
4 |
584 |
Identifying vars based on high frequency futures data |
0 |
0 |
0 |
230 |
0 |
1 |
11 |
719 |
Interest rate conundrums in the twenty-first century |
0 |
0 |
7 |
61 |
1 |
2 |
40 |
151 |
Jumps in Bond Yields at Known Times |
0 |
0 |
1 |
15 |
0 |
1 |
4 |
25 |
Jumps in Bond Yields at Known Times |
1 |
1 |
1 |
35 |
1 |
1 |
2 |
83 |
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns |
0 |
0 |
0 |
231 |
0 |
0 |
2 |
659 |
Long memory in emerging market stock returns |
0 |
0 |
1 |
195 |
0 |
0 |
3 |
352 |
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises |
2 |
2 |
4 |
42 |
3 |
6 |
23 |
102 |
News and noise in G-7 GDP announcements |
0 |
5 |
8 |
343 |
1 |
8 |
28 |
1,208 |
Nonbanks in the Payments System: Vertical Integration Issues |
0 |
0 |
0 |
87 |
0 |
0 |
4 |
190 |
Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data |
0 |
1 |
5 |
378 |
1 |
4 |
26 |
1,459 |
Predicting sharp depreciations in industrial country exchange rates |
0 |
0 |
1 |
57 |
1 |
2 |
8 |
201 |
Rounding and the impact of news: a simple test of market rationality |
0 |
0 |
0 |
49 |
0 |
2 |
23 |
215 |
Seasonal Adjustment of NIPA data |
0 |
0 |
1 |
33 |
0 |
1 |
14 |
46 |
Term premiums and inflation uncertainty: empirical evidence from an international panel dataset |
0 |
0 |
3 |
162 |
0 |
2 |
12 |
515 |
Testing the null of identification in GMM |
0 |
0 |
0 |
62 |
1 |
1 |
6 |
184 |
The Economics of Options-Implied Inflation Probability Density Functions |
0 |
0 |
1 |
28 |
1 |
1 |
7 |
117 |
The Federal Reserve’s Current Framework for Monetary Policy: A Review and Assessment |
1 |
3 |
16 |
48 |
5 |
15 |
68 |
122 |
The Sensitivity of Long-Term Interest Rates: A Tale of Two Frequencies |
1 |
1 |
12 |
12 |
2 |
3 |
22 |
22 |
The TIPS yield curve and inflation compensation |
0 |
1 |
3 |
588 |
1 |
4 |
23 |
2,036 |
The U.S. Treasury yield curve: 1961 to the present |
1 |
5 |
17 |
1,589 |
4 |
16 |
49 |
6,378 |
The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market |
0 |
0 |
2 |
306 |
2 |
3 |
20 |
927 |
The high-frequency impact of news on long-term yields and forward rates: Is it real? |
0 |
0 |
1 |
154 |
0 |
1 |
8 |
401 |
The high-frequency response of exchange rates and interest rates to macroeconomic announcements |
0 |
1 |
4 |
538 |
3 |
9 |
29 |
1,553 |
The yield curve and predicting recessions |
0 |
1 |
16 |
396 |
1 |
10 |
61 |
1,072 |
Trading activity and exchange rates in high-frequency EBS data |
0 |
0 |
3 |
239 |
2 |
3 |
23 |
942 |
Unconventional Monetary Policy and International Risk Premia |
0 |
1 |
14 |
147 |
4 |
9 |
39 |
228 |
Uncovered interest parity: it works, but not for long |
0 |
2 |
12 |
542 |
5 |
11 |
38 |
1,603 |
Weather-adjusting employment data |
0 |
0 |
1 |
10 |
0 |
2 |
8 |
36 |
What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound? |
3 |
9 |
34 |
455 |
6 |
16 |
76 |
1,031 |
Total Working Papers |
25 |
67 |
323 |
15,105 |
104 |
286 |
1,234 |
43,841 |