Finance and the Macroeconomy | Crawford School of Public Policy

09 February 2026

Geopolitical Turning Points and Macroeconomic Volatility: A Bilateral Identification Strategy

Vol: 08/2026 Author: Saadaoui J Year: 2026 Month: February

Saadaoui
Finance and the Macroeconomy

27 June 2025

What Do Central Bankers Talk About? Evidence From the BIS Archive

Vol: 35/2025 Authors: Feldkircher M; Koráb P; Teliha V Year: 2025 Month: June

Feldkircher
Macroeconomic Policy Frameworks
Finance and the Macroeconomy

21 April 2026

GDP-Flash Estimates: An International Assessment

Vol: 26/2026 Authors: Wegmüller P, Jacobs J PAM, Burri M Year: 2026 Month: April

Jacobs
Finance and the Macroeconomy

06 May 2026

Narratives and the Term Structure of Inflation Expectations

Vol: 29/2026 Authors: Benchimol J, Mellina S Year: 2026 Month: May

Benchimol
Mellina
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

14 May 2025

Tradeoffs over Rate Cycles: Activity, Inflation and the Price Level

Vol: 30/2025 Authors: Forbes K; Ha J; Kose MA Year: 2025 Month: May

Kose
Finance and the Macroeconomy
COVID-19 and the Macroeconomy

07 August 2025

Nowcasting Transaction-Based House Price Indices Using Web-Scraped Listings and MIDAS Regression

Vol: 45/2025 Authors: Trojanek R; Hartigan L; Pfeifer N; Steurer M Year: 2025 Month: August

Hartigan
Finance and the Macroeconomy
Model Uncertainty and Macro-Econometrics

18 June 2026

Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory

Vol: 47/2026 Authors: Choi S, Jang I, Kang KY, Kim H Year: 2026 Month: June

Choi
Finance and the Macroeconomy
Open Economy Macroeconomics

26 April 2022

Armageddon and the Stock Market: US, Canadian and Mexican Market Responses to the 1962 Cuban Missile Crisis

Vol: 32/2022 Authors: Richard C K Burdekin, Pierre L Siklos Month: April Year: 2022 Edition: Revised Version

Siklos
Finance and the Macroeconomy

25 June 2025

Estimating Behavioral Inattention

Vol: 34/2025 Authors: Benchimol J; Bounader L; Dotta M Year: 2025 Month: June

Benchimol
Behavioural Macroeconomics and Complexity
Finance and the Macroeconomy
Macroeconomic Policy Frameworks program

17 July 2025

Strategic Stockpiling Reduces the Geopolitical Risk to the Supply Chain of Copper and Lithium

Vol: 42/2025 Authors: Vespignani J, Smyth R; Saadaoui J Year: 2025 Month: July

Vespignani
Finance and the Macroeconomy
Commodities and the Macroeconomy

16 April 2026

The Monetary Policy Statement Database: An LLM Application to Global Financial Conditions

Vol: 25/2026 Authors: Baird C, Benchimol J, Sohn W, Vyshnevska V, Vyshnevskyi I Year: 2026 Month: April

Benchimol
Macroeconomic Policy Frameworks
Finance and the Macroeconomy

07 July 2025

Federal Reserve Communication and the COVID-19 Pandemic

Vol: 38/2025 Authors: Benchimol J; Kazinnik; Saadon Y Year: 2025 Month: July

Benchimol
Finance and the Macroeconomy
Macroeconomic Policy Frameworks
COVID-19 and the Macroeconomy

28 July 2025

Words Matter: Central Bank Communication and Household Expectations in a Global Panel

Vol: 43/2025 Authors: Feldkircher M; Makridis CA Year: 2025 Month: July

Feldkircher
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

10 April 2025

The Macroeconomic Fragility of Critical Mineral Markets

Vol: 21/2025 Authors: Kang W; Smyth R; Vespignani J Year: 2025 Month: April

Vespignani
Finance and the Macroeconomy

19 December 2025

Investment in Emerging and Developing Economies

Vol: 71/2025 Authors: Adarov A; Kose MA; Vorisek D Year: 2025 Month: December

Kose
Finance and the Macroeconomy

08 August 2025

Greening thy Neighbour: How the US Inflation Reduction Act Drives Climate Finance Globally

Vol: 46/2025 Authors: te Kaat DM; Raabe A; Tian Y Year: 2025 Month: August

Raabe
Climate Change and Energy
Finance and the Macroeconomy

10 February 2025

Piecing the Puzzle: Real Exchange Rates and Long-Run Fundamentals

Vol: 10/2025 Authors: Bjørnland HC; Brubakk L; Maffei-Faccioli N Year: 2025 Month: February

Bjørnland
Finance and the Macroeconomy

07 April 2025

Re-visiting the Relationship Between Oil Prices and Monetary Policy

Vol: 19/2025 Authors: Bjørnland HC; Cross JL; Hölz J Year: 2025 Month: April

Bjørnland
Finance and the Macroeconomy

31 August 2022

Resource Dependence, Commodity Shocks and the Role of the Exchange Rate: An Empirical Study of Papua New Guinea

Vol: 50/2022 Author: Rubayat Chowdhury Month: August Year: 2022

Chowdhury
Finance and the Macroeconomy

05 August 2025

From Tailwinds to Headwinds: Emerging and Developing Economies in the Twenty-First Century

Vol: 44/2025 Authors: Balatti M; Kose MA; McKinnon K; Palombo E; Sugawara N; Verduzco-Bustos G; Vorisek D Year: 2025 Month: August

Kose
McKinnon
Finance and the Macroeconomy

07 March 2025

Value, Values, and the Role of Awareness

Vol: 14/2025 Author: Eickmeier S Year: 2025 Month: March

Eickmeier
Finance and the Macroeconomy

22 January 2024

Weather Shocks and Sectoral Dynamics in European Economies

Vol: 07/2024 Authors: Daniele Colombo, Laurent Ferrara Year: 2024 Month: January

Ferrara
Finance and the Macroeconomy

24 April 2025

The Financial Instability – Monetary Policy Nexus: Evidence from the FOMC Minutes

Vol: 25/2025 Authors: Kanelis D; Kranzmann LH; Siklos PL Year: 2025 Month: April

Siklos
Finance and the Macroeconomy

31 March 2023

Oil and the Stock Market Revisited: A Mixed Functional VAR Approach

Vol: 18/2023 Authors: Hilde C. Bjørnland, Yoosoon Chang, Jamie L. Cross Month: March Year: 2023

Bjørnland
Chang
Cross
Finance and the Macroeconomy

28 April 2026

Fiscal Policy, Asset Prices, and Economic Sentiment

Vol: 27/2026 Author: Can U Year: 2026 Month: April

Can
Finance and the Macroeconomy

03 December 2024

Ensuring the Security of the Clean Energy Transition: Examining the Impact of Geopolitical Risk on the Price of Critical Minerals

Vol: 69/2024 Authors: Saadaoui J; Smyth R; Vespignani J Year: 2024 Month: December

Vespignani
Finance and the Macroeconomy

19 September 2025

Data-Driven Learning About Trend Productivity Growth

Vol: 53/2025 Authors: Goto E; Jacobs JPAM; van Norden S Year: 2025 Month: September

Jacobs
Finance and the Macroeconomy

12 December 2024

Education Quality and Economic Growth: A New International Measure of Quality of Education

72/2024 Authors: Musibau HO; Vespignani J; Yanotti MB Year: 2024 Month: December

Vespignani
Finance and the Macroeconomy

22 October 2025

Dollar Funding and Housing Markets: The Role of Non-US Global Banks

Vol: 56/2025 Authors: Ehlers T; Hoffmann M; Raabe A Year: 2025 Month: October

Hoffmann UZH
Raabe
Open Economy Macroeconomics
Finance and the Macroeconomy

26 November 2024

Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations

Vol: 68/2024 Authors: Aastveit KA; Bjørnland HC; Cross JL; Kalstad HO Year: 2024 Month: November

Bjørnland
Cross
Finance and the Macroeconomy

31 December 2022

Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era

Vol: 75/2022 Authors: Kanelis D; Siklos PL Year: 2022 Month: December

Siklos
Finance and the Macroeconomy

28 August 2025

Rapid Productivity Growth in Asia: Internal and External Financing

Vol: 49/2025 Authors: Fry-McKibbin R; Liu W; McKibbin WJ Year: 2025 Month: August

Fry-McKibbin
Liu
McKibbin
Finance and the Macroeconomy
Growth Demographics and Productivity
Climate Change and Energy

22 July 2022

Effect of remittances on the macroeconomy: A Structural VAR study of Nepal

Vol: 43/2022 Author: Sudyumna Dahal Month: July Year: 2022

Dahal
Finance and the Macroeconomy

11 June 2020

Capital Market Liberalization and Equity Market Interdependence

Vol: 55/2020 Authors: Renée Fry-McKibbin, Ziyu Yan Month: June Year: 2020

Fry-McKibbin
Finance and the Macroeconomy

27 April 2023

Potential Growth Prospects: Risks, Rewards and Policies

Vol: 19/2023 Authors: Sinem Kilic Celik, M. Ayhan Kose, Franziska Ohnsorge Month: April Year: 2023

Kose
Ohnsorge
Finance and the Macroeconomy

09 January 2025

Asymmetric Mortgage Channel of Monetary Policy: Refinancing as a Call Option

Vol: 02/2025 Author names: Choi S; Jeong K; Kim J Year: 2025 Month: January

Choi
Macroeconomic Policy Frameworks program
Finance and the Macroeconomy

07 May 2025

Climate Hazards and the Health-Remittance Trade-off: Experimental Evidence from Rural Bangladesh

Vol: 26/2025 Author: Hassan GM Year: 2025 Month: May

Hassan
Finance and the Macroeconomy
Climate Change and Energy

19 May 2026

Sectoral Heterogeneity in the International Transmission of Monetary Policy

Vol: 32/2026 Authors: Eksi O, Arin KP, Kaya-Eksi N, Kim MS Year: 2026 Month: May

Arin
Finance and the Macroeconomy

15 February 2026

New publication in 2026: Rapid Productivity Growth in Asia: Internal and External Financing

New Book Chapter: Fry-McKibbin, Liu & McKibbin on Rapid Productivity Growth in Asia—Internal & External Financing, in Navigating Asia’s Path to a High-Income and Sustainable Future (ADBI, 2026)

Finance and the Macroeconomy

31 December 2023

What Explains Global Inflation

Vol: 66/2023 Authors: Jongrim Ha, M. Ayhan Kose, Franziska Ohnsorge, Hakan Yilmazkuday Month: December Year: 2023

Kose
Ohnsorge
Finance and the Macroeconomy

02 November 2024

Resolving Puzzles of Monetary Policy Transmission in Emerging Markets

Vol: 67/2024 Authors: Ha J, Kim D, Kose MA, Prasad ES Year: 2024 Month: November

Kose
Finance and the Macroeconomy

26 August 2024

Rate Cycles

Vol: 54/2024 Author name: Kristin Forbes, Jongrim Ha, M. Ayhan Kose Year: 2024 Month: August

Kose
Finance and the Macroeconomy

14 May 2024

Multi-Sector Bond Funds: New Evidence on Global and Domestic Drivers and Effectiveness of Capital Account Measures

Vol: 28/2024 Authors: Rogelio Mercado Jr., Luca Sanfilippo Month: May Year: 2024

Mercado
Finance and the Macroeconomy

31 March 2020

The Effectiveness of Currency Intervention in a Commodity-Exporter: Evidence from Mongolia

Vol: 31/2020 Authors: Victor Pontines, Davaajargal Luvsannyam, Enkhjin Atarbaatar, Ulziikhutag Munkhtsetseg Month: March Year: 2020

Pontines
Finance and the Macroeconomy

30 March 2023

Effects of Government Regulation of Diesel and Petrol Prices on GDP Growth: Evidence from China

Vol: 17/2023 Authors: Markus Brueckner, Haidi Hong, Joaquin Vespignani Month: March Year: 2023

Brueckner
Vespignani
Finance and the Macroeconomy
Commodities and the Macroeconomy

24 July 2020

Armageddon and the Stock Market: US, Canadian and Mexican Market Responses to the 1962 Cuban Missile Crisis

Vol: 65/2020 Authors: Richard K Burdekin, Pierre L Siklos Month: July Year: 2020 Edition: Original Version

Siklos
Finance and the Macroeconomy

29 March 2024

Macroeconomic and Financial Effects of Natural Disasters

Vol: 23/2024 Authors: Sandra Eickmeier, Josefine Quast, Yves Schüler Month: March Year: 2024

Eickmeier
Finance and the Macroeconomy

12 January 2016

The Implications of Liquidity Expansion in China for the US Dollar

Vol: 05/2016 Authors: Wensheng Kang, Ronald A. Ratti, Joaquin L. Vespignani Month: January Year: 2016

Ratti
Vespignani
Finance and the Macroeconomy

16 May 2024

Artificial Intelligence Investments Reduce Risks to Critical Mineral Supply

Vol: 30/2024 Authors: Joaquin Vespignani, Russell Smyth Month: May Year: 2024

Vespignani
Finance and the Macroeconomy

23 July 2020

Inflation Expectations and the Pass-Through of Oil Prices

Vol: 64/2020 Authors: Knut Are Aastveit, Hilde C. Bjørnland, Jamie L. Cross Month: July Year: 2020

Bjørnland
Cross
Finance and the Macroeconomy

14 February 2020

Debt and Financial Crises

Vol: 09/2020 Authors: Wee Chian Koh, M. Ayhan Kose, Peter S. Nagle, Franziska L. Ohnsorge, Naotaka Sugawara Month: February Year: 2020

Koh
Kose
Nagle
Ohnsorge
Finance and the Macroeconomy

20 January 2024

Firm Level Expectations and Macroeconomic Conditions: Underpinnings and Disagreement

Vol: 05/2024 Authors: Monique Reid, Pierre Siklos Month: January Year: 2024

Siklos
Finance and the Macroeconomy

03 February 2026

Heaven or Earth? The Evolving Role of Global Shocks for Domestic Monetary Policy

Vol: 05/2026 Authors: Forbes K, Ha J, Kose MA Year: 2026 Month: February

Ha
Kose
Finance and the Macroeconomy

30 May 2023

Slowing Growth: More Than a Rough Patch

Vol: 23/2023 Authors: M. Ayhan Kose, Franziska Ohnsorge Month: May Year: 2023

Kose
Ohnsorge
Finance and the Macroeconomy

30 August 2022

Cacophony in Central Banking? Evidence from Euro Area Speeches on Monetary Policy

Vol: 49/2022 Authors: Martin Feldkircher, Paul Hofmarcher, Pierre L. Siklos Month: August Year: 2022

Feldkircher
Siklos
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

29 April 2023

Potential Growth: A Global Database

Vol: 20/2023 Authors: Sinem Kilic Celik, M. Ayhan Kose, Franziska Ohnsorge, F. Ulrich Ruch Month: April Year: 2023

Kose
Ohnsorge
Finance and the Macroeconomy

19 December 2024

Real Effects of Bank Shocks

76/2024 Author name: Sharma V Year: 2024 Month: December

Sharma
Finance and the Macroeconomy

17 February 2020

Global Recessions

Vol: 10/2020 Authors: M. Ayhan Kose, Naotaka Sugawara, Marco E. Terrones Month: February Year: 2020

Kose
Finance and the Macroeconomy

05 May 2020

Diagnosing Housing Fever with an Econometric Thermometer

Vol: 43/2020 Authors: Shuping Shi, Peter C B Phillips Month: May Year: 2020

Shi
Finance and the Macroeconomy

28 September 2022

Building the Education Revolution: The Employment Effects of Fiscal Stimulus in Australia

Vol: 58/2022 Authors: Timothy Watson, Juha Tervala Month: September Year: 2022

Watson
Finance and the Macroeconomy

22 September 2022

Is a Global Recession Imminent?

Vol: 55/2022 Authors: Justin Damien Guénette, M. Ayhan Kose, Naotaka Sugawara Month: September Year: 2022

Kose
Finance and the Macroeconomy

25 January 2023

Understanding the Global Drivers of Inflation: How Important are Oil Prices?

Vol: 03/2023 Authors: Jongrim Ha, M. Ayhan Kose, Franziska Ohnsorge, Hakan Yilmazkuday Month: January Year: 2023

Kose
Ohnsorge
Finance and the Macroeconomy

22 December 2023

Loan-to-Value Shocks and Housing in the Production Function

Vol: 62/2023 Authors: Vivek Sharma Month: December Year: 2023

Sharma
Finance and the Macroeconomy

18 December 2024

Environmental Performance and Economic Growth in the West African Economies

75/2024 Author names: Musibau HO; Yanotti MB; Vespignani J; Nepal R Year: 2024 Month: December

Vespignani
Nepal
Finance and the Macroeconomy

30 January 2020

Evolution or Revolution? Distributed Ledger Technologies in Financial Services

Vol: 04/2020 Authors: Anil Savio Kavuri, Alistair Milne Month: January Year: 2020

Kavuri
Finance and the Macroeconomy

31 January 2023

The Currency Composition of Asia’s International Investments

Vol: 06/2023 Authors: Paulo Rodelio Halili, Rogelio Mercado, Jr. Month: January Year: 2023

Mercado
Finance and the Macroeconomy

30 January 2023

US Dollar Dominance in Asia’s Trade Invoicing

Vol: 05/2023 Authors: Rogelio Mercado, Jr., Ryan Jacildo, Sanchita Basu Das Month: January Year: 2023

Mercado
Finance and the Macroeconomy

20 March 2024

Business Cycle and Health Dynamics during the COVID-19 Pandemic: A Scandinavian Perspective

Vol: 19/2024 Authors: Hilde C. Bjørnland, Malin C. Jensen, Leif Anders Thorsrud Month: March Year: 2024

Bjørnland
Finance and the Macroeconomy
COVID-19 and the Macroeconomy

25 September 2023

Sustainability and Credit Spreads in Japan

Vol: 44/2023 Authors: Tatsuyoshi Okimoto, Sumiko Takaoka Month: September Year: 2023

Okimoto
Finance and the Macroeconomy

01 August 2024

Detecting Statistically Significant Changes in Connectedness: A Bootstrap-Based Technique

Vol: 51/2024 Author: Matthew Greenwood-Nimmo, Evžen Kočenda, Viet Hoang Nguyen Year: 2024 Month: August

Greenwood-Nimmo
Finance and the Macroeconomy

18 June 2024

Rising Temperatures, Melting Incomes: Country-Specific Macroeconomic Effects of Climate Scenarios

Vol: 42/2024 Authors: Kamiar Mohaddes, Mehdi Raissi Month: June Year: 2024

Mohaddes
Finance and the Macroeconomy
Climate Change and Energy

27 February 2023

Global Money Supply and Energy and Non-Energy Commodity Prices: A MS-TV-VAR Approach

Vol: 13/2023 Authors: Stefano Grassi, Francesco Ravazzolo, Joaquin Vespignani, Giorgio Vocalelli Month: February Year: 2023

Grassi
Ravazzolo
Vespignani
Finance and the Macroeconomy

10 May 2024

The Great Reversal

Vol: 27/2024 Authors: Tommy Chrimes, Bram Gootjes, M. Ayhan Kose, Collette Wheeler Month: May Year: 2024

Kose
Finance and the Macroeconomy

19 March 2020

Can This Time Be Different? Policy Options in Times of Rising Debt

Vol: 23/2020 Authors: M.Ayhan Kose, Peter S. O. Nagle, Franziska L. Ohnsorge, Naotaka Sugawara Month: March Year: 2020

Kose
Ohnsorge
Finance and the Macroeconomy

27 August 2019

The Shale Oil Boom and the US Economy: Spillovers and Time-Varying Effects

Vol: 59/2019 Authors: Hilde C. Bjørnland, Julia Zhulanova Month: August Year: 2019

Bjørnland
Finance and the Macroeconomy

30 December 2022

What drives inflation? Disentangling Demand and Supply Factors

Vol: 74/2022 Authors: Sandra Eickmeier, Boris Hofmann Month: December Year: 2022

Eickmeier
Finance and the Macroeconomy

17 May 2024

Toward a Holistic Approach to Central Bank Trust

Vol: 31/2024 Authors: Sandra Eickmeier, Luba Petersen Month: May Year: 2024

Eickmeier
Finance and the Macroeconomy

21 March 2017

The Impact of Social Justice on Economic Performance

Vol: 18/2017 Authors: Anil Savio Kavuri, Hongwei Shao Month: March Year: 2017

Kavuri
Finance and the Macroeconomy

24 November 2023

State-Dependent Effects of Loan-to-Value Shocks

Vol: 58/2023 Authors: Vivek Sharma Month: November Year: 2023

Sharma
Finance and the Macroeconomy

24 November 2022

The Price Responsiveness of Shale Producers: Evidence from Micro Data

Vol: 70/2022 Authors: Knut Are Aastveit, Hilde C. Bjørnland, Thomas S. Gundersen Month: November Year: 2022

Bjørnland
Finance and the Macroeconomy

20 October 2023

Shocks to the Lending Standards and the Macroeconomy

Vol: 55/2023 Authors: Vivek Sharma Month: October Year: 2023

Sharma
Finance and the Macroeconomy

28 October 2024

The ECB’s Climate Activities and Public Trust

Vol: 62/2024 Authors: Sandra Eickmeier, Luba Petersen Month: October Year: 2024

Eickmeier
Finance and the Macroeconomy

28 February 2023

Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring

Vol: 14/2023 Authors: Yoosoon Chang, Ana María Herrera, Elena Pesavento Month: February Year: 2023

Chang
Model Uncertainty and Macro-Econometrics
Finance and the Macroeconomy

18 October 2023

The Drivers of Emission Reductions in the European Carbon Market

Vol: 53/2023 Authors: Hilde C. Bjørnland, Jamie L. Cross, Felix Kapfhammer Month: October Year: 2023

Bjørnland
Cross
Finance and the Macroeconomy

05 June 2026

US Monetary Policy, Exchange Rates, and Delayed Portfolio Adjustments

Vol: 43/2026 Authors: Choi S, Park J, Park K Year: 2026 Month: June

Choi
Open Economy Macroeconomics
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

21 August 2019

Dutch Disease Dynamics Reconsidered

Vol: 55/2019 Authors: Hilde C. Bjørnland, Leif Anders Thorsrud, Ragnar Torvik Month: August Year: 2019

Bjørnland
Thorsrud
Finance and the Macroeconomy

25 October 2019

Oil Curse, Economic Growth and Trade Openness

Vol: 78/2019 Authors: Monoj Kumar Majumder, Mala Raghavan, Joaquin Vespignani Month: October Year: 2019

Raghavan
Vespignani
Finance and the Macroeconomy

19 February 2020

Global Macro-Financial Cycles and Spillovers

Vol: 12/2020 Authors: Jongrim Ha, M. Ayhan Kose, Christopher Otrok, Eswar S. Prasad Month: February Year: 2020

Kose
Finance and the Macroeconomy

01 June 2022

Global Stagflation

Vol: 41/2022 Authors: Jongrim Ha, M. Ayhan Kose, Franziska Ohnsorge Month: June Year: 2022

Kose
Ohnsorge
Finance and the Macroeconomy

14 February 2024

The ECB Press Conference Statement Deriving a New Sentiment Indicator for the Euro Area

Vol: 10/2024 Authors: Dimitrios Kanelis, Pierre L. Siklos Month: January Year: 2024

Siklos
Finance and the Macroeconomy

22 September 2020

Commodity Price Volatility, Fiscal Balance and Real Interest Rate

Vol: 79/2020 Authors: Monoj Kumar Majumder, Mala Raghavan, Joaquin Vespignani Month: September Year: 2020

Raghavan
Vespignani
Finance and the Macroeconomy
Commodities and the Macroeconomy

29 January 2018

What Has Publishing Inflation Forecasts Accomplished? Central Banks and Their Competitors

Vol: 07/2018 Author: Pierre L. Siklos Month: January Year: 2018 Revised Version

Siklos
Finance and the Macroeconomy

18 January 2024

Speeches in the Green: The Political Discourse of Green Central Banking

Vol: 03/2024 Authors: Martin Feldkircher, Viktoriya Teliha Month: January Year: 2024

Feldkircher
Finance and the Macroeconomy

15 December 2020

Redistribution and the Monetary–Fiscal Policy Mix

Vol: 107/2020 Authors: Saroj Bhattarai, Jae Won Lee, Choongryul Yang Month: December Year: 2020

Bhattarai
COVID-19 and the Macroeconomy
Finance and the Macroeconomy

18 June 2020

Measuring Exchange Rate Risks During Periods of Uncertainty

Vol: 60/2020 Authors: Laurent Ferrara, Joseph Yapi Month: June Year: 2020

Ferrara
Yapi
Finance and the Macroeconomy
COVID-19 and the Macroeconomy

28 December 2023

The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve

Vol: 65/2023 Authors: Yoosoon Chang, Fabio Gomez-Rodriguez, Christian Matthes Month: December Year: 2023

Chang
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

17 November 2020

Optimal Simple Objectives for Monetary Policy When Banks Matter

Vol: 98/2020 Authors: Lien Laureys, Roland Meeks, Boromeus Wanengkirtyo Month: November Year: 2020

Meeks
Finance and the Macroeconomy

20 March 2020

Subdued Potential Growth: Sources and Remedies

Vol: 24/2020 Authors: Sinem Kilic Celik, M.Ayhan Kose, Franziska L. Ohnsorge Month: March Year: 2020

Kose
Ohnsorge
Finance and the Macroeconomy

17 December 2024

Fiscal Impacts of Climate Anomalies

74/2024 Authors: Pintus FJ; Jacobs JPAM; Sterken E Year: 2024 Month: December

Jacobs
Finance and the Macroeconomy

27 September 2016

Benchmarking Macroprudential Policies: An Initial Assessment

Vol: 60/2016 Authors: Domenico Lombardi, Pierre L. Siklos Month: September Year: 2016

Siklos
Finance and the Macroeconomy

28 April 2017

What Has Publishing Inflation Forecasts Accomplished? Central Banks and Their Competitors

Vol: 33/2017 Author: Pierre L. Siklos Month: April Year: 2017 Original Version

Siklos
Finance and the Macroeconomy

03 February 2022

Understanding Consumer Inflation Expectations During the COVID-19 Pandemic

Vol: 11/2022 Authors: Gunda Alexandra Detmers, Sui-Jade Ho, Özer Karagedikli Month: February Year: 2022

Karagedikli
Finance and the Macroeconomy
COVID-19 and the Macroeconomy

27 October 2022

Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach

Vol: 67/2022 Authors: Rogelio Mercado Jr., Victor Pontines Month: October Year: 2022

Mercado
Pontines
Finance and the Macroeconomy

30 January 2018

The Anatomy of Inflation: An Economic History Perspective

Vol: 08/2018 Authors: Martin T. Bohl, Pierre L. Siklos Month: January Year: 2018

Siklos
Finance and the Macroeconomy

22 March 2017

Weakness in Investment Growth: Causes, Implications and Policy Responses

Vol: 19/2017 Authors: M. Ayhan Kose, Franziska Ohnsorge, Lei Sandy Ye, Ergys Islamaj Month: March Year: 2017

Kose
Ohnsorge
Finance and the Macroeconomy

11 October 2023

Collateral Shocks, Lending Relationships and Economic Dynamics

Vol: 49/2023 Authors: Vivek Sharma Month: October Year: 2023

Sharma
Finance and the Macroeconomy

22 August 2019

Supply Flexibility in the Shale Patch: Evidence from North Dakota

Vol: 56/2019 Authors: Hilde C. Bjørnland, Frode Martin Nordvik, Maximilian Rohrer Month: August Year: 2019

Bjørnland
Finance and the Macroeconomy

16 April 2020

Clean Energy and Household Remittances in Bangladesh: Evidence from a Natural Experiment

Vol: 33/2020 Author: Gazi M Hassan Month: April Year: 2020

Hassan
Finance and the Macroeconomy

09 October 2023

Estimating and Applying Autoregression Models via Their Eigensystem Representation

Vol: 47/2023 Authors: Leo Krippner Month: October Year: 2023

Krippner
Finance and the Macroeconomy

30 November 2017

Asset Prices and Macroeconomic Outcomes: A Survey

Vol: 76/2017 Authors: Stijn Claessens, M. Ayhan Kose Month: November Year: 2017

Kose
Finance and the Macroeconomy

07 February 2022

Central Bank Digital Currency: A Review and Some Macro-Financial Implications

Vol: 12/2022 Authors: Hongyi Chen, Pierre Siklos Month: February Year: 2022

Siklos
Finance and the Macroeconomy

23 November 2023

External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy

Vol: 57/2023 Authors: Victor Pontines, Davaajargal Luvsannyam Month: November Year: 2023

Pontines
Finance and the Macroeconomy

29 March 2019

Changes in the Inflation Target and the Comovement Between Inflation and the Nominal Interest Rate

Vol: 30/2019 Authors: Yunjong Eo, Denny Lie Month: March Year: 2019

Eo
Lie
Finance and the Macroeconomy
Model Uncertainty and Macro-Econometrics

09 July 2026

Financial Market Reactions to the Novelty of Information in FOMC Minutes

Vol: 54/2026 Authors: Humann N, Kanelis D, Kranzmann LH, Siklos PL Year: 2026 Month: July

Siklos
Finance and the Macroeconomy

28 March 2019

Inflation Expectations: Review and Evidence

Vol: 29/2019 Authors: M. Ayhan Kose, Hideaki Matsuoka, Ugo Panizza, Dana Vorisek Month: March Year: 2019

Kose
Finance and the Macroeconomy

22 April 2020

The Role of Financial Journalists in the Expectations Channel of the Monetary Transmission Mechanism

Vol: 37/2020 Authors: Monique Reid, Pierre Siklos, Timothy Guetterman, Stan Du Plessis Month: April Year: 2020

Siklos
Finance and the Macroeconomy

21 July 2021

Empirical evidence on the Euler equation for investment in the US

Vol: 65/2021 Author name: Ascari G; Haque Q; Magnusson LM; Mavroeidis S Year: 2021 Month: July

Haque
Finance and the Macroeconomy

15 February 2023

Leverage and Time-Varying Effects of Monetary Policy on the Stock Market

Vol: 07/2023 Authors: Severin Bernhard, Philip Vermeulen Month: February Year: 2023

Vermeulen
Finance and the Macroeconomy

19 March 2019

Understanding inflation in emerging and developing economies

Vol: 22/2019 Authors: Jongrim Ha, M. Ayhan Kose, Franziska L. Ohnsorge Month: March Year: 2019

Kose
Ohnsorge
Finance and the Macroeconomy

20 September 2018

The Macroeconomic Effects of Bank Capital Requirement Tightenings: Evidence from a Narrative Approach

Vol: 42/2018 Authors: Sandra Eickmeier, Benedikt Kolb, Esteban Prieto Month: September Year: 2018

Eickmeier
Finance and the Macroeconomy

12 September 2019

US Monetary Policy Since the 1950s and the Changing Content of FOMC Minutes

Vol: 69/2019 Author: Pierre L Siklos Month: September Year: 2019

Siklos
Finance and the Macroeconomy

31 October 2023

One Monetary Policy and Two Bank Lending Standards: A Tale of Two Europes

Vol: 56/2023 Authors: Sangyup Choi, Kimoon Jeong, Jiseob Kim Month: October Year: 2023

Choi
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

11 September 2019

A Tale of Two Taxes: State-Dependency of Tax Policy

Vol: 68/2019 Authors: K. Peren Arin, Emin Gahramanov, Tolga Omay, Mehmet A. Ulubasoglu Month: September Year: 2019

Arin
Finance and the Macroeconomy

19 July 2021

Testing for uncovered interest parity conditions in a small open economy: A state space modelling approach

Vol: 56/2021 Author name: Bhatta GR; Nepal R; Harvie C; Jayanthakumaran K Year: 2021 Month: July

Nepal
Finance and the Macroeconomy

21 October 2022

Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence

Vol: 64/2022 Authors: Sangyup Choi, Gabriele Ciminelli, Davide Furceri Month: October Year: 2022

Choi
Finance and the Macroeconomy
Open Economy Macroeconomics

18 April 2022

Reassessing the Dependence Between Economic Growth and Financial Conditions Since 1973

Vol: 30/2022 Authors: Tony Chernis, Patrick J. Coe, Shaun P. Vahey Month: April Year: 2022

Coe
Vahey
Finance and the Macroeconomy
COVID-19 and the Macroeconomy

21 April 2020

Financial Conditions and the Risks to Economic Growth in the United States Since 1875

Vol: 36/2020 Authors: Patrick J. Coe, Shaun P. Vahey Month: April Year: 2020

Coe
Vahey
Finance and the Macroeconomy

27 December 2019

The Industrial Impact of Economic Uncertainty Shocks in Australia

Vol: 89/2019 Authors: Hamish Burrell, Joaquin Vespignani Month: December Year: 2019

Vespignani
Finance and the Macroeconomy

29 April 2024

Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean

Vol: 26/2024 Authors: Matthew Agarwala, Matt Burke, Jennifer Doherty-Bigara, Patrycja Klusak, Kamiar Mohaddes Month: April Year: 2024

Mohaddes
Climate Change and Energy
Finance and the Macroeconomy

28 August 2023

COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study

Vol: 40/2023 Authors: Richard Mawulawoea Ahadzie, Dan Daugaard, Moses Kangogo, Faisal Khan, Joaquin Vespignani Month: August Year: 2023

Vespignani
Finance and the Macroeconomy
COVID-19 and the Macroeconomy

16 November 2020

High-Frequency Monitoring of Growth-at-Risk

Vol: 97/2020 Authors: Laurent Ferrara, Matteo Mogliani, Jean-Guillaume Sahuc Month: November Year: 2020

Ferrara
Finance and the Macroeconomy
COVID-19 and the Macroeconomy

20 May 2026

International Transmission of Monetary Shocks: Firm Level Evidence

Vol: 33/2026 Authors: Arin KP, Eksi O, Kaya-Eksi N, Kim MS Year: 2026 Month: May

Arin
Finance and the Macroeconomy

29 May 2020

International Effects of Euro Area Forward Guidance

Vol: 54/2020 Authors: Maximilian Bock, Martin Feldkircher, Pierre L. Siklos Month: May Year: 2020

Feldkircher
Siklos
Finance and the Macroeconomy

25 May 2026

When Policy Uncertainty Crosses Borders: Evidence from U.S. Export Dynamics

Vol: 36/2026 Author: Can U Year: 2026 Month: May

Can
Finance and the Macroeconomy

28 May 2020

Inflation Dynamics: Expectations, Structural Breaks and Global Factors

Vol: 53/2020 Author: Pierre L. Siklos Month: May Year: 2020

Siklos
Finance and the Macroeconomy

27 April 2017

Government Bond Yields at the Effective Lower Bound: International Evidence

Vol: 32/2017 Authors: Domenico Lombardi, Pierre L. Siklos, Samantha St. Amand Month: April Year: 2017

Siklos
Finance and the Macroeconomy

24 January 2022

Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth?

Vol: 08/2022 Authors: Laurent Ferrara, Aikaterini Karadimitropoulou, Athanasios Triantafyllou Month: January Year: 2022

Ferrara
Finance and the Macroeconomy

27 March 2019

Why Do Fiscal Multipliers Depend on Fiscal Positions?

Vol: 28/2019 Authors: Raju Huidrom, M. Ayhan Kose, Jamus J. Lim, Franziska L. Ohnsorge Month: March Year: 2019

Kose
Ohnsorge
Finance and the Macroeconomy

21 March 2019

Global Inflation Synchronization

Vol: 24/2019 Authors: Jongrim Ha, M. Ayhan Kose, Franziska L. Ohnsorge Month: March Year: 2019

Kose
Ohnsorge
Finance and the Macroeconomy

20 March 2019

A Provincial View of Consumption Risk Sharing: Asset Classes as Shock Absorbers

Vol: 23/2019 Author: Victor Pontines Month: March Year: 2019

Pontines
Finance and the Macroeconomy

26 February 2017

The Global Role of the U.S. Economy: Linkages, Policies and Spillovers

Vol: 13/2017 Authors: M. Ayhan Kose, Csilla Lakatos, Franziska Ohnsorge, Marc Stocker Month: February Year: 2017

Kose
Ohnsorge
Finance and the Macroeconomy

08 March 2022

Investor Sentiment, Volatility and Cross-Market Illiquidity Dynamics: A Threshold Vector Autoregression Approach

Vol: 24/2022 Author: Lin Qi Month: March Year: 2022

Qi
Finance and the Macroeconomy

26 May 2016

Time-Varying Volatility, Financial Intermediation and Monetary Policy

Vol: 32/2016 Authors: Sandra Eickmeier, Norbert Metiu, Esteban Prieto Month: May Year: 2016

Eickmeier
Finance and the Macroeconomy

20 December 2019

Investigating the Drivers of International Comovement in Real Financial Asset Returns

Vol: 84/2019 Authors: Kate McKinnon Month: December Year: 2019

McKinnon
Finance and the Macroeconomy

12 June 2020

Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia

Vol: 56/2020 Authors: Markus Brueckner, Joaquin Vespignani Month: June Year: 2020

Brueckner
Vespignani
COVID-19 and the Macroeconomy
Finance and the Macroeconomy

19 August 2019

How Resilient is ASEAN-5 to Trade Shocks? Regional and Global Shocks Compared

Vol: 53/2019 Authors: Mala Raghavan, Evelyn S. Devadason Month: August Year: 2019

Raghavan
Finance and the Macroeconomy

28 October 2019

What is New about Cryptocurrencies? A Visual Analysis

Vol: 79/2019 Authors: Anil Savio Kavuri, Alistair Milne, Justine Wood Year: 2019 Month: October

Kavuri
Finance and the Macroeconomy

20 February 2020

Emerging and Developing Economies: Ten Years After the Global Recession

Vol: 13/2020 Authors: M. Ayhan Kose, Franziska L. Ohnsorge Month: February Year: 2020

Kose
Ohnsorge
Finance and the Macroeconomy

29 November 2022

Portfolio Capital Flows and the US Dollar Exchange Rate: Viewed from the Lens of Time and Frequency Dynamics of Connectedness

Vol: 72/2022 Authors: Mangal Goswami, Victor Pontines, Yassier Mohammed Month: November Year: 2022

Pontines
Finance and the Macroeconomy

29 August 2022

The Repercussions of War Risks

Vol: 48/2022 Author: Eric Tong Month: August Year: 2022

Tong
Finance and the Macroeconomy

31 October 2017

Joint Tests of Contagion with Applications to Financial Crises

Vol: 65/2017 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao, Vance L. Martin Month: October Year: 2017

Fry-McKibbin
Hsiao
Martin
Finance and the Macroeconomy

27 December 2018

Are Remittances a Source of Finance for Private Adaptation Strategy? Evidence from a Natural Experiment in the Cyclone Sidr Hit Regions of Southern Bangladesh

Vol: 61/2018 Authors: Sakib Mahmud, Gazi M Hassan Month: December Year: 2018

Hassan
Finance and the Macroeconomy

10 September 2019

On the Transmission Channels for the Resource Curse

Vol: 67/2019 Authors: K. Peren Arin, Elias Braunfels, Christina Zenker Month: September Year: 2019

Arin
Finance and the Macroeconomy

23 April 2020

A Note on the Impact of the Inclusion of an Anchor Number in the Inflation Expectations Survey Question

Vol: 38/2020 Authors: Monique Reid, Hanjo Odendaal, Stan Du Plessis, Pierre Siklos Month: April Year: 2020

Siklos
Finance and the Macroeconomy

18 October 2022

A Structural Measure of the Shadow Federal Funds Rate

Vol: 61/2022 Authors: Callum Jones, Mariano Kulish, James Morley Month: October Year: 2022

Kulish
Morley
Finance and the Macroeconomy

22 December 2020

Commodity Price Volatility, External Debt and Exchange Rate Regimes

Vol: 110/2020 Authors: Monoj Kumar Majumder, Mala Raghavan, Joaquin Vespignani Month: December Year: 2020

Raghavan
Vespignani
Finance and the Macroeconomy

27 December 2023

Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach

Vol: 64/2023 Authors: Sangyup Choi, Tim Willems, Seung Yong Yoo Month: December Year: 2023

Choi
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

16 September 2022

Heterogeneous Beliefs and the Phillips Curve

Vol: 51/2022 Authors: Roland Meeks, Francesca Monti Month: September Year: 2022

Meeks
Finance and the Macroeconomy

31 October 2019

U.S. Banking Deregulation and Local Economic Growth: Direct Effects and Externalities

Vol: 80/2019 Authors: Pieter IJtsma, Sherrill Shaffer, Laura Spierdijk Month: October Year: 2019

Shaffer
Finance and the Macroeconomy

29 November 2017

Macroeconomic Implications of Financial Imperfections: A Survey

Vol: 75/2017 Authors: Stijn Claessens, M. Ayhan Kose Month: November Year: 2017

Kose
Finance and the Macroeconomy

24 February 2022

Are Government Spending Shocks Inflationary at the Zero Lower Bound? New Evidence From Daily Data

Vol: 19/2022 Authors: Sangyup Choi, Junhyeok Shin, Seung Yong Yoo Month: February Year: 2022

Choi
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

24 June 2019

Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?

Vol: 42/2019 Authors: Martin T. Bohl, Pierre L. Siklos, Martin Stefan, Claudia Wellenreuther Month: June Year: 2019

Siklos
Finance and the Macroeconomy

31 January 2018

Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect

Vol: 09/2018 Authors: Richard C. K. Burdekin, Pierre L. Siklos Month: February Year: 2018

Siklos
Finance and the Macroeconomy

29 September 2020

De Jure Benchmark Bonds

Vol: 84/2020 Authors: Eli Remolona, James Yetman Month: September Year: 2020

Remolona
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

27 September 2017

A UK Financial Conditions Index Using Targeted Data Reduction: Forecasting and Structural Identification

Vol: 58/2017 Authors: George Kapetanios, Simon Price, Garry Young Month: September Year: 2017

Price
Finance and the Macroeconomy
Model Uncertainty and Macro-Econometrics

09 September 2019

A Closer Look at the Employment Effects of Fiscal Policy Shocks: What Have Minorities Got to Do With it?

Vol: 66/2019 Authors: Wifag Adnan, K. Peren Arin, Aysegul Corakci, Nicola Spagnolo Month: September Year: 2019

Arin
Spagnolo
Finance and the Macroeconomy

29 October 2018

Monetary Policy Transmission in Systemically Important Economies and China’s Impact

Vol: 50/2018 Authors: Domenico Lombardi, Pierre L. Siklos, Xiangyou Xie Month: October Year: 2018

Siklos
Finance and the Macroeconomy

08 April 2022

From Low to High Inflation: Implications for Emerging Market and Developing Economies

Vol: 29/2022 Authors: Jongrim Ha, M. Ayhan Kose, Franziska Ohnsorge Month: April Year: 2022

Kose
Ohnsorge
Finance and the Macroeconomy
Open Economy Macroeconomics

25 January 2018

Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities

Vol: 05/2018 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao, Vance L. Martin Month: January Year: 2018

Fry-McKibbin
Hsiao
Martin
Finance and the Macroeconomy

23 September 2022

Household Indebtedness and the Macroeconomic Effects of Tax Changes

Vol: 56/2022 Authors: Sangyup Choi, Junhyeok Shin Month: September Year: 2022

Choi
Macroeconomic Policy Frameworks
Finance and the Macroeconomy

23 December 2019

Evaluating the Portfolio Rebalancing Hypothesis in the Presence of the International Goods Market

Vol: 85/2019 Author: Kate McKinnon Month: December Year: 2019

McKinnon
Finance and the Macroeconomy

11 February 2014

Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis

Vol: 18/2014 Authors: Patrick Carvalho, Renee A. Fry-McKibbin Month: February Year: 2014

Fry-McKibbin
Finance and the Macroeconomy

22 February 2019

Measuring Multi-Product Banks’ Market Power Using the Lerner Index

Vol: 17/2019 Authors: Sherrill Shaffer, Laura Spierdijk Month: February Year: 2019

Shaffer
Finance and the Macroeconomy

29 August 2018

Quantitative or Qualitative Forward Guidance: Does It Matter?

Vol: 36/2018 Authors: Gunda-Alexandra Detmers, Özer Karagedikli, Richhild Moessner Month: August Year: 2018

Karagedikli
Finance and the Macroeconomy

25 June 2019

Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach

Vol: 43/2019 Authors: Christian Gross, Pierre L. Siklos Month: June Year: 2019

Siklos
Finance and the Macroeconomy

18 January 2019

Will the Real Eigensystem VAR Please Stand Up? A Univariate Primer

Vol: 01/2019 Author: Leo Krippner Month: January Year: 2019

Krippner
Finance and the Macroeconomy

27 May 2020

Non-Gravity Trade

Vol: 52/2020 Authors: Markus Brueckner, Ngo Van Long, Joaquin Vespignani Month: May Year: 2020

Brueckner
Vespignani
Finance and the Macroeconomy

28 March 2017

Joint Tests of Contagion with Applications to Financial Crises

Vol: 23/2017 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao, Vance L. Martin Month: March Year: 2017

Fry-McKibbin
Hsiao
Martin
Finance and the Macroeconomy

03 June 2026

Financing Nature: Investment Funds and Biodiversity Risks

Vol: 41/2026 Authors: te Kaat DM, Raabe A Year: 2026 Month: June

Raabe
Finance and the Macroeconomy
Climate Change and Energy

24 January 2020

The Real Effects of Loan-to-Value Limits: Empirical Evidence from Korea

Vol: 02/2020 Author: Victor Pontines Month: January Year: 2020

Pontines
Finance and the Macroeconomy

15 August 2017

A Cross-Country Database of Fiscal Space

Vol: 48/2017 Authors: M. Ayhan Kose, Sergio Kurlat, Franziska Ohnsorge, Naotaka Sugawara Month: August Year: 2017

Kose
Ohnsorge
Finance and the Macroeconomy

28 December 2017

Non-core Liabilities and Monetary Policy Transmission in Indonesia during the Post-2007 Global Financial Crisis

Vol: 78/2017 Authors: Victor Pontines, Reza Y. Siregar Month: December Year: 2017

Pontines
Siregar
Finance and the Macroeconomy

25 July 2019

Inflation and Monetary Policy: What South African Newspapers Report in an Era of Policy Transparency

Vol: 48/2019 Authors: Monique Reid, Zinette Bergman, Stan Du Plessis, Manfred Max Bergman, Pierre L. Siklos Month: July Year: 2019

Siklos
Finance and the Macroeconomy

25 January 2019

Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR

Vol: 06/2019 Authors: Alexander Chudik, M. Hashem Pesaran, Kamiar Mohaddes Month: January Year: 2019

Mohaddes
Finance and the Macroeconomy
Multi-Country Models and Methods

29 April 2019

Absolute Momentum, Sustainable Withdrawal Rates and Glidepath Investing in US Retirement Portfolios from 1925

Vol: 31/2019 Authors: Andrew Clare, James Seaton, Peter N. Smith, Stephen Thomas Month: April Year: 2019

Smith
Finance and the Macroeconomy

20 May 2022

Wealth and Income Inequality in the Long Run

Vol: 37/2022 Authors: Philipp Lieberknecht, Philip Vermeulen Month: May Year: 2022

Vermeulen
Finance and the Macroeconomy

25 October 2018

What Drives Household Inflation Expectations in South Africa? Demographics and Anchoring Under Inflation Targeting

Vol: 48/2018 Authors: Stan Du Plessis, Monique Reid, Pierre Siklos Month: October Year: 2018

Siklos
Finance and the Macroeconomy

25 July 2017

The Stability of Tax Elasticities over the Business Cycle in European Countries

Vol: 44/2017 Authors: Melisso Boschi, Stefano d'Addona Month: July Year: 2017

Boschi
d'Addona
Finance and the Macroeconomy

21 September 2018

Effects of Bank Capital Requirement Tightenings on Inequality

Vol: 43/2018 Authors: Sandra Eickmeier, Benedikt Kolb, Esteban Prieto Month: September Year: 2018

Eickmeier
Finance and the Macroeconomy

25 February 2019

Fintech and the Future of Financial Services: What Are the Research Gaps?

Vol: 18/2019 Authors: Anil Savio Kavuri, Alistair Milne Month: February Year: 2019

Kavuri
Finance and the Macroeconomy

08 June 2016

Do Fiscal Multipliers Depend on Fiscal Positions?

Vol: 35/2016 Authors: Raju Huidrom, M. Ayhan Kose, Jamus J. Lim, Franziska L. Ohnsorge Month: June Year: 2016

Kose
Ohnsorge
Finance and the Macroeconomy

14 June 2016

Global Uncertainty and the Global Economy: Decomposing the Impact of Uncertainty Shocks

Vol: 39/2016 Authors: Wensheng Kang, Ronald A. Ratti, Joaquin Vespignani Month: June Year: 2016

Ratti
Vespignani
Finance and the Macroeconomy

07 August 2012

The Level and Growth Effects in Empirical Growth Models for the Nordic Countries: A Knowledge Economy Approach

Vol: 36/2012 Authors: Arusha Cooray, Antonio Paradiso Month: August Year: 2012

Cooray
Finance and the Macroeconomy

24 December 2018

Financial and Non-Financial Global Stock Market Volatility Shocks

Vol: 58/2018 Authors: Wensheng Kang, Ronald A. Ratti, Joaquin Vespignani Month: November Year: 2018

Ratti
Vespignani
Finance and the Macroeconomy

11 May 2016

Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach

Vol: 25/2016 Authors: Renée Fry-McKibbin, Jasmine Zheng Month: May Year: 2016

Fry-McKibbin
Zheng
Finance and the Macroeconomy

28 September 2018

Nowcasting New Zealand GDP Using Machine Learning Algorithms

Vol: 47/2018 Authors: Adam Richardson, Thomas van Florenstein Mulder, Tugrul Vehbi Month: September Year: 2018

Vehbi
Model Uncertainty and Macro-Econometrics
Finance and the Macroeconomy

17 November 2017

A State Space Approach to Evaluate Multi-horizon Forecasts

Vol: 67/2017 Authors: Thomas Goodwin, Jing Tian Month: November Year: 2017

Tian
Finance and the Macroeconomy

28 February 2018

Cooperative Banks and Local Economic Growth

Vol: 11/2018 Authors: Paolo Coccorese, Sherrill Shaffer Month: February Year: 2018

Shaffer
Finance and the Macroeconomy

28 August 2017

Signed Spillover Effects Building on Historical Decompositions

Vol: 52/2017 Authors: Mardi Dungey, John Harvey, Pierre Siklos, Vladimir Volkov Month: August Year: 2017

Dungey
Siklos
Volkov
Finance and the Macroeconomy

06 June 2016

Challenges of Fiscal Policy in Emerging and Developing Economies

Vol: 34/2016 Authors: Raju Huidrom, M. Ayhan Kose, Franziska L. Ohnsorge Month: Year: 2016

Kose
Ohnsorge
Finance and the Macroeconomy

04 March 2022

Financial Conditions and Zombie Companies: International Evidence

Vol: 22/2022 Author: Joel Bowman Month: March Year: 2022

Bowman
Finance and the Macroeconomy

01 May 2016

Rent Extraction by Capitalists

Vol: 20/2016 Authors: Markus Brueckner Month: May Year: 2016

Brueckner
Finance and the Macroeconomy

30 March 2018

Self-Selection and Treatment Effects in Macroeconomics: Revisiting the Effectiveness of Foreign Exchange Intervention

Vol: 13/2018 Author: Victor Pontines Month: March Year: 2018

Pontines
Finance and the Macroeconomy

26 December 2018

Global Inflation Dynamics and Inflation Expectations

Vol: 60/2018 Authors: Martin Feldkircher, Pierre L. Siklos Month: November Year: 2018

Feldkircher
Siklos
Finance and the Macroeconomy

05 May 2016

How Does the Sensitivity of Consumption to Income Vary Over Time? International Evidence

Vol: 22/2016 Authors: Ergys Islamaj, Ergys Islamaj Month: May Year: 2016

Kose
Finance and the Macroeconomy

17 January 2022

Stock Returns Predictability with Unstable Predictors

Vol: 04/2022 Authors: Fabio Calonaci, George Kapetanios, Simon Price Month: January Year: 2022

Price
Finance and the Macroeconomy
Model Uncertainty and Macro-Econometrics

10 October 2016

Adapting to Changing Prices Before and After the Crisis: The Case of US Commercial Banks

Vol: 64/2016 Authors: Laura Spierdijk, Sherrill Shaffer, Tim Considine Month: October Year: 2016

Shaffer
Finance and the Macroeconomy

30 July 2012

Measuring the Stance of Monetary Policy in Zero Lower Bound Environments

Vol: 35/2012 Author: Leo Krippner Month: July Year: 2012

Krippner
Finance and the Macroeconomy

20 October 2014

Does Inflation Targeting Outperform Alternative Policies during Global Downturns?

Vol: 64/2014 Authors: Renée A. Fry-McKibbin, Chen Wang Month: October Year: 2014

Fry-McKibbin
Finance and the Macroeconomy

07 March 2022

Consequences of Zombie Businesses: Australia’s Experience

Vol: 23/2022 Author: Joel Bowman Month: March Year: 2022

Bowman
Finance and the Macroeconomy

09 September 2014

Factors behind Foreign Currency Holding by Household in Cambodia

Vol: 58/2014 Authors: Reza Y. Siregar, Narith Chan Month: September Year: 2014

Siregar
Finance and the Macroeconomy

20 November 2017

Revisiting the Growth Effects of Fiscal Policy: A Bayesian Model Averaging Approach

Vol: 68/2017 Authors: K. Peren Arin, Elias Braunfels, Gernot Doppelhofer Month: November Year: 2017

Arin
Finance and the Macroeconomy

07 August 2013

A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models

Vol: 49/2013 Author: Leo Krippner Month: August Year: 2013

Krippner
Finance and the Macroeconomy

30 March 2016

Remittances over the Business Cycle: Theory and Evidence

Vol: 13/2016 Authors: Supriyo De, Ergys Islamaj, M. Ayhan Kose, S. Reza Yousefi Month: March Year: 2016

Kose
Finance and the Macroeconomy

09 May 2016

A Macroprudential Stable Funding Requirement and Monetary Policy in a Small Open Economy

Vol: 23/2016 Authors: Punnoose Jacob, Anella Munro Month: May Year: 2016

Jacob
Munro
Open Economy Macroeconomics
Finance and the Macroeconomy

26 January 2018

Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures

Vol: 06/2018 Authors: Martin T. Bohl, Pierre L. Siklos, Claudia Wellenreuther Month: January Year: 2018

Siklos
Finance and the Macroeconomy

23 April 2014

The Impact of Oil Price Shocks on U.S. Bond Market Returns

Vol: 33/2014 Authors: Wensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon Month: April Year: 2014

Ratti
Commodities and the Macroeconomy
Finance and the Macroeconomy

31 January 2017

The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies

Vol: 09/2017 Authors: Wensheng Kang, Ronald A. Ratti, Joaquin Vespignani Month: January Year: 2017

Ratti
Vespignani
Finance and the Macroeconomy

30 May 2017

How Important are Spillovers from Major Emerging Markets?

Vol: 37/2017 Authors: Raju Huidrom, M. Ayhan Kose, Franziska Ohnsorge Month: May Year: 2017

Kose
Ohnsorge
Finance and the Macroeconomy

31 January 2014

Determinants of Risk Sharing Through Remittances: Cross-Country Evidence

Vol: 12/2014 Authors: Faruk Balli, Faisal Rana Month: January Year: 2014

balli
Finance and the Macroeconomy

26 May 2017

Macro-Financial Effects of Portfolio Flows: Malaysia’s Experience

Vol: 35/2017 Authors: Tng Boon Hwa, Mala Raghavan, Teh Tian Huey Month: May Year: 2017

Raghavan
Finance and the Macroeconomy

19 September 2013

Financial Contagion and Asset Pricing

Vol: 61/2013 Authors: Renée Fry-McKibbin, Vance Martin, Chrismin Tang Month: September Year: 2013

Fry-McKibbin
Martin
Tang C
Finance and the Macroeconomy

21 January 2014

European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?

Vol: 08/2014 Authors: Andrew Clare, James Seaton, Peter N. Smith, Stephen Thomas Month: January Year: 2014

Smith
Finance and the Macroeconomy

08 July 2016

Speculative Bubbles or Market Fundamentals? An Investigation of US Regional Housing Markets

Vol: 46/2016 Author: Shuping Shi Month: July Year: 2016

Shi
Finance and the Macroeconomy

19 February 2013

Regionalization vs. Globalization

Vol: 09/2013 Authors: Hideaki Hirata, M. Ayhan Kose, Christopher Otrok Month: February Year: 2013

Kose
Finance and the Macroeconomy

05 August 2016

Negative Interest Rate Policies: Sources and Implications

Vol: 52/2016 Authors: Carlos Arteta, M. Ayhan Kose, Marc Stocker, Temel Taskin Month: August Year: 2016

Kose
Finance and the Macroeconomy

11 February 2013

Global House Price Fluctuations: Synchronization and Determinants

Vol: 07/2013 Authors: Hideaki Hirata, M. Ayhan Kose, Christopher Otrok, Marco E. Terrones Month: February Year: 2013

Kose
Finance and the Macroeconomy

04 January 2016

Slowdown in Emerging Markets: Rough Patch or Prolonged Weakness?

Vol: 01/2016 Authors: Tatiana Didier, M. Ayhan Kose, Franziska Ohnsorge, Lei Sandy Ye Month: January Year: 2016

Kose
Ohnsorge
Finance and the Macroeconomy

26 September 2017

Trend-Cycle-Seasonal Interactions: Identification and Estimation

Vol: 57/2017 Authors: Irma Hindrayanto, Jan P.A.M. Jacobs, Denise R. Osborn, Jing Tian Month: September Year: 2017

Jacobs
Osborn
Tian
Finance and the Macroeconomy
Model Uncertainty and Macro-Econometrics

03 October 2016

International Spill-Overs of Uncertainty Shocks: Evidence from a FAVAR

Vol: 61/2016 Authors: Günes Kamber, Özer Karagedikli, Michael Ryan, Tugrul Vehbi Month: October Year: 2016

Kamber
Karagedikli
Vehbi
Finance and the Macroeconomy

21 May 2013

Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach

Vol: 28/2013 Authors: Melisso Boschi, Massimiliano Marzo, Simone Salotti Month: May Year: 2013

Boschi
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

27 September 2013

Faster Solutions for Black Zero Lower Bound Term Structure Models

Vol: 66/2013 Author: Leo Krippner Month: September Year: 2013

Krippner
Finance and the Macroeconomy

19 June 2012

Time Compression

Vol: 28/2012 Authors: David Aadland, Sherrill Shaffer Month: June Year: 2012

Shaffer
Finance and the Macroeconomy

28 October 2011

Modifying Gaussian Term Structure Models When Interest Rates Are near the Zero Lower Bound

Vol: 36/2011 Author: Leo Krippner Month: October Year: 2011

Krippner
Finance and the Macroeconomy

15 January 2014

Measuring the Stance of Monetary Policy in Conventional and Unconventional Environments

Vol: 06/2014 Author: Leo Krippner Month: January Year: 2014

Krippner
Finance and the Macroeconomy

15 April 2016

Adapting to Changing Input Prices in Response to the Crisis: The Case of U.S. Commercial Banks

Vol: 15/2016 Authors: Laura Spierdijk, Sherrill Shaffer, Tim Considine Month: April Year: 2016

Shaffer
Finance and the Macroeconomy

30 October 2017

Do Immigrants’ Funds Affect the Exchange Rate?

Vol: 64/2017 Authors: Nusrate Aziz, Arusha Cooray, Wing Leong Teo Month: October Year: 2017

Cooray
Finance and the Macroeconomy

03 September 2016

Financial Shocks and Inflation Dynamics

Vol: 53/2016 Authors: Angela Abbate, Sandra Eickmeier, Esteban Prieto Month: September Year: 2016

Eickmeier
Finance and the Macroeconomy

23 March 2017

Do Central Banks Respond Timely to Developments in the Global Economy?

Vol: 20/2017 Authors: Hilde C. Bjørnland, Leif Anders Thorsrud, Sepideh Khayati Zahiri Month: March Year: 2017

Bjørnland
Finance and the Macroeconomy

08 May 2014

Extremal Dependence and Contagion

Vol: 38/2014 Authors: Renée Fry-McKibbin, Cody Yu-Ling Hsiao Month: May Year: 2014

Fry-McKibbin
Hsiao
Finance and the Macroeconomy

19 December 2013

Efficient Jacobian Evaluations for Estimating Zero Lower Bound Term Structure Models

Vol: 77/2013 Author: Leo Krippner Month: December Year: 2013

Krippner
Finance and the Macroeconomy

18 November 2014

The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship

ol: 71/2014 Authors: Wensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon Month: November Year: 2014

Ratti
Finance and the Macroeconomy

29 June 2012

Currency Intervention: A Case Study of an Emerging Market

Vol: 32/2012 Authors: Renee Fry-McKibbin, Sumila Wanaguru Month: June Year: 2012

Fry-McKibbin
Finance and the Macroeconomy

16 February 2012

Modifying Gaussian Term Structure Models When Interest Rates Are near the Zero

Vol: 05/2012 Author: Leo Krippner Month: February Year: 2012

Krippner
Finance and the Macroeconomy

21 December 2012

Forecasting Bank Leverage

Vol: 56/2012 Authors: Gerhard Hambusch, Sherrill Shaffer Month: December Year: 2012

Shaffer
Finance and the Macroeconomy

29 June 2017

A Comment on Wu and Xia (2016) from a Macroeconomic Perspective

Vol: 41/2017 Author: Leo Krippner Month: July Year: 2017

Krippner
Finance and the Macroeconomy

28 December 2016

The Political Consequences of Ethnic Tension: Theory and Evidence

Vol: 72/2016 Authors: Kemal Kivanc Akoz, K. Peren Arin, Christina Zenker Month: December Year: 2016

Arin
Finance and the Macroeconomy

04 February 2014

Not All International Monetary Shocks Are Alike for the Japanese Economy

Vol: 14/2014 Authors: Ronald A. Ratti, Joaquin L. Vespignani Month: February Year: 2014

Ratti
Vespignani
Finance and the Macroeconomy

11 June 2012

What Drives FDI Policy Liberalization? An Empirical Investigation

Vol: 27/2012 Authors: Krishna Chaitanya Vadlamannati, Arusha Cooray Month: June Year: 2012

Cooray
Finance and the Macroeconomy

01 July 2016

Financial Factors and Monetary Policy: Determinacy and Learnability of Equilibrium

Vol: 41/2016 Author: Paul Kitney Month: July Year: 2016

Kitney
Finance and the Macroeconomy

05 June 2012

Bank Failure Risk: Different Now?

Vol: 23/2012 Author: Sherrill Shaffer Month: June Year: 2012

Shaffer
Finance and the Macroeconomy

23 December 2013

Shadow Banks and Macroeconomic Instability

Vol: 78/2013 Authors: Roland Meeks, Benjamin Nelson, Piergiorgio Alessandri Month: December Year: 2013

Meeks
Finance and the Macroeconomy

02 September 2011

Cyclical Changes in Firm Volatility

Vol: 29/2011 Authors: Emmanuel De Veirman, Andrew T. Levin Month: September Year: 2011

De Veirman
Finance and the Macroeconomy

17 May 2012

Testing External Habits in an Asset Pricing Model

Vol: 20/2012 Authors: Melisso Boschi, Stefano d'Addona, Aditya Goenka Month: May Year: 2012

Boschi
d'Addona
Goenka
Finance and the Macroeconomy

13 May 2016

Forecasting GDP with Global Components. This Time Is Different

Vol: 26/2016 Authors: Hilde C. Bjørnland, Francesco Ravazzolo, Leif Anders Thorsrud Month: May Year: 2016

Bjørnland
Ravazzolo
Finance and the Macroeconomy

09 December 2020

Surety Bonds and Moral Hazard in Banking

Vol: 104/2020 Authors: Gerald P. Dwyer, Augusto Hasman, Margarita Samartín Month: December Year: 2020

Dwyer
Finance and the Macroeconomy

26 June 2012

Episodes of Large Exchange Rate Appreciations and Reserves Accumulations in Selected Asian Economies: Is Fear of Appreciations Justified?

Vol: 31/2012 Authors: Victor Pontines, Reza Siregar Month: June Year: 2012

Pontines
Siregar
Finance and the Macroeconomy

18 July 2014

How Monetary Policy is made: Two Canadian Tales

Vol: 53/2014 Authors: Pierre L. Siklos, Matthias Neuenkirch Month: July Year: 2014

Siklos
Finance and the Macroeconomy

10 June 2011

Actually This Time Is Different

Vol: 12/2011 Authors: Renée Fry, Cody Yu-Ling Hsiao, Chrismin Tang Month: June Year: 2011

Fry-McKibbin
Hsiao
Tang C
Finance and the Macroeconomy

29 May 2014

Asymmetric Increasing Trends in Dependence in International Equity Markets

Vol: 44/2014 Author: Tatsuyoshi Okimoto Month: May Year: 2014

Okimoto
Finance and the Macroeconomy

06 June 2012

Information Immobility, Industry Concentration, and Institutional Investors’ Performance

Vol: 24/2012 Authors: Mark Fedenia, Sherrill Shaffer, Hilla Skiba Month: June Year: 2012

Shaffer
Finance and the Macroeconomy

12 September 2011

Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities

Vol: 30/2011 Authors: Mardi Dungey, Gerald P. Dwyer, Thomas Flavin Month: September Year: 2011

Dungey
Dwyer
Finance and the Macroeconomy

17 December 2013

Boom or Gloom? Examining the Dutch Disease in a Two-Speed Economy

Vol: 76/2013 Authors: Hilde C. Bjørnland, Leif Anders Thorsrud Month: December Year: 2013

Bjørnland
Finance and the Macroeconomy

24 September 2013

Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach

Vol: 64/2013 Author: Jasmine Zheng Month: September Year: 2013

Zheng
Finance and the Macroeconomy

18 December 2008

How Do Public Announcements Affect the Frequency of Trading in U.S. Airline Stocks?

Vol: 38/2008 Author: Sylwia Nowak Month: December Year: 2008

Nowak
Finance and the Macroeconomy

12 October 2011

Carry Trades and Financial Crisis: An Analytical Perspective

Vol: 33/2011 Author: Sumila Tharanga Wanaguru Month: October Year: 2011

Wanaguru
Finance and the Macroeconomy

20 May 2014

Asset Markets and Monetary Policy Shocks at the Zero Lower Bound

Vol: 42/2014 Authors: Edda Claus, Iris Claus, Leo Krippner Month: May Year: 2014

Claus
Claus I
Krippner
Finance and the Macroeconomy

10 December 2014

Exchange Rates, Expected Returns and Risk: UIP Unbound

Vol: 73/2014 Author: Anella Munro Month: December Year: 2014

Munro
Finance and the Macroeconomy

10 August 2011

Probabilistic Interest Rate Setting with a Shadow Board: A Description of the Pilot Project

Vol: 27/2011 Authors: Timo Henckel, Shaun Vahey, Liz Wakerly Month: August Year: 2011

Henckel
Vahey
Finance and the Macroeconomy

19 July 2011

Auction Prices, Market Share, and a Common Agent

Vol: 24/2011 Authors: Kalyn T. Coatney, Sherrill L. Shaffer, Dale J. Menkhaus Month: July Year: 2011

Shaffer
Finance and the Macroeconomy

07 March 2012

A Theoretical Foundation for the Nelson and Siegel Class of Yield Curve Models

Vol: 11/2012 Author: Leo Krippner Month: March Year: 2012

Krippner
Finance and the Macroeconomy
Model Uncertainty and Macro-Econometrics

10 February 2012

How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Countries

Vol: 04/2012 Authors: Victor Pontines, Reza Siregar Month: February Year: 2012

Pontines
Siregar
Finance and the Macroeconomy

23 October 2014

Analyzing Business and Financial Cycles Using Multi-Level Factor Models

Vol: 43/2014 Authors: Jörg Breitung, Sandra Eickmeier Month: May Year: 2014

Eickmeier
Finance and the Macroeconomy

09 October 2009

Assessing Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and Equilibrium

Vol: 27/2009 Authors: Jacob A. Bikker, Sherrill Shaffer, Laura Spierdijk Month: October Year: 2009

Shaffer
Finance and the Macroeconomy

21 March 2012

Adaptive Forcasting in the Presence of Recent and Ongoing Structural Change

Vol: 14/2012 Authors: Liudas Giraitis, George Kapetanios, Simon Price Month: March Year: 2012

Price
Finance and the Macroeconomy
Model Uncertainty and Macro-Econometrics

14 April 2014

Policy Uncertainty in China, Oil Shocks and Stock Returns

Vol: 32/2014 Authors: Wensheng Kang, Ronald A. Ratti Month: April Year: 2014

Ratti
Finance and the Macroeconomy
Commodities and the Macroeconomy

15 May 2013

Forecasting Fiscal Variables: Only a Strong Growth Plan Can Sustain the Greek Austerity Programs - Evidence from Simultaneous and Structural Models

Vol: 25/2013 Authors: Nicholas Apergis, Arusha Cooray Month: May Year: 2013

Cooray
Finance and the Macroeconomy

03 February 2012

The Household Effects of Government Spending

Vol: 02/2012 Authors: Francesco Giavazzi, Michael McMahon Month: February Year: 2012

McMahon
Finance and the Macroeconomy

26 October 2011

Enter the Dragon: Interactions Between Chinese, US and Asia-Pacific Equity Markets, 1995-2010

Vol: 35/2011 Authors: Richard C. K. Burdekin, Pierre L. Siklos Month: October Year: 2011

Siklos
Finance and the Macroeconomy

08 February 2013

Financial Crises: Explanations, Types and Implications

Vol: 06/2013 Authors: Stijn Claessens, M. Ayhan Kose Month: February Year: 2013

Kose
Finance and the Macroeconomy

19 December 2007

The Identification of Fiscal and Monetary Policy in a Structural VAR

Vol: 29/2007 Authors: Mardi Dungey, Renee Fry Month: December Year: 2007

Dungey
Fry-McKibbin
Model Uncertainty and Macro-Econometrics
Finance and the Macroeconomy

05 February 2013

The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints

Vol: 04/2013 Authors: Oscar Parkyn, Tugrul Vehbi Month: February Year: 2013

Vehbi
Finance and the Macroeconomy

28 July 2014

Reciprocal Brokered Deposits, Bank Risk, and Recent Deposit Insurance Policy

Vol: 56/2014 Authors: Guo Li, Sherrill Shaffer Month: July Year: 2014

Shaffer
Finance and the Macroeconomy

13 May 2013

What do the Fama-French Factors Add to C-CAPM?

Vol: 23/2013 Authors: Pongrapeeporn Abhakorn, Peter N. Smith, Michael R.Wickens Month: May Year: 2013

Smith
Finance and the Macroeconomy

17 June 2011

Time-Varying Returns, Intertemporal Substitution and Cyclical Variation in Consumption

Vol: 14/2011 Authors: Emmanuel De Veirman, Ashley Dunstan Month: June Year: 2011

De Veirman
Finance and the Macroeconomy

10 May 2013

Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks

Vol: 22/2013 Authors: Alfonso Mendoza Velázquez, Peter N. Smith Month: May Year: 2013

Smith
Finance and the Macroeconomy

28 August 2013

The Global Financial Crisis and the Language of Central Banking: Central Bank Guidance in Good Times and in Bad

Vol: 58/2013 Author: Pierre L. Siklos Month: August Year: 2013

Siklos
Finance and the Macroeconomy

07 June 2012

Coerced Reciprocal Dealing and the Leverage Theory

Vol: 25/2012 Authors: Kalyn Coatney, Sherrill Shaffer Month: June Year: 2012

Shaffer
Finance and the Macroeconomy

29 April 2013

Inflationary Implication of Gold Price in Vietnam

Vol: 20/2013 Authors: Thi Kim Cuc Nguyen, Reza Yamora Siregar Month: April Year: 2013

Siregar
Finance and the Macroeconomy

16 December 2010

The Effects of Taxation on Migration: Some Evidence for the Asean and Apec Economies

Vol: 36/2010 Authors: Edda Claus, Iris Claus, Michael Dorsam Month: December Year: 2010

Claus
Claus I
Finance and the Macroeconomy

04 July 2013

Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors

Vol: 43/2013 Authors: Serkan Arslanalp, Yin Liao Month: July Year: 2013

Liao
Finance and the Macroeconomy

04 June 2012

Reciprocal Deposits and Incremental Bank Risk

Vol: 22/2012 Author: Sherrill Shaffer Month: June Year: 2012

Shaffer
Finance and the Macroeconomy

17 June 2013

A Heterogenous Agent Foundation for Tests of Asset Price Bubbles

Vol: 35/2013 Authors: Vipin Arora, Shuping Shi Month: June Year: 2013

Shi
Finance and the Macroeconomy

23 January 2013

International Income Risk-Sharing and the Global Financial Crisis of 2008- 2009

Vol: 02/2013 Authors: Faruk Balli, Syed Abul Basher, Hatice Ozer Balli Month: January Year: 2013

balli
Finance and the Macroeconomy

12 August 2008

Related Contests: A General Parameterization

Vol: 27/2008 Authors: Sherrill Shaffer, Jason F. Shogren Month: August Year: 2008

Shaffer
Finance and the Macroeconomy

25 November 2013

What Happens When the Kiwi Flies? The Sectoral Effects of the Exchange Rate Shocks

Vol: 73/2013 Authors: Özer Karagedikli, Michael Ryan, Daan Steenkamp, Tugrul Vehbi Month: November Year: 2013

Karagedikli
Vehbi
Finance and the Macroeconomy

07 February 2014

Impacts of a Capacity Advantaged Bidder in Sequential Common Value Auctions: Evidence from the Laboratory

Vol: 17/2014 Authors: Kalyn T. Coatney, Dale J. Menkhaus, Sherrill Shaffer Month: February Year: 2014

Shaffer
Finance and the Macroeconomy

14 May 2013

The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

Vol: 24/2013 Authors: Andrew Clare, James Seaton, Peter N. Smith, Stephen Thomas Month: May Year: 2013

Smith
Finance and the Macroeconomy

10 March 2009

Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy?

Vol: 10/2009 Authors: Renee A. Fry, Vance L. Martin, Nicholas Voukelatos Month: March Year: 2009

Fry-McKibbin
Martin
Finance and the Macroeconomy

21 April 2010

Reciprocal Brokered Deposits and Bank Risk

Vol: 15/2010 Author: Sherrill Shaffer Month: April Year: 2010

Shaffer
Finance and the Macroeconomy

26 September 2012

Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation

Vol: 42/2012 Author: Pierre L. Siklos Month: September Year: 2012

Siklos
Finance and the Macroeconomy

23 July 2013

What's in a Second Opinion? Shadowing the ECB and the Bank of England

Vol: 46/2013 Authors: Matthias Neuenkirch, Pierre L. Siklos Month: July Year: 2013

Siklos
Finance and the Macroeconomy

02 December 2010

Lessons From the Latest Data on U.S. Productivity

Vol: 33/2010 Authors: Jan P.A.M. Jacobs, Simon van Norden Month: December Year: 2010

Jacobs
van Norden
Finance and the Macroeconomy

25 June 2013

How Portfolios Evolve After Retirement: Evidence from Australia

Vol: 40/2013 Authors: Alexandra Spicer, Olena Stavrunova, Susan Thorp Month: June Year: 2013

Thorp
Finance and the Macroeconomy

07 February 2013

Understanding Financial Crises: Causes, Consequences, and Policy Responses

Vol: 05/2013 Authors: Stijn Claessens, M. Ayhan Kose, Luc Laeven, Fabián Valencia Month: February Year: 2013

Kose
Finance and the Macroeconomy

27 October 2010

Does the Size and Quality of the Government Explain the Size and Efficiency of the Financial Sector?

Vol: 32/2010 Author: Arusha Cooray Month: October Year: 2010

Cooray
Finance and the Macroeconomy

05 October 2010

Financial Frictions and Credit Spreads

Vol: 28/2010 Authors: Ke Pang, Pierre L. Siklos Month: October Year: 2010

Siklos
Finance and the Macroeconomy

10 December 2007

Relative Risk Aversion and the Transmission of Financial Crises

Vol: 28/2007 Authors: Melisso Boschi, Aditya Goenka Month: December Year: 2007

Boschi
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

05 August 2010

Central Bank Transparency: Another Look

Vol: 23/2010 Author: Pierre L. Siklos Month: August Year: 2010

Siklos
Finance and the Macroeconomy

21 June 2011

Information, Data Dimension and Factor Structure

Vol: 15/2011 Authors: Jan P.A.M. Jacobs, Pieter W. Otter, Ard H.J. den Reijer Month: June Year: 2011

Jacobs
Finance and the Macroeconomy

30 July 2008

Inflation Targeting Policy: The Experiences of Indonesia and Thailand

Vol: 23/2008 Authors: Reza Siregar, Siwei Goo Month: July Year: 2008

Siregar
Finance and the Macroeconomy

24 February 2010

Market Efficiency Test in the VIX Futures Market

Vol: 08/2010 Authors: Jian Zhang, Lee W. Sanning, Sherrill Shaffer Month: February Year: 2010

Shaffer
Finance and the Macroeconomy

03 January 2014

The Determinants of the Volatility of Returns on Cross-Border Asset Holdings

Vol: 01/2014 Authors: Faruk Balli, Syed Abul Basher, Faisal Rana Month: January Year: 2014

balli
Finance and the Macroeconomy

16 August 2012

Risk Sharing in the Middle East and North Africa: The Role of Remittances and Factor Incomes

Vol: 39/2012 Authors: Faruk Balli, Syed Abul Basherz, Rosmy Jean Louis Month: August Year: 2012

balli
Finance and the Macroeconomy

24 January 2008

A New Class of Tests of Contagion with Applications to Real Estate Markets

Vol: 01/2008 Authors: Renee Fry, Vance L. Martin, Chrismin Tang Month: January Year: 2008

Fry-McKibbin
Martin
Tang C
Finance and the Macroeconomy

27 February 2006

Endogenous Contagion - A Panel Data Analysis

Vol: 09/2006 Authors: Dirk Baur, Renee Fry Month: February Year: 2006

Fry-McKibbin
Finance and the Macroeconomy
Model Uncertainty and Macro-Econometrics

17 May 2010

Financial Contagion and the Real Economy

Vol: 16/2010 Author: Dirk G. Baur Month: May Year: 2010

Baur
Finance and the Macroeconomy

08 June 2012

Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction

Vol: 26/2012 Author: Yin Liao Month: June Year: 2012

Liao
Finance and the Macroeconomy

24 October 2012

When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan

Vol: 43/2012 Authors: Emmanuel De Veirman, Andrew T. Levin Month: October Year: 2012

De Veirman
Finance and the Macroeconomy

27 June 2005

Shocks and Systemic Influences: Contagion in Global Equity Markets in 1998

Vol: 15/2005 Authors: Mardi Dungey, Renee Fry, Brenda Gonzales-Hermosillo, Vance L. Martin Month: June Year: 2005

Dungey
Fry-McKibbin
Martin
Model Uncertainty and Macro-Econometrics
Finance and the Macroeconomy

16 May 2011

An Application of Models of Speculative Behaviour to Oil Prices

Vol: 11/2011 Authors: Shuping Shi, Vipin Arora Month: May Year: 2011

Shi
Finance and the Macroeconomy

25 January 2008

Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments

Vol: 03/2008 Authors: Stephen Satchell, Susan Thorp Month: January Year: 2008

Thorp
Finance and the Macroeconomy

25 January 2008

Discounting and Consumption over an Uncertain Horizon: Draw-Down Plans for Family Trusts

Vol: 02/2008 Authors: Stephen Satchell, Susan Thorp Month: January Year: 2008

Thorp
Finance and the Macroeconomy

14 July 2026

Seasonality in Univariate Unobserved Component Models

Vol: 57/2026 Authors: Osborn DR, Tian J, Jacobs JPAM Year: 2026 Month: July

Osborn
Tian
Jacobs
Finance and the Macroeconomy

19 August 2009

Does Democracy Explain Gender Differentials in Education?

Vol: 20/2009 Author: Arusha Cooray Month: August Year: 2009

Cooray
Finance and the Macroeconomy

22 June 2009

Statistical Opacity in the US Banking Industry

Vol: 16/2009 Authors: Guo Li, Lee Sanning, Sherrill Shaffer Month: June Year: 2009

Shaffer
Finance and the Macroeconomy

18 April 2006

An Asian Monetary Union?

Vol: 13/2006 Author: Hsiao Chink Tang Month: April Year: 2006

Tang HC
Finance and the Macroeconomy

29 May 2009

Market Reaction to the Announcement of a Male-to-Female CEO Turnover

Vol: 13/2009 Authors: Amanda L. Coxbill, Lee W. Sanning, Sherrill Shaffer Month: May Year: 2009

Shaffer
Finance and the Macroeconomy

04 May 2009

Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement

Vol: 12/2009 Authors: Susan Thorp, Hardy Hulley, Rebecca McKibbin, Andreas Pedersen Month: May Year: 2009

Thorp
Finance and the Macroeconomy
Growth Demographics and Productivity

08 August 2008

Strategic Risk Aversion

Vol: 25/2008 Author: Sherrill Shaffer Month: August Year: 2008

Shaffer
Finance and the Macroeconomy

09 July 2008

Finance and Inequality: The Case of India

Vol: 18/2008 Author: James B. Ang Month: July Year: 2008

Ang
Finance and the Macroeconomy

16 February 2010

Bank Window Dressing: A Re-Assessment and a Puzzle

Vol: 06/2010 Authors: Shanshan Yang, Sherrill Shaffer Month: February Year: 2010

Shaffer
Finance and the Macroeconomy

02 July 2007

Cointegration, Long-Run Structural Modelling and Weak Exogeneity: Two Models of the UK Economy

Vol: 12/2007 Authors: Jan P.A.M. Jacobs, Kenneth F. Wallis Month: July Year: 2007

Jacobs
Finance and the Macroeconomy

20 October 2008

Earnings Valuation and Sources of Growth

Vol: 32/2008 Author: Sherrill Shaffer Month: October Year: 2008

Shaffer
Finance and the Macroeconomy

25 September 2006

The Relative Importance of Monetary Policy Transmission Channels in Malaysia

Vol: 23/2006 Author: Hsiao Chink Tang Month: September Year: 2006

Tang HC
Finance and the Macroeconomy

24 July 2006

Monetary Policy in Illiquid Markets: Options for a Small Open Economy

Vol: 17/2006 Authors: Edda Claus, Mardi Dungey, Renee Fry Month: July Year: 2006

Claus
Dungey
Fry-McKibbin
Finance and the Macroeconomy

09 October 2007

Measuring Synchronicity and Co-Movement of Business Cycles with an Application to the Euro Area

Vol: 19/2007 Authors: Mark Mink, Jan P.A.M. Jacobs, Jakob de Haan Month: October Year: 2007

Jacobs
Finance and the Macroeconomy

30 January 2006

The Asymmetric Effect of the Business Cycle on the Relation Between Stock Market Returns and Their Volatility

Vol: 05/2006 Authors: P.N. Smith, S. Sorensen, M.R. Wickens Month: January Year: 2006

Smith
Finance and the Macroeconomy

11 August 2008

Rural Economic Performance and Federal Credit Programs

Vol: 26/2008 Authors: Sherrill Shaffer, Robert N. Collender Month: August Year: 2008

Shaffer
Finance and the Macroeconomy

20 September 2007

Six Leading Indexes of New Zealand Employment

Vol: 17/2007 Authors: Edda Claus, Iris Claus Month: September Year: 2007

Claus
Claus I
Finance and the Macroeconomy

14 December 2005

Estimating a Model of Inflation in Tajikistan

Vol: 26/2005 Author: Zavkidjon Zavkiev Month: December Year: 2005

Zavkiev
Finance and the Macroeconomy

15 November 2005

Debt Sustainability in East Asia After the Financial Crisis

Vol: 23/2005 Authors: Hyeon-seung Huh, Raghbendra Jha, Chung Mo Koo Month: November Year: 2005

Jha
Finance and the Macroeconomy

04 August 2008

New Small Firms and Dimensions of Economic Performance

Vol: 24/2008 Authors: Sherrill Shaffer, Iftekhar Hasan, Mingming Zhou Month: August Year: 2008

Shaffer
Finance and the Macroeconomy

01 August 2007

China’s Real Exchange Rate Puzzle

Vol: 14/2007 Authors: Rod Tyers, Jane Golley, Iain Bain Month: August Year: 2007

Tyers
Multi-Country Models and Methods
Finance and the Macroeconomy

21 October 2008

The Contribution of Domestic, Regional and International Factors to Latin America’s Business Cycle

Vol: 33/2008 Authors: Melisso Boschi, Alessandro Girardi Month: October Year: 2008

Boschi
Finance and the Macroeconomy
Macroeconomic Policy Frameworks

11 May 2005

Fiscal Policy and Economic Activity: U.S. Evidence

Vol: 09/2005 Authors: K. Peren Arin, Faik Koray Month: May Year: 2005

Arin
Finance and the Macroeconomy

07 March 2007

Transmitting Shocks to the Economy: The Contribution of Interest and Exchange Rates and the Credit Channel

Vol: 03/2007 Authors: Edda Claus, Iris Claus Month: March Year: 2007

Claus
Claus I
Finance and the Macroeconomy

21 August 2008

Financial Performance of Small Business Loans: Indirect Evidence

Vol: 28/2008 Author: Sherrill Shaffer Month: August Year: 2008

Shaffer
Finance and the Macroeconomy

18 September 2007

Increasing Returns, Financial Capital Mobility and Real Exchange Rate Dynamics

Vol: 16/2007 Authors: Steven Pennings, Rod Tyers Month: September Year: 2007

Tyers
Finance and the Macroeconomy

19 September 2005

Constructing a 2001 Social Accounting Matrix of Tajikistan

Vol: 20/2005 Author: Zavkidjon Zavkiev Month: September Year: 2005

Zavkiev
Finance and the Macroeconomy