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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Value, Values, and the Role of Awareness
Vol: 14/2025 Author: Eickmeier S Year: 2025 Month: March
  • Eickmeier
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Real Effects of Bank Shocks
76/2024 Author name: Sharma V Year: 2024 Month: December
  • Sharma
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Global Recessions
Vol: 10/2020 Authors: M. Ayhan Kose, Naotaka Sugawara, Marco E. Terrones Month: February Year: 2020
  • Kose
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Sustainability and Credit Spreads in Japan
Vol: 44/2023 Authors:  Tatsuyoshi Okimoto, Sumiko Takaoka Month: September Year: 2023
  • Okimoto
  • Finance and the Macroeconomy
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Rate Cycles
Vol: 54/2024 Author name: Kristin Forbes, Jongrim Ha, M. Ayhan Kose Year: 2024 Month: August
  • Kose
  • Finance and the Macroeconomy
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Global Stagflation
Vol: 41/2022 Authors: Jongrim Ha, M. Ayhan Kose, Franziska Ohnsorge Month: June Year: 2022
  • Kose
  • Ohnsorge
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Benchmarking Macroprudential Policies: An Initial Assessment
Vol: 60/2016 Authors: Domenico Lombardi, Pierre L. Siklos Month: September Year: 2016
  • Siklos
  • Finance and the Macroeconomy
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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
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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
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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
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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
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Collateral Shocks, Lending Relationships and Economic Dynamics
Vol: 49/2023 Authors: Vivek Sharma Month: October Year: 2023
  • Sharma
  • Finance and the Macroeconomy
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Estimating and Applying Autoregression Models via Their Eigensystem Representation
Vol: 47/2023 Authors:  Leo Krippner Month: October Year: 2023
  • Krippner
  • Finance and the Macroeconomy
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Fiscal Impacts of Climate Anomalies
74/2024 Authors: Pintus FJ; Jacobs JPAM; Sterken E Year: 2024 Month: December
  • Jacobs
  • Finance and the Macroeconomy
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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
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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
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Shocks to the Lending Standards and the Macroeconomy
Vol: 55/2023 Authors: Vivek Sharma Month: October Year: 2023
  • Sharma
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Inflation Dynamics: Expectations, Structural Breaks and Global Factors
Vol: 53/2020 Author: Pierre L. Siklos Month: May Year: 2020
  • Siklos
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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State-Dependent Effects of Loan-to-Value Shocks
Vol: 58/2023 Authors: Vivek Sharma Month: November Year: 2023
  • Sharma
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Heterogeneous Beliefs and the Phillips Curve
Vol: 51/2022 Authors: Roland Meeks, Francesca Monti Month: September Year: 2022
  • Meeks
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Non-Gravity Trade
Vol: 52/2020 Authors: Markus Brueckner, Ngo Van Long, Joaquin Vespignani Month: May Year: 2020
  • Brueckner
  • Vespignani
  • Finance and the Macroeconomy
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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
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De Jure Benchmark Bonds
Vol: 84/2020 Authors: Eli Remolona, James Yetman Month: September Year: 2020
  • Remolona
  • Finance and the Macroeconomy
  • Macroeconomic Policy Frameworks
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Cooperative Banks and Local Economic Growth
Vol: 11/2018 Authors: Paolo Coccorese, Sherrill Shaffer Month: February Year: 2018
  • Shaffer
  • Finance and the Macroeconomy
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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
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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
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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
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Financial Conditions and Zombie Companies: International Evidence
Vol: 22/2022 Author: Joel Bowman Month: March Year: 2022
  • Bowman
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Consequences of Zombie Businesses: Australia’s Experience
Vol: 23/2022 Author: Joel Bowman Month: March Year: 2022
  • Bowman
  • Finance and the Macroeconomy
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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
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Rent Extraction by Capitalists
Vol: 20/2016 Authors: Markus Brueckner Month: May Year: 2016
  • Brueckner
  • Finance and the Macroeconomy
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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
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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
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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
ADBI
ADBI Institute

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
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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
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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
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Financial Shocks and Inflation Dynamics
Vol: 53/2016 Authors: Angela Abbate, Sandra Eickmeier, Esteban Prieto Month: September Year: 2016
  • Eickmeier
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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The Repercussions of War Risks
Vol: 48/2022 Authors: Eric Tong Month: August Year: 2022
  • Tong
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Shadow Banks and Macroeconomic Instability
Vol: 78/2013 Authors: Roland Meeks, Benjamin Nelson, Piergiorgio Alessandri Month: December Year: 2013
  • Meeks
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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Asymmetric Increasing Trends in Dependence in International Equity Markets
Vol: 44/2014 Author: Tatsuyoshi Okimoto Month: May Year: 2014
  • Okimoto
  • Finance and the Macroeconomy
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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
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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
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Exchange Rates, Expected Returns and Risk: UIP Unbound
Vol: 73/2014 Author: Anella Munro Month: December Year: 2014
  • Munro
  • Finance and the Macroeconomy
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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
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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
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Financial Crises: Explanations, Types and Implications
Vol: 06/2013 Authors: Stijn Claessens, M. Ayhan Kose Month: February Year: 2013
  • Kose
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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Bank Failure Risk: Different Now?
Vol: 23/2012 Author: Sherrill Shaffer Month: June Year: 2012
  • Shaffer
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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Forecasting Bank Leverage
Vol: 56/2012 Authors: Gerhard Hambusch, Sherrill Shaffer Month: December Year: 2012
  • Shaffer
  • Finance and the Macroeconomy
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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
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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
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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
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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
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The Household Effects of Government Spending
Vol: 02/2012 Authors: Francesco Giavazzi, Michael McMahon Month: February Year: 2012
  • McMahon
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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Regionalization vs. Globalization
Vol: 09/2013 Authors: Hideaki Hirata, M. Ayhan Kose, Christopher Otrok Month: February Year: 2013
  • Kose
  • Finance and the Macroeconomy
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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
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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
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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
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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
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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
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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
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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
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Time Compression
Vol: 28/2012 Authors: David Aadland, Sherrill Shaffer Month: June Year: 2012
  • Shaffer
  • Finance and the Macroeconomy
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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
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Carry Trades and Financial Crisis: An Analytical Perspective
Vol: 33/2011 Author: Sumila Tharanga Wanaguru Month: October Year: 2011
  • Wanaguru
  • Finance and the Macroeconomy
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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
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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
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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
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Reciprocal Deposits and Incremental Bank Risk
Vol: 22/2012 Author: Sherrill Shaffer Month: June Year: 2012
  • Shaffer
  • Finance and the Macroeconomy
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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
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Coerced Reciprocal Dealing and the Leverage Theory
Vol: 25/2012 Authors: Kalyn Coatney, Sherrill Shaffer Month: June Year: 2012
  • Shaffer
  • Finance and the Macroeconomy
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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