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Theory and practice of GVAR modeling. (2014). Pesaran, M ; Chudik, Alexander.
In: Globalization Institute Working Papers.
RePEc:fip:feddgw:180.

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  1. .

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  2. The Impact of Weather on Commodity Prices: A Warning for the Future. (2020). Marini, Annalisa.
    In: MPRA Paper.
    RePEc:pra:mprapa:104572.

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  3. Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors. (2020). Szafrański, Grzegorz ; Pawłowska, Małgorzata ; Kouretas, Georgios ; Szafraski, Grzegorz ; Pawowska, Magorzata.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:93:y:2020:i:c:p:27-50.

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  4. Macro Stress Testing Credit Risk: Case of Madagascar Banking Sector. (2020). Rakotonirainy, Miora ; Razafindravonona, Jean ; Rasolomanana, Christian.
    In: Journal of Central Banking Theory and Practice.
    RePEc:cbk:journl:v:9:y:2020:i:2:p:199-218.

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  5. The Impact of Weather on Commodity Prices: A Warning for the Future. (2019). Marini, Annalisa.
    In: Discussion Papers.
    RePEc:exe:wpaper:1902.

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  6. Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls. (2019). Boero, Gianna ; Taylor, Mark P ; Mandalinci, Zeyyad.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:90:y:2019:i:c:p:142-160.

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  7. Inflation Convergence In East African Countries. (2017). Nguyen, Anh ; Dridi, Jemma.
    In: MPRA Paper.
    RePEc:pra:mprapa:80393.

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  8. Capturing the impact of shocks on the electricity sector performance in the OECD. (2017). POLEMIS, MICHAEL.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:99-107.

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  9. Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households. (2017). Gross, Marco ; Poblacion, Javier.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:510-528.

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  10. Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Semmler, Willi ; Henry, Jerome ; Gross, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172081.

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  11. Determinants of global spillovers from US monetary policy. (2016). Georgiadis, Georgios.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:41-61.

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  12. Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100.

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  13. Assessing the costs and benefits of capital-based macroprudential policy. (2016). Peltonen, Tuomas ; Gross, Marco ; Behn, Markus.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161935.

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  14. Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households. (2016). Gross, Marco ; Poblacion, Francisco Javier .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161881.

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  15. Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls. (2016). Taylor, Mark ; Mandalinci, Zeyyad ; Boero, Gianna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11689.

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  16. Fair Weather or Foul? The Macroeconomic Effects of El Niño. (2015). Mohaddes, Kamiar ; Cashin, Paul ; Raissi, Mehdi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/089.

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  17. Fair weather or foul? the macroeconomic effects of El Niño. (2015). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul.
    In: Globalization Institute Working Papers.
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  18. Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model. (2014). Niehof, Britta .
    In: MAGKS Papers on Economics.
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  19. Fair Weather or Foul? The Macroeconomic Effects of El Niño. (2014). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul.
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    RePEc:cam:camdae:1418.

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  2. Is Globalization Reducing the Ability of Central Banks to Control Inflation? A Literature Review with an Application to the Euro Area. (2016). Wolters, Maik ; Reitz, Stefan ; Jannsen, Nils ; Stefan, Reitz ; Nils, Jannsen ; Salomon, Fiedler .
    In: Review of Economics.
    RePEc:lus:reveco:v:67:y:2016:i:3:p:231-253:n:3.

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  3. Determinants and implications of low global inflation rates. (2016). del Río, Pedro ; Berganza, Juan Carlos ; Borrallo, Fructuoso ; del Rio, Pedro.
    In: Occasional Papers.
    RePEc:bde:opaper:1608.

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  4. Theory and practice of GVAR modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:180.

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  5. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4807.

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  6. Do Weak Institutions Prolong Crises? On the Identification, Characteristics, and Duration of Declines during Economic Slumps. (2014). Szirmai, Adam ; Bluhm, Richard ; de Crombrugghe, Denis.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4594.

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  7. Non-parametric tests of real exchange rates in the post-Bretton Woods era. (2010). Ahking, Francis.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:439-456.

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  8. Did the euro give us a break in inflation?. (2010). Shiamptanis, Christos.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:395-411.

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  9. Testing for Shifts in Trend with an Integrated or Stationary Noise Component. (2007). Yabu, Tomoyoshi ; Perron, Pierre.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-025.

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  10. Consistent Model Specification Tests Against Smooth Transition Alternatives. (2004). Hill, Jonathan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0402004.

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  11. On Markov error-correction models, with an application to stock prices and dividends. (2004). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:1:p:69-88.

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  12. Testing parameter constancy in stationary vector autoregressive models against continuous change. (2004). Teräsvirta, Timo ; Gonzalez, Andres ; He, Changli.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0507.

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  13. Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification. (2003). Pitarakis, Jean-Yves.
    In: Econometrics.
    RePEc:wpa:wuwpem:0312004.

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  14. Guns or Butter? Revisited: Robustness and Nonlinearity Issues in the Defense-Grotwth Nexus. (2003). Reitschuler, Gerhard ; Crespo Cuaresma, Jesus.
    In: Vienna Economics Papers.
    RePEc:vie:viennp:0310.

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  15. Are Rich Countries Immune to the Resource Curse? Evidence from Norways Management of Its Oil Riches. (2003). Larsen, Erling Roed.
    In: Discussion Papers.
    RePEc:ssb:dispap:362.

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  16. The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations. (2003). Piger, Jeremy ; Nelson, Charles ; Kim, Chang-Jin.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-016.

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  17. Bootstrapping Macroeconometric Models. (2003). Fair, Ray.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1345.

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  18. TESTING FOR PERIODIC STATIONARITY. (2002). Kurozumi, Eiji.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:21:y:2002:i:2:p:243-270.

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  19. Testing for Indeterminacy in Linear Rational Expectations Models. (2002). Schorfheide, Frank ; Lubik, Thomas.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:214.

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  20. Does Intrinsic Habit Formation Actually Resolve the Equity Premium Puzzle?. (2002). Chapman, David.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:5:y:2002:i:3:p:618-645.

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  21. Exchange Rate Pass-Through into Import Prices: A Macro or Micro Phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8934.

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  22. Exchange rate pass-through into import prices: a macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
    In: Staff Reports.
    RePEc:fip:fednsr:149.

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  23. On the causes of the increased stability of the U.S. economy. (2002). Perez Quiros, Gabriel ; Kahn, James ; Perez-Quiros, Gabriel ; McConnell, Margaret M..
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2002:i:may:p:183-202:n:v.8no.1.

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  24. Forecast-based model selection in the presence of structural breaks. (2002). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp02-05.

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  25. Differences in exchange rate pass-through in the euro area.. (2002). Campa, Jose ; Gonzalez, Jose M..
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0479.

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  26. Exchange rate pass-through into import prices: A macro or micro phenomenon?. (2002). Goldberg, Linda ; Campa, Jose.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0475.

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  27. Corporate Bond Spreads and the Business Cycle. (2002). Zhang, Zhiwei.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-15.

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  28. Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data. (2001). LE BIHAN, Hervé ; Jondeau, Eric.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0111005.

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  29. The Regime-Dependent Determination of Credibility: A New Look at European Interest Rate Differentials. (2001). Tillmann, Peter.
    In: IWP Discussion Paper Series.
    RePEc:kln:iwpdip:dp02/01.

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  30. The non-linear dynamics of output and unemployment in the U.S.. (2001). Violante, Giovanni ; Altissimo, Filippo .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:4:p:461-486.

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  31. A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models. (2001). Otranto, Edoardo ; Gallo, Giampiero.
    In: Econometrics Working Papers Archive.
    RePEc:fir:econom:wp2001_04.

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  32. Information technology and the U.S. productivity revival: what do the industry data say?. (2001). Stiroh, Kevin.
    In: Staff Reports.
    RePEc:fip:fednsr:115.

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  33. Measuring the natural rate of interest. (2001). Williams, John ; Laubach, Thomas.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-56.

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  34. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:133.

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  35. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:117-128.

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  36. Structural Breaks in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1240.

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  37. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0319.

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  38. Structural Changes in the Cointegrated Vector Autoregressive Model. (2000). Hansen, Peter.
    In: Working Papers.
    RePEc:bro:econwp:2000-20.

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  39. Output Fluctuations in the United States: What Has Changed since the Early 1980s?. (2000). Perez Quiros, Gabriel ; McConnell, Margaret M. ; Perez-Quiros, Gabriel.
    In: American Economic Review.
    RePEc:aea:aecrev:v:90:y:2000:i:5:p:1464-1476.

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  40. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:1241.

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  41. Nonlinear time series modelling: an introduction. (1999). Potter, Simon.
    In: Staff Reports.
    RePEc:fip:fednsr:87.

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  42. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-11.

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  43. Whats happened to the Phillips curve?. (1999). Williams, John ; Roberts, John ; Brayton, Flint .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-49.

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  44. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

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  45. Structural change in regional economies: A varying coefficients econometric modeling approach. (1998). Ramajo, Julian ; Marquez, Miguel A..
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa98p189.

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  46. Output fluctuations in the United States: what has changed since the early 1980s?. (1998). Perez Quiros, Gabriel ; Perezquiros, Gabriel ; McConnell, Margaret M..
    In: Staff Reports.
    RePEc:fip:fednsr:41.

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  47. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:61.

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  48. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-19.

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  49. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries. (1997). Papell, David ; Ben-David, Dan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6266.

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  50. Explaining the Labor Force Participation of Women 20-24. (1996). Macunovich, Diane ; Fair, Ray.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1116.

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  51. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-16.

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  52. Forecasting EMU macroeconomic variables. (). Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:216.

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  53. Forecast pooling for short time series of macroeconomic variables. (). Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:212.

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  54. Instability and non-linearity in the EMU. (). Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:211.

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  55. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
    In: Working Papers.
    RePEc:igi:igierp:141.

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