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Items where Subject is "E - Macroeconomics and Monetary Economics > E4 - Money and Interest Rates > E47 - Forecasting and Simulation: Models and Applications"

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Number of items at this level: 44.

A

Alikhanov, Murat and Taylor, Leon (2013): An algorithm for estimating the volatility of the velocity of money.

B

Balfoussia, Hiona and Brissimis, Sophocles and Delis, Manthos D (2011): The theoretical framework of monetary policy revisited.

Bandholz, Harm and Clostermann, Joerg and Seitz, Franz (2007): Explaining the US Bond Yield Conundrum.

Belhadj, ARAM and Bouguezzi, WAJDI and Jedlane, NABIL (2009): A Common Monetary Policy For The Maghreb: The Winners and The Losers?

Belhadj, Aam (2009): Heterogeneity of the Maghreb: the results of optimized monetary rules. Published in: Global Business and Management Research: An International Journal , Vol. 1, No. 3 & 4 (2009): pp. 1-24.

Bezemer, Dirk J (2009): “No One Saw This Coming”: Understanding Financial Crisis Through Accounting Models.

C

Carretta, Alessandro and Mattarocci, Gianluca (2005): The performance evaluation of hedge funds: a comparison of different approaches using European data.

Cebula, Richard (1997): An Empirical Analysis of the Impact of Federal Budget Deficits on Long-term Nominal Interest Rate Yields, 1973.2-1995.4, Using Alternative Expected Inflation Measures. Published in: Review of Financial Economics , Vol. 7, No. 1 (17. April 1998): pp. 55-64.

Cebula, Richard (1973): Macroeconomic Stability with a Positively Sloped IS Curve: A Further Examination. Published in: ZEITSCHRIFT FUR DIE GESAMTE STAATSWISSENSCHAFT , Vol. 130, No. 3 (30. July 1974): pp. 446-454.

Chang, Chia-Lin (2014): Modelling a Latent Daily Tourism Financial Conditions Index.

Chatelain, Jean-Bernard and Ralf, Kirsten (2014): Stability and Identification with Optimal Macroprudential Policy Rules.

Cinquegrana, Giuseppe and Sarno, Domenico (2010): The yield curve and the prediction on the business cycle: a VAR analysis for the European Union.

Cotter, John and Dowd, Kevin (2006): U.S. Core Inflation: A Wavelet Analysis.

Csávás, Csaba and Erhart, Szilárd and Naszódi, Anna and Pintér, Klára (2012): Changing central bank transparency in Central and Eastern Europe during the financial crisis. Published in: Crisis Aftermath: Economic policy changes in the EU and its Member States, Conference Proceedings, Szeged, University of Szeged , Vol. ISBN 9, (2012): pp. 73-89.

D

D'Agostino, A and Surico, P (2007): Does global liquidity help to forecast US inflation? Forthcoming in:

Das, Rituparna (2010): Forecasting Money Supply in India: Remaining Policy Issues.

De Pooter, Michiel and Ravazzolo, Francesco and van Dijk, Dick (2006): Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information.

E

Evans, Olaniyi (2013): The Monetary Model of Exchange Rate in Nigeria: an Autoregressive Distributed Lag (ARDL) Approach.

G

Guy, Kester and Lowe, Shane (2012): Tracing the Liquidity Effects on Bank Stability in Barbados.

Guzman, Giselle C. (2010): The case for higher frequency inflation expectations.

Guzman, Giselle C. (2009): An inflation expectations horserace.

H

Haider, Adnan and Khan, Safdar Ullah (2008): A Small Open Economy DSGE Model for Pakistan.

Harin, Alexander (2010): Theorem of existence of ruptures in probability scale. Preliminary short version.

Hasui, Kohei (2013): The non-negative constraint on the nominal interest rate and the effects of monetary policy.

I

Ifrim, Adrian (2014): Estimation of the Basic New Keynesian Model for the Economy of Romania.

K

KAMGNA, Severin Yves and TINANG, Nzesseu Jules and TSOMBOU, Kinfak Christian (2009): Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC.

Kelly, Logan J (2008): The Stock of Money and Why You Should Care.

Korobilis, Dimitris (2009): VAR forecasting using Bayesian variable selection.

L

Lanne, Markku and Nyberg, Henri and Saarinen, Erkka (2011): Forecasting U.S. Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison.

Levieuge, Grégory and Lucotte, Yannick (2012): A simple empirical measure of central banks' conservatism.

Levieuge, Grégory and Lucotte, Yannick (2012): A simple empirical measure of central banks' conservatism.

Lin, William and Tsai, Shih-Chuan and Sun, David (2008): Price informativeness and predictability: how liquidity can help. Published in: Applied Economics , Vol. 17, No. 43 (July 2011): pp. 2199-2217.

M

Mandler, Martin (2006): Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy.

Mandler, Martin (2010): Explaining ECB and Fed interest rate correlation: Economic interdependence and optimal monetary policy.

Mapa, Dennis S. and Paz, Nino Joseph I. and Eustaquio, John D. and Mindanao, Miguel Antonio C. (2014): Forecasting Time-Varying Correlation using the Dynamic Conditional Correlation (DCC) Model.

Matkovskyy, Roman (2012): The Index of the Financial Safety (IFS) of South Africa and Bayesian Estimates for IFS Vector-Autoregressive Model.

Miguel, Belmonte and Gary, Koop and Dimitris, Korobilis (2011): Hierarchical shrinkage in time-varying parameter models.

Mutu, Simona and Breşfelean, Vasile Paul and Göndör, Mihaela (2011): The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies. Published in: Proceedings of the 13th International Conference on Finance and Banking No. ISBN 978-80-7248-753-0 (2012)

N

Novak, Branko and Matić, Branko (2002): STRUKTURELLE VERÄNDERUNGEN IN DER WIRTSCHAFT DER REPUBLIKEN KRAOATIEN UND BUNDESREPUBLIK DEUTSCHLAND. Published in: XXIII. Wissenschaftliches Symposium, Strukturelle Veränderungen in der Wirtschaft der Republiken Kroatien und Bundesrepublik Deutschland (10. October 2002): pp. 31-51.

R

Reinhart, Carmen (2002): Default, currency crises, and sovereign credit ratings. Published in: World Bank Economic Review , Vol. 16, No. 2 (2002): pp. 151-170.

S

Sokolov, Yuri (2009): Interaction between market and credit risk: Focus on the endogeneity of aggregate risk.

Sokolov, Yuri (2012): Modeling risk in a dynamically changing world: from association to causation.

Y

Yondonjamts, Batsukh and Nyamdash, Batsaikhan (2014): Optimization issues of sectoral outputs in economic output.

Z

Zaman, Gheorghe and Georgescu, George (2011): Sovereign risk and debt sustainability: warning levels for Romania. Published in: Non-Linear Modelling in Economics. Beyond Standard Economics (March 2011): pp. 234-270.

This list was generated on Sun Jul 27 20:04:56 2014 CEST.
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