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214: On the selection of forecasting models
Lutz Kilian and Atsushi Inoue 213: Aggregation and euro area Phillips curves
Julian Morgan and Silvia Fabiani 212: Modelling the implied probability of stock market movements
Martin Scheicher and Ernst Glatzer 211: Self-control and savings
Vidal, Jean-Pierre and Philippe Michel 210: Anticipated Ramsey reforms and the uniform taxation principle: the role of international financial markets
Schmitt-Grohe, Stephanie and Martin Uribe 209: A framework for collateral risk control determination
Didier Cossin , Aunon-Nerin, Daniel and Fernando Gonzales 208: Do demographic changes affect risk premiums? Evidence from international data
Andrew Ang and Angela Maddaloni 207: A comprehensive model on the Euro overnight rate
Flemming Reinhardt Würtz 206: A comprehensive model on the Euro overnight rate
Barbara Roffia and Dieter Gerdesmeier 205: Real exchange rate in an inter-temporal n-country-model with incomplete markets
Benoit Mercereau 204: Asymmetric dynamics in the correlations of global equity and bond returns
Kevin Sheppard , Robert F. Engle and Lorenzo Cappiello 203: Myopic loss aversion; disappointment aversion; and the equity premium puzzle
Livio Stracca and David Fielding 202: Aggregate loans to the euro area private sector
Alessandro Calza , João Sousa and Marta Manrique Simon 201: Euro area inflation persistence
Nicoletta Batini 200: Interdependence between the euro area and the US: what role for EMU?
Michael Ehrmann and Marcel Fratzscher 199: Time variation in the tail behaviour of bund futures returns
Christian Upper and Thomas Werner 198: Extracting risk neutral probability densities by fitting implied volatility smiles: some methodological points and an applicaion to the 3M Euribor futures option prices
Allan B. Andersen and Tom Wagener 197: A model of the Eurosystem's operational framework for monetary poicy implementation
Christian Ewerhart 196: Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Lutz Kilian and Silvia Goncalves 195: In-Sample or out-of-sample tests of predictability: which one should we use?
Lutz Kilian and Atsushi Inoue 194: Sensitivity analysis of volatility - a new tool for risk management
Simone Manganelli , Vladimiro Ceci and Walter Vecchiato 193: Sustainability of public finances and automatic stabilisation under a rule of budgetary discipline
Jose Marin 192: Is the European Central Bank (and the United States Federal Reserve) predictable?
Jorge Sicilia and Perez-Quiros, Gabriel (Gabriel Perez Quiros )191: Sensitivity analysis of volatility: a new tool for risk management
Ludger Schuknecht and Felix Eschenbach 190: Monetary policy and the zero bound to interest rates: a review
Anthony Yates 189: Debt reduction and automatic stabilisation
Paul Hiebert , Massimo Rostagno and Javier J. Pérez García 188: Should central banks really be flexible?
Hans Peter Grüner 187: A fiscal theory of sovereign risk
Martin Uribe 186: Using money market rates to assess the alternatives of fixed vs. variable rate tenders: the lesson from 1989-1998 data for Germany
Michele Manna 185: European Integration: what lessons for other regions? The case of Latin America
Ettore Dorrucci , Marcel Fratzscher , Francesco Paolo Mongelli and Stefano Firpo 184: Efficient pricing of large value interbank payment systems
Cornelia Holthausen and Jean Charles Rochet 183: Monetary policy in a world with different financial systems
Ester Faia 182: The information content of real-time output GAP estimates: an application to the Euro area
Gerhard Ruenstler (Gerhard Rünstler )181: Inflation dynamics and international linkages: a model of the United States, the euro area and Japan
Günter Coenen and Volker Wieland 180: Regional inflation in a currency union: fiscal policy vs. fundamentals
Margarida Duarte and Alexander L. Wolman 179: Optimal monetary policy with durable goods and non-durable goods
Christopher John Erceg and Andrew Theo Levin 178: Inflation persistence and optimal monetary policy in the Euro area
Pierpaolo Benigno and Lopez-Salido, J. David 177: A theory of the currency denomination of international trade
Philippe Bacchetta and Eric van Wincoop 176: From the ERM to the Euro: new evidence on economic and policy convergence among EU countries
Giancarlo Corsetti and Luca Dedola 175: Monetary policy and the financial accelerator in a monetary union
Simon Gilchrist , Jean-Olivier Hairault and Hubert Kempf 174: International monetary policy coordination and financial market integration
Alan Sutherland 173: Openness and equilibrium determinacy under interest rate rules
Fiorella De Fiore and Zheng Liu 172: Constructing quality-adjusted price indices: a comparison of hedonic and discrete choice models
Nicole Jonker 171: An estimated stochastic dynamic general equilibrium model of the euro area
Frank Rafael Smets and Raf Wouters 170: What measure of inflation should a central bank target?
N. Gregory Mankiw and Ricardo Reis 169: Modeling model uncertainty
Alexei Onatski and Noah Williams 168: Estimating the effects of fiscal policy in OECD countries
Roberto Perotti 167: Identifying the effects of monetary policy shocks on exchange rates using high frequency data
John H. Rogers , Jonathan Wright and Jon Faust (Eric Thomas Swanson )166: Monetary and fiscal policy interactions in a micro-founded model of a monetary union
Roel Maria Wilhelmus Jozef Beetsma and Henrik Jensen 165: The industry effects of monetary policy in the Euro area
Gert Peersam and Frank Rafael Smets
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