International Economics Working Papers Series

From Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics
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ces9919: Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998

Hans Dewachter and Marco Lyrio

ces0304: Macro Factors and the Term Structure of Interest Rates

Hans Dewachter and Marco Lyrio

ces0205: The Effect of Monetary Unification on German Bond Markets

Hans Dewachter, Marco Lyrio and Konstantijn Maes

ces0203: The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach

Hans Dewachter and Marco Lyrio

ces0201: Monetary Unification and the Price of Risk: An Unconditional Analysis

Hans Dewachter, Kristien Smedts and Konstantijn Maes

ces0118: Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy

Hans Dewachter, Marco Lyrio and Konstantijn Maes

ces0116: Payment Cards and Money Demand in Belgium

Laura Rinaldi

ces0113: Global and European Labor Costs

Filip Abraham

ces0112: Ricardian Equivalence: An Empirical Application to the Portuguese Economy

Carlos Marinheiro

ces0111: Monetary Policies in an Enlarged Euroland

Filipa Correia

ces0108: Assessing Monetary Rules Performance across EMU Countries

Carlo Altavilla

ces0106: An Affine Model for International Bond Markets

Hans Dewachter and Konstantijn Maes

ces0102: Conditional Distributions in the Krugman Target Zone Model and Undeclared Narrower Bands

Dirk Veestraeten

wpie012: Increased Capital Mobility - A Challenge for National Macroeconomic Policies

Paul De Grauwe and Magdalena Polan

wpie011: Globalisation and Social Spending

Paul De Grauwe and Magdalena Polan

wpie010: Nonlinear Price Adjustment and the Lifetime of a Price Level

Magdalena Polan

wpie009: Is Inflation Always and Everywhere a Monetary Phenomenon?

Paul De Grauwe and Magdalena Polan

wpie008: Modeling the Term Structure of Interest Rates: Where Do We Stand?

Konstantijn Maes and Konstantijn Maes

wpie007: Macro Factors and the Term Structure of Interest Rates

Hans Dewachter and Marco Lyrio

wpie006: Monetary Unification and the Price of Risk: An Unconditional Analysis

Hans Dewachter, Kristien Smedts and Konstantijn Maes

wpie005: The Effect of Monetary Unification on German Bond Markets

Hans Dewachter, Marco Lyrio and Konstantijn Maes

wpie004: Fitting Correlations Within and Between Bond Markets

Hans Dewachter and Konstantijn Maes

wpie003: Do Exchange Rates Convert Prices of Risk Across Countries?

Hans Dewachter, Kristien Smedts and Konstantijn Maes

wpie002: A Joint Model for the Term Structure of Interest Rates and the Macroeconomy

Hans Dewachter, Marco Lyrio and Konstantijn Maes

wpie001: An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates

Hans Dewachter and Konstantijn Maes