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Money Macro and Finance (MMF) Research Group Conference 2004

From Money Macro and Finance Research Group
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101: Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management Downloads
Mohammad Pesaran, Paolo Zaffaroni and Banca d'Italia)
100: Understanding the yield curve, economic structure and economic policy Downloads
Peter Macmillan
99: Openness and Inflation Downloads
Dudley Cooke
98: Central Bank Communication and Output Stabilization Downloads
Marco Hoeberichts, Mewael F. Tesfaselassie and Sylvester Eijffinge
97: Expectational Business Cycles Downloads
Eran Guse
96: On the Time Variations of US Monetary Policy: Who is right? Downloads
Fabio Canova and Luca Gambetti
95: Monetary Policy Implementation and Volatility in the Euro Area Money Market Downloads
Julius Moschitz
94: Option Implied and Realised Measures of Variance Downloads
Damien Lynch and Nikolaos Panigirtzoglou
93: Rational Pricing of Options during the South Sea Bubble Downloads
Gary Shea
92: Interest Rates and Output in the Long Run Downloads
Yunus Aksoy and Miguel Leon-Ledesma
91: Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks Downloads
Sofiane Sekioua
90: Do Domestic Macroeconomic Factors Play a Role in Determining Long-Term Nominal Interest Rates? Application in the Case of a Small Open-Economy Downloads
Celine Gauthier and Virginie Traclet
89: Cyclical Uncertainty And Physical Investment Decisions Downloads
Yu-Fu Chen and Michael Funke
88: The Capital Stock and Equilibrium Unemployment: A New Theoretical Perspective Downloads
Sujit Kapadia
87: UK investment and the return to equity: Q redux Downloads
Simon Price
86: Monetary Union: Fiscal Stabilisation in the Face of Asymmetric Shocks Downloads
Tatiana Kirsanova, Mathan Satchi and David Vines
85: Bargaining over monetary policy in a monetary union and the case for appointing an independent central banker Downloads
Corinne Aaron-Cureau and Hubert Kempf
84: Non-cooperative Monetary and Fiscal Policy: The Value of Leadership Downloads
Andrew Blake and Tatiana Kirsanova
83: Leaving EMU: a real options perspective Downloads
Frank Strobel
82: Switching Mortgages: a real options perspective Downloads
Celine Gondat-Larralde and Frank Strobel
81: Financial Engineering with Reverse Cliquet Options Downloads
Brian A. Eales and Radu Tunaru
80: Optimal Monetary Policy and Asset Price Misalignments Downloads
Alexandros Kontikas and Alberto Montagnoli
79: Sticky Prices vs. Limited Participation: What Do We Learn From the Data? Downloads
Peter Ireland and Niki Papadopoulou
78: Endogenous Business Cycle with Search in the Labour Market Downloads
Nigar Hashimzade and Salvador Ortigueira
77: Can new open economy macroeconomic models explain business cycle facts? Downloads
Jagjit Chadha, Charles Nolan, Sun Qi and Christoph Thoenissen
76: Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium Downloads
Peter Smith, Steffen Sorensen and Michael Wickens
75: Have markets reacted differently to macroeconomic and monetary policy news since 1997? An empirical analysis of UK intraday trades and prices Downloads
Oliver Burrows and Anne Wetherilt
74: Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s Downloads
John Hunter and Natalia Isachenkova
73: The U.S. Stock Market and Fundamentals: A Historical Decomposition Downloads
David Dupuis and David Tessier
72: Industrial Production and the Current Account: Theory and Panel Data Evidence from the OECD Downloads
Huseyin Kalyoncu, Naveed Naqvi and Christopher Tsoukis
71: Real exchange rates, current accounts and the net foreign asset position Downloads
Christoph Thoenissen
70: Monetary Policy and the Natural Rate of Unemployment Downloads
George Bratsiotis, Christopher Martin and Theodore Panagiotidis
69: Inflation, Inequality and Social Conflict Downloads
Christopher Crowe
68: Endogenous Price Flexibility, the Expenditure Switching Effect and Exchange Rate Regime Choice Downloads
Ozge Senay and Alan Sutherland
67: Econometric Issues in the Analysis of Contagion Downloads
Mohammad Pesaran and Andreas Pick
66: Regime-dependent synchronization of growth cycles between Japan and East Asia Downloads
Eric Girardin
65: Uncertainty and UK Monetary Policy Downloads
Christopher Martin and Costas Milas
64: Measuring monetary policy in the UK: a factor augmented vector autoregressive approach Downloads
Gianluca Lagana
63: Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC Downloads
Arnab Bhattacharjee and Sean Holly
62: IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany Downloads
Marco Rummer, Andreas Oehler and Peter Smith
61: Does Financial Structure Matter? Downloads
Philip Arestis, Ambika Luintel and Kul Luintel
60: The Determinants of Foreign Currency Hedging by UK Non-Financial Firms Downloads
Amrit Judge
59: UK Debt Sustainability: Some Nonlinear Evidence and Theoretical Implications Downloads
John Considine and Liam Gallagher
58: Debts, Deficits and the Entry of the Accession Countries into the Euro Downloads
Andrew Hughes Hallett and John Lewis
57: Fiscal Sustainability: the Unpleasant European Case Downloads
Antonio Afonso
56: Market-wide shocks and anomalous price behaviour: evidence from closed-end funds Downloads
Ana-Maria Fuertes and Dylan Thomas
55: UK Mutual Fund Performance: Genuine Stock-Picking Ability or Luck Downloads
Keith Cuthbertson, Dirk Nitzsche and Niall O' Sullivan
54: Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach Downloads
Raman Uppal, Lorenzo Garlappi and Tan Wang
53: A Heliocentric Journey into Germany's Great Depression Downloads
Mark Weder
52: Linking Real Activity and Financial Markets: BEAM model 1 Downloads
Celine Gauthier and Fu Chun Li
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