Economics at your fingertips  

Money Macro and Finance (MMF) Research Group Conference 2005

From Money Macro and Finance Research Group
Bibliographic data for series maintained by Christopher F. Baum ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

42: Real-time output gaps in the estimation of Taylor rules: A red herring? Downloads
David Cobham and Christopher Adam
41: Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker Downloads
Manuel Martins and Alvaro Aguiar
40: Optimal Fiscal Policy Rules in a Monetary Union Downloads
Tatiana Kirsanova, David Vines, Mathan Satchi and Simon Wren-Lewis
39: The Political Economy of Financial Liberalisation Downloads
Anja Shortland and Sourafel Girma
38: Political Institutions, Environmental Policy and Growth Downloads
Laura Marsiliani and Thomas I Renstrom
37: The Evolution of International Political Risk 1956-2001 Downloads
Radu Tunaru and Ephraim Clark
36: How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP Downloads
Georgios Chortareas and George Kapetanios
35: Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe Downloads
Michael Arghyrou, Virginie Boinet and Christopher Martin
34: The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets Downloads
Mario Cerrato, Neil Kellard and Nicholas Sarantis
33: The Forecasing time series subject to multiple structure breaks
M Pesaran, Allan Timmermann and Davide Pettenuzzo
32: Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model Downloads
Mattias Villani, Malin Adolfson and Jesper Lindé
31: Forecasting regional Growth by Bayesian spatio -temporal models
Wolfgang Polasek and Hermut Berrer
30: Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process Downloads
Rodney Strachan and Herman K van Dijik
29: Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account Downloads
Theodore Panagiotidis and Mark Holmes
28: Testing the Trade-off and Pecking Order Theory: Some UK Evidence Downloads
Viet Anh Dang
27: Macroeconomic Shocks and Central Bank Disclosure Policy: Is increased Transparency Necessarily Beneficial? Downloads
Phillip Lawler and Jonathan James
26: Real time Representations of the Output Gap Downloads
Kevin Lee, Emi Mise, Kalvinder Shields and Anthony Garratt
25: Effects of a Labor Market Reform on the Effectiveness of the Monetary Policy Downloads
Ana Ribeiro and Alvaro Aguiar
24: Mean and variance causality between the Cyprus Stock Exchange and major equity markets Downloads
Georgios Kouretas, Eleni Constantinou, Robert Georgiades and Avo Kazandjian
23: Volatility, spillover Effects and Correlations in US and Major European Markets Downloads
Christos Savva, Denise Osborn and Len Gill
22: The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability Downloads
Thomas Nitschka
21: On the order of integration of monthly US ex-ante and ex-post real interest rates new evidence from over a century of data Downloads
Menelaos Karananos, Sekioua S.h and Ning Zeng
20: The Feasibility of a Fixed Exchange Rate Regime for New EU-members Evidence from Real Exchange Rates Downloads
Clemens Kool, Tom Van Veen, Bertrand Chandelon and Katharina Raabe
19: Revisiting the Martingale hypothesis for exchange rates Downloads
Young-Sook Lee, Tae-Hwan Kim and Paul Newbold
18: A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators Downloads
Ekaterini Panopoulou
17: Inflation Persistence, Fiscal Constraints and Non-cooperative Authorities Stabilization Policy in a Monetary Union Downloads
Tatiana Kirsanova, David Vines, Mathan Satchi and Simon Wren-Lewis
16: Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework Downloads
Hiona Balfoussia and Michael Wickens
15: Cycles And Banking Crisis Downloads
Ioannis Lazopoulos
14: The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies Downloads
Kirsten Lommatzsch, Balázs Égert and Amina Lahreche-Revil
13: Non-Linear Properties of Currency Crises in Emerging Markets Downloads
Bettina Becker and Stephen Hall
12: Growth, Uncertainty and Finance Downloads
Dimitrios Varvarigos and Keith Blackburn
11: Saving and Growth with Habit Formation: A Comment Downloads
Patrick Toche
10: Information and Communication Technologies in a Multi-Sector Endogenous Growth Model Downloads
Evangelia Vourvachaki
9: Do controls on capital inflows insulate domestic variables against external shocks? Downloads
Antonio David
8: Does Insurance Promote Economic Growth? Evidence from the UK Downloads
Maurice Kugler and Reza Ofoghi
7: The French Pension Trust Fund: Can it cope with the Expected Financial Unsustainability of the PAYG Pension System? Downloads
Anne Lavigne and Charlie Berger
6: Optimal research in financial markets with heterogeneous private information; a rational expectations model Downloads
Katrin Tinn
5: Interpreting Aggregate Stock Market Behavior: How Far Can the Standard Model Go? Downloads
Massimiliano De Santis
4: Mutual Fund Performance: Skill Or Luck? Downloads
Dirk Nitzsche, Keith Cuthbertson and Niall O'Sullivan
3: Monetary Policy Rules and Inflation Targets in Emerging Economies Evidence for Mexico and Israel Downloads
Rebeca I Muñoz Torres
2: Time Consistent Policy in Markov Switching Models Downloads
Fabrizio Zampolli and Andrew Blake
1: National and Global Macroeconometric Modelling Using GVAR
M Pesaran
Page updated 2020-09-23
Sorted by numeric handle