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Money Macro and Finance (MMF) Research Group Conference 2006

From Money Macro and Finance Research Group
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170: Shareholder Protection: A Leximetric Approach Downloads
Priya P. Lele and Mathias Siems
169: Valuing & Hedging: Defined Benefit Pension Obligations - The Role of Stocks Revisited Downloads
Deborah Lucas
168: A State Space Approach To The Policymaker's Data Uncertainty Problem Downloads
Alastair Cunningham, Chris Jeffery, George Kapetanios and Vincent Labhard
167: A real-time analysis of the Swiss trade account Downloads
Jan Jacobs and Jan-Egbert Sturm
166: Financial Development, Openness and Institutions: Evidence from Panel Data Downloads
Badi Baltagi, Panicos Demetriades and Siong Hook Law
165: Coordination of Monetary and Fiscal Policy in a Monetary Union: Policy Issues & Analytical Models* Downloads
Matthew Canzoneri
164: Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases Downloads
Domenico Giannone, Lucrezia Reichlin and David H Small
163: Revisions Analysis for the National Accounts at ONS Downloads
Heather Robinson
162: Financial Liberalisation and Breaks in Stock Market Volatility: Evidence from East Asia Downloads
Panicos Demetriades, Michail Karoglou and Siong Hook Law
161: Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge Downloads
Vincent Bouvatier
160: The financial integration of China: New evidence on temporally aggregated data for the A-share market Downloads
Eric Girardin and Zhenya Liu
159: The determinants of "domestic" original sin in emerging market economies Downloads
Julien Reynaud and Arnaud Mehl
156: Asset pricing implications for a New Keynesian model Downloads
Bianca De Paoli
155: Financial System Architecture: The Role of Systemic Risk, Added Value and Liquidity Downloads
Jose M P Jorge
153: The Complex Response of Monetary Policy to Asset Prices Downloads
Ram Kharel, Chris Martin and Costas Milas
152: Capital Flows, Interest Rates and Precautionary Behaviour: a model of Global Imbalances Downloads
Marcus Miller and Lei Zhang
151: Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets Downloads
Mathias Drehmann, Steffen Sorensen and Marco Stringa
150: International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility Downloads
Thomas Flavin and Ekaterini Panopoulou
149: Endogenous Cycles and Liquidity Risk Downloads
Jos van Bommel
148: The distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models Downloads
Huw Dixon
146: Exchange Rate Monitoring Bands: Theory and Policy Downloads
Luisa Corrado, Marcus Miller and Lei Zhang
144: Explaining Exchange Rate Movements in New Member States of the European Union: Nominal and Real Convergence Downloads
Monika Blaszkiewicz-Schwartzman
141: Simple Pricing Rules, the Phillips Curve and the Microfoundations of Inflation Persistence Downloads
Richard Mash
140: Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities Downloads
Renatas Kizys and Peter Spencer
139: Endogenous Cycles in Optimal Monetary Policy with a Nonlinear Phillips Curve Downloads
Orlando Gomes, D. A. Mendes, V. P. Mendes and J. Sousa Ramos
138: Unemployment, Job Flows and Hours in a New Keynesian Model Downloads
Richard Holt
137: Inflation persistence in the euro-area, US, and new members of the EU: Evidence from time-varying coefficient models Downloads
Zsolt Darvas and Balázs Varga
132: Does the choice of interest rate data matter for the results of tests of the expectations hypothesis - some results for the UK Downloads
Christian Mose Nielsen
131: On the use of data envelopment analysis in hedge fund performance appraisal Downloads
Thi Thanh Huyen Nguyen
129: Predicting the UK Equity Premium with Dividend Ratios: An Out-Of-Sample Recursive Residuals Graphical Approach Downloads
Neil Kellard, John Nankervis and Fotis Papadimitriou
128: Do emerging markets benefit from index inclusion? Downloads
Burcu Hacibedel and Jos van Bommel
127: Imperfect Demand Expectations and Endogenous Business Cycles Downloads
Orlando Gomes
126: Learning Hyperinflations Downloads
Atanas Christev
125: Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries Downloads
Don Bredin and Stilianos Fountas
124: Real exchange rates and current account imbalances in the Euro-area Downloads
Michael G Arghyrou and Georgios Chortareas
123: Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment Downloads
Damjan Pfajfar and Emiliano Santoro
120: What is global excess liquidity, and does it matter? Downloads
Rasmus Ruffer and Livio Stracca
118: Sentiment in foreign exchange markets: Hidden fundamentals by the back door or just noise? Downloads
Rafael R. Rebitzky
115: Leading indicator properties of the US corporate spreads Downloads
Nektarios Aslanidis and Andrea Cipollini
114: Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt Downloads
Jens Hilscher and Yves Nosbusch
113: Bayesian versus robust control approach towards parameter uncertainty in monetary policymaking: how close are the outcomes? Some illustrating evidence from the EMU economies Downloads
Juha Kilponen, Marc-Alexandre Sénégas and Jouko Vilmunen
112: Monetary Policy and the Political Support for a Labor Market Reform Downloads
ÿlvaro Aguiar and Ana Ribeiro
111: ICAPM with time-varying risk aversion Downloads
Paulo Maio
108: Business Cycles with Endogenous Mark-ups Downloads
Paulo Brito, Luis Costa and Huw Dixon
106: The foundations of money, payments and central banking: A review essay Downloads
Stephen Millard
105: A Simple Business-Cycle Model with Schumpeterian Features Downloads
Luis Costa and Huw Dixon
103: Credit Cycles in a OLG Economy with Money and Bequest Downloads
Anna Agliari, Tiziana Assenza, Domenico Delli Gatti and Emiliano Santoro
102: The predictive content of the real interest rate gap for macroeconomic variables in the euro area Downloads
Jean-Stéphane Mésonnier
101: Financial Stability in European Banking: The Role of Common Factors Downloads
Clemens Kool
99: Constructing Historical Euro Area Data Downloads
Heather Anderson, Mardi Dungey, Denise Osborn and Farshid Vahid
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