No 314: Debt, equity and the Equity price puzzle
Daria Finocchiaro and Caterina Mendicino
No 313: Since you’re so rich, you must be really smart”: Talent and the Finance Wage Premium
Michael Böhm, Daniel Metzger and Per Strömberg
No 312: Optimal Bank Capitalization in Crowded Markets
Christoph Bertsch and Mike Mariathasan
No 311: Optimal Inflation with Corporate Taxation and Financial Constraints
Daria Finocchiaro, Giovanni Lombardo, Caterina Mendicino and Philippe Weil
No 310: On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound
Paola Boel and Christopher J. Waller
No 309: Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting
André Lucas and Xin Zhang
No 308: Modeling financial sector joint tail risk in the euro area
André Lucas, Bernd Schwaab and Xin Zhang
No 307: SPEEDING UP MCMC BY DELAYED ACCEPTANCE AND DATA SUBSAMPLING
Matias Quiroz
No 306: SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR
Matias Quiroz, Mattias Villani and Robert Kohn
No 305: Bringing Financial Stability into Monetary Policy*
Eric M. Leeper and James M. Nason
No 304: Jump-Starting the Euro Area Recovery: Would a Rise in Core Fiscal Spending Help the Periphery?*
Olivier Blanchard, Christopher J. Erceg and Jesper Lindé
No 303: Central bank policy paths and market forward rates: A simple model
Ferre De Graeve and Jens Iversen
No 302: Price Level Targeting and Risk Management
Roberto Billi
No 301: What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession
Isaiah Hull
No 300: Searching for Information*
Jungsuk Han and Francesco Sangiorgi
No 299: Fuel for Economic Growth?
Johan Gars and Conny Olovsson
No 298: Amortization Requirements and Household Indebtedness: An Application to Swedish- Style Mortgages
Isaiah Hull
No 297: SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING
Matias Quiroz, Mattias Villani and Robert Kohn
No 296: The Importance of Reallocation for Productivity Growth: Evidence from European and US Banking
Jaap W.B. Bos and Peter C. van Santen
No 295: Risks in macroeconomic fundamentals and excess bond returns predictability
Rafael B. De Rezende
Questions (including download problems) about the papers in this series should be directed to Lena Löfgren ()
Report other problems with accessing this service to Sune Karlsson ().
This page generated on 2024-10-23 13:57:36.