1. Cyclical consumption. (2023). Berger, Tino ; Pozzi, Lorenzo.
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20230064.

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2. Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9.

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3. The relation between wheat, soybean, and hemp acreage: a Bayesian time series analysis. (2023). Han, Joohun ; Ngombe, John N.
   In: Agricultural and Food Economics.
   RePEc:spr:agfoec:v:11:y:2023:i:1:d:10.1186_s40100-023-00242-1.

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4. Can Ethiopia Reach a Lower-Middle-Income Status by 2025? A Framework of DSGE and VAR Models. (2023). , Jayamohan ; Feto, Adem.
   In: Ethiopian Journal of Economics.
   RePEc:ags:eeaeje:343264.

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5. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Berger, Tino ; Richter, Julia.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203.

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6. Business cycles, financial conditions, and nonlinearities. (2022). Mendieta-Muñoz, Ivan ; Muoz, Ivan Mendieta ; Sundal, Douhan.
   In: Metroeconomica.
   RePEc:bla:metroe:v:73:y:2022:i:2:p:343-383.

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7. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2021). Wong, Benjamin ; Richter, Julia ; Berger, Tino.
   In: Working Papers.
   RePEc:zbw:svrwwp:022021.

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8. A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2021). Wong, Benjamin ; Berger, Tino ; Richter, Julia.
   In: University of Göttingen Working Papers in Economics.
   RePEc:zbw:cegedp:415.

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9. No‐arbitrage priors, drifting volatilities, and the term structure of interest rates. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:36:y:2021:i:5:p:495-516.

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10. A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors. (2021). Wong, Benjamin ; Berger, Tino ; Richter, Julia.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2021-4.

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11. A Comparison of Approaches to Select the Informativeness of Priors in BVARs. (2021). Jan, Pruser ; Christoph, Hanck.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:241:y:2021:i:4:p:501-525:n:4.

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12. Estimating and accounting for the output gap with large Bayesian vector autoregressions. (2020). Wong, Benjamin ; Morley, James.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:35:y:2020:i:1:p:1-18.

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13. Sectoral Employment Dynamics in Australia. (2020). Wong, Benjamin ; Vahid, Farshid ; Caggiano, Giovanni ; Anderson, Heather.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2020-20.

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14. No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2020). Marcellino, Massimiliano ; Clark, Todd.
    In: Working Papers.
    RePEc:fip:fedcwq:88748.

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15. The third round of euro area enlargement: Are the candidates ready?. (2020). Deskar-Škrbić, Milan ; Deskar-Krbi, Milan ; Kotarac, Karlo ; Kunovac, Davor.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301613.

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16. Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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17. Modeling mortality with a Bayesian vector autoregression. (2020). Sherris, Michael ; Njenga, Carolyn Ndigwako.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:94:y:2020:i:c:p:40-57.

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18. Investment under Rational Inattention: Evidence from US Sectoral Data. (2020). Zorn, Peter.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8436.

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19. Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic. (2020). Wong, Benjamin ; Vahid, Farshid ; Caggiano, Giovanni ; Anderson, Heather.
    In: Australian Economic Review.
    RePEc:bla:ausecr:v:53:y:2020:i:3:p:402-414.

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20. Investment under Rational Inattention: Evidence from US Sectoral Data. (2019). Zorn, Peter.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:577.

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21. The Third Round of the Euro Area Enlargement: Are the Candidates Ready?. (2019). Deskar-Škrbić, Milan ; Deskar-Krbi, Milan ; Kotarac, Karlo ; Kunovac, Davor.
    In: Working Papers.
    RePEc:hnb:wpaper:57.

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22. Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan. (2019). Akbar, Muhammad ; Noor, Farzana ; Iqbal, Farhan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:154-164.

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23. Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR. (2019). Auer, Simone.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:93:y:2019:i:c:p:142-166.

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24. Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724.

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25. Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1159.

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26. Projecting impacts of carbon dioxide emission reductions in the US electric power sector: evidence from a data-rich approach. (2018). Binder, Kyle E ; Mjelde, James W.
    In: Climatic Change.
    RePEc:spr:climat:v:151:y:2018:i:2:d:10.1007_s10584-018-2297-9.

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27. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

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28. Forecasting using Bayesian VARs: A Benchmark for STREAM. (2018). Borg, Ian ; Ruisi, Germano.
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0418.

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29. Combining Survey Long-Run Forecasts and Nowcasts with BVAR Forecasts Using Relative Entropy. (2018). Zaman, Saeed ; Tallman, Ellis.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1809.

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30. Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:87393.

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31. Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1808.

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32. Investment under Rational Inattention: Evidence from US Sectoral Data. (2016). Zorn, Peter.
    In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145572.

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33. House prices and interest rates: Bayesian evidence from Germany. (2016). Pruser, Jan ; Hanck, Christoph.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:620.

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34. Does My High Blood Pressure Improve Your Survival? Overall and Subgroup Learning Curves in Health. (2016). Mller, T ; Gestel, R V ; Bosmans, J.
    In: Health, Econometrics and Data Group (HEDG) Working Papers.
    RePEc:yor:hectdg:16/27.

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35. Multivariate Forecasting with BVARs and DSGE Models. (2016). Berg, Tim ; Oliverberg, Tim.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:35:y:2016:i:8:p:718-740.

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36. BVAR mapping. (2016). Malakhovskaya, Oxana ; Demeshev, Boris.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0300.

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37. DSGE-based forecasting: What should our perspective be?. (2016). Malakhovskaya, Oxana.
    In: Voprosy Ekonomiki.
    RePEc:nos:voprec:2016-12-7.

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38. Bayesian Rank Selection in Multivariate Regression. (2016). Vahid, Farshid ; Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Jiang, Bin.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2016-6.

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39. Forecasting Chinas economic growth and inflation. (2016). Zha, Tao ; Zhong, Wenna ; Higgins, Patrick.
    In: China Economic Review.
    RePEc:eee:chieco:v:41:y:2016:i:c:p:46-61.

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40. Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania. (2015). Nalban, Valeriu.
    In: International Journal of Economic Sciences.
    RePEc:sek:jijoes:v:4:y:2015:i:1:p:60-74.

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41. Proyección de la inflación agregada con modelos de vectores autorregresivos bayesianos. (2015). Ledesma Arista, Alan ; Carrera, Cesar.
    In: Working Papers.
    RePEc:rbp:wpaper:2015-003.

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42. Multivariate Forecasting with BVARs and DSGE Models. (2015). Berg, Tim ; Oliverberg, Tim.
    In: MPRA Paper.
    RePEc:pra:mprapa:62405.

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43. A ranking of VAR and structural models in forecasting. (2015). Bentour, El Mostafa.
    In: MPRA Paper.
    RePEc:pra:mprapa:61502.

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44. Measuring Monetary Policy Stance in Brazil. (2015). Maka, Alexis ; Mario J. C. Mendonça, ; Elcyon C. R. Lima, ; Brisne J. V. Cespedes, .
    In: Discussion Papers.
    RePEc:ipe:ipetds:0160.

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45. Forecasting Russian Macroeconomic Indicators with BVAR. (2015). Malakhovskaya, Oxana ; Demeshev, Boris.
    In: HSE Working papers.
    RePEc:hig:wpaper:105/ec/2015.

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46. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

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47. Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model. (2015). Paccagnini, Alessia ; Bekiros, Stelios ; Stelios, Bekiros.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:19:y:2015:i:2:p:107-136:n:3.

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48. Aggregate Inflation Forecast with Bayesian Vector Autoregressive Models. (2015). Ledesma Arista, Alan ; Carrera, Cesar.
    In: Working Papers.
    RePEc:apc:wpaper:2015-050.

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49. Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model. (2014). Paccagnini, Alessia ; Bekiros, Stelios.
    In: Open Access publications.
    RePEc:ucn:oapubs:10197/7588.

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50. Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR. (2014). Auer, Simone.
    In: Working Papers.
    RePEc:snb:snbwpa:2014-02.

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51. Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?. (2014). Huseynov, Salman ; Ahmadov, Vugar ; Adigozalov, Shaig.
    In: MPRA Paper.
    RePEc:pra:mprapa:63515.

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52. Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR. (2014). Auer, Simone.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:170.

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53. No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2014). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9848.

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54. Short-term inflation forecasting models for Turkey and a forecast combination analysis. (2013). Tekatli, Necati ; Ozmen, Utku ; Ogunc, Fethi ; Hulagu, Timur ; Chadwick, Meltem ; Başer Andıç, Selen ; Akdoğan, Kurmaş ; Akdoan, Kurma ; Oun, Fethi ; Ertu, Dilara ; Kosem, Sevim ; Baer, Selen .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:312-325.

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55. Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk. (2013). Rubaszek, Michał ; Mućk, Jakub ; Ca' Zorzi, Michele ; Ca'Zorzi, Michele, .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131576.

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56. Modeling Hyperinflation Phenomenon: A Bayesian Approach. (2013). Gonzales Martínez, Rolando ; Martinez, Rolando Gonzales.
    In: Documentos de Investigación - Research Papers.
    RePEc:cml:docinv:8.

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57. Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment. (2012). GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201214.

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58. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18467.

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59. Prior selection for vector autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121494.

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60. Bayesian analysis of recursive SVAR models with overidentifying restrictions. (2012). Rubaszek, Michał ; Kocięcki, Andrzej ; Ca' Zorzi, Michele ; Michele Ca' Zorzi, .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121492.

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61. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/106648.

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62. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8755.

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63. Applied Bayesian econometrics for central bankers. (2012). Mumtaz, Haroon ; Blake, Andrew P.
    In: Technical Books.
    RePEc:ccb:tbooks:4.

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64. An application of data-rich environment for policy analysis of the Indian economy. (2012). Kumar, Nitin ; Mumtaz, Haroon.
    In: Joint Research Papers.
    RePEc:ccb:jrpapr:2.

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65. The Local Effects of Monetary Policy. (2012). Sekhposyan, Tatevik ; Owyang, Michael ; Francis, Neville.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:12:y:2012:i:2:n:3.

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66. How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR. (2012). Senbeta, Sisay ; Senbeta Sisay R., .
    In: Working Papers.
    RePEc:ant:wpaper:2012010.

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67. A medium scale forecasting model for monetary policy. (2011). Zaman, Saeed ; Beauchemin, Kenneth.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1128.

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68. Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Matheson, Troy ; Bloor, Chris.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

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69. Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand. (2010). Matheson, Troy ; Bloor, Chris.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:537-558.

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70. Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

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71. Comparing the New Keynesian Phillips Curve with time series models to forecast inflation. (2010). Valderrama, Maria ; Rumler, Fabio.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:21:y:2010:i:2:p:126-144.

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72. Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101185.

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73. Short-term inflation projections: a Bayesian vector autoregressive approach. (2010). onorante, luca ; Momferatou, Daphne ; Lenza, Michele ; Giannone, Domenico ; Momferatu, Daphne .
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2010_011.

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74. Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach. (2010). onorante, luca ; Momferatou, Daphne ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7746.

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75. MODERN MACROECONOMICS AND REGIONAL ECONOMIC MODELING*. (2010). Rickman, Dan.
    In: Journal of Regional Science.
    RePEc:bla:jregsc:v:50:y:2010:i:1:p:23-41.

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76. Steady-state priors for vector autoregressions. (2009). Villani, Mattias.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:4:p:630-650.

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77. The local effects of monetary policy. (2009). Sekhposyan, Tatevik ; Owyang, Michael ; Francis, Neville.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-048.

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78. Monetary policy and the exchange rate: Evidence from a two-country model. (2009). Willard, Luke ; Voss, Graham.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:4:p:708-720.

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79. Putting the New Keynesian DSGE model to the real-time forecasting test. (2009). Skrzypczyński, Paweł ; Rubaszek, Michał ; Kolasa, Marcin ; Skrzypczyski, Pawe.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091110.

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80. Large Bayesian VARs. (2008). Banbura, Marta ; Babura, Marta.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:334.

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81. Working Paper 148. (2008). Valderrama, Maria Teresa ; Rumler, Fabio.
    In: Working Papers.
    RePEc:onb:oenbwp:y::i:148:b:1.

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82. Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation. (2008). Valderrama, Maria ; Rumler, Fabio.
    In: Working Papers.
    RePEc:onb:oenbwp:148.

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83. Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand. (2008). Matheson, Troy ; Bloor, Chris.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2008/09.

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84. Methods for inference in large multiple-equation Markov-switching models. (2008). Zha, Tao ; Waggoner, Daniel ; Sims, Christopher.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:2:p:255-274.

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85. Large Bayesian VARs. (2008). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2008_033.

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86. Evaluating CPBs published GDP growth forecasts; a comparison with individual and pooled VAR based forecasts. (2008). Luginbuhl, Rob ; Vromans, Martin ; Kranendonk, Henk ; Smid, Bert.
    In: CPB Document.
    RePEc:cpb:docmnt:172.

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87. Classical and Bayesian Methods for the VAR Analysis: International Comparisons. (2007). Keller, Elisa.
    In: Rivista di Politica Economica.
    RePEc:rpo:ripoec:v:97:y:2007:i:6:p:149-202.

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88. Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation. (2007). Valderrama, Maria ; Rumler, Fabio.
    In: EcoMod2007.
    RePEc:ekd:000239:23900080.

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89. Does age structure forecast economic growth?. (2007). Finlay, Jocelyn ; Fink, Günther ; canning, david ; Bloom, David.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:23:y:2007:i:4:p:569-585.

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90. Bayesian VARs with Large Panels. (2007). Reichlin, Lucrezia ; Giannone, Domenico ; Banbura, Marta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6326.

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91. Un modelo de proyección BVAR para la inflación peruana. (2006). Vega, Marco ; Tuesta, Vicente ; Llosa, Luis-Gonzalo.
    In: Revista Estudios Económicos.
    RePEc:rbp:esteco:ree-13-02.

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92. Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences?. (2006). .
    In: MPRA Paper.
    RePEc:pra:mprapa:180.

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93. Does Age Structure Forecast Economic Growth?. (2006). Fink, Günther ; canning, david ; Bloom, David.
    In: PGDA Working Papers.
    RePEc:gdm:wpaper:2006.

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94. Forecasting of small macroeconomic VARs in the presence of instabilities. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-09.

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95. Combining forecasts from nested models. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-02.

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96. Transparency, expectations, and forecasts. (2006). Zha, Tao ; Waggoner, Daniel ; Eisenbeis, Robert ; Bauer, Andrew.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2006-03.

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97. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2257-2279.

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98. Transparency, expectations, and forecasts. (2006). Zha, Tao ; Waggoner, Daniel ; Eisenbeis, Robert ; Bauer, Andrew.
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100. Measuring Monetary Policy Stance in Brazil. (2005). Maka, Alexis ; Mario J. C. Mendonça, ; Elcyon C. R. Lima, ; Brisne J. V. Cespedes, .
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101. Inference in Vector Autoregressive Models with an Informative Prior on the Steady State. (2005). Villani, Mattias.
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104. Monetary policy rules for financially vulnerable economies. (2005). Winkelried, Diego ; Moron, Eduardo.
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107. An Inflation Reports Report. (2003). Leeper, Eric.
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108. Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs. (2003). Warne, Anders ; Villani, Mattias.
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109. A Gibbs sampler for structural vector autoregressions. (2003). Zha, Tao ; Waggoner, Daniel.
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111. Forecast‐Based Monetary Policy: The Case of Sweden. (2003). Jansson, Per ; Vredin, Anders.
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112. Reglas de política monetaria para economías financieramente vulnerables.. (2002). Winkelried, Diego ; Moron, Eduardo.
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113. Empirical Analysis of Policy Interventions. (2002). Zha, Tao ; Leeper, Eric.
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119. Forecast-based Monetary Policy in Sweden 1992-1998: A View from Within. (2001). Vredin, Anders ; Jansson, Per.
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122. Forecast-based monetary policy in Sweden 1992-98: a view from within. (2001). Jansson, Per ; Vredin, Anders.
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124. Monetary policy and racial unemployment rates. (2000). Zha, Tao ; Zavodny, Madeline.
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