1. The cyclicality of the finance premium over the business cycle. (2025). Bratsiotis, George J ; Kalubowila, Chashika D.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324003006.

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2. Financial Inclusion, Financial Depth, and Macroeconomic Fluctuations. (2025). Mehboob, Ul Hassan ; Shahzad, Alvi ; Madiha, Munir ; Ruba, Aljarallah ; Saira, Tufail.
   In: Economics - The Open-Access, Open-Assessment Journal.
   RePEc:bpj:econoa:v:19:y:2025:i:1:p:23:n:1001.

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3. The empirical performance of the financial accelerator since 2008. (2024). Strobel, Felix ; Boehl, Gregor.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001192.

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4. Transition risk uncertainty and robust optimal monetary policy. (2023). Le, Anh H ; Duck, Alexander.
   In: IMFS Working Paper Series.
   RePEc:zbw:imfswp:187.

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5. Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000955.

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6. Drivers of Large Recessions and Monetary Policy Responses. (2023). Villa, Stefania ; Melina, Giovanni.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_10590.

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7. Interpreting Structural Shocks and Assessing Their Historical Importance. (2023). Vázquez, Jesús ; Herrera, Luis ; Jesus, Vazquez ; Luis, Herrera.
   In: The B.E. Journal of Macroeconomics.
   RePEc:bpj:bejmac:v:23:y:2023:i:1:p:375-425:n:15.

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8. Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni.
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_1425_23.

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9. Firm net worth, external finance premia and monitoring cost - estimates based on firm-level data. (2022). Steiner, Elizabeth ; Lein, Sarah ; Baeurle, Gregor ; Baurle, Gregor.
   In: Working Papers.
   RePEc:snb:snbwpa:2022-07.

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10. The financial accelerator mechanism: does frequency matter?. (2022). Marcellino, Massimiliano ; Gelain, Paolo ; Foroni, Claudia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222637.

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11. Market finance as a spare tyre? Corporate investment and access to bank credit in Europe. (2021). Andersson, Malin ; Maurin, Laurent ; Rusinova, Desislava.
    In: EIB Working Papers.
    RePEc:zbw:eibwps:202109.

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12. Economic impact of monetary policy: Focus on real estate sector in Italy. (2021). Socci, Claudio ; Zotti, Jacopo ; Ahmed, Irfan ; Severini, Francesca ; Medabesh, Ali.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1256-1269.

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13. Market finance as a spare tyre? Corporate investment and access to bank credit in Europe. (2021). Andersson, Malin ; Maurin, Laurent ; Rusinova, Desislava.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212606.

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14. Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis. (2021). Swarbrick, Jonathan ; Jonathan, Swarbrick ; Tobias, Blattner.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:21:y:2021:i:1:p:323-368:n:9.

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15. Balance Sheet Channel of Monetary Policy Evidence from Credit Spreads of Russian Firms. (2021). Prokopev, Filipp.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:80:y:2021:i:4:p:3-30.

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16. US business cycle dynamics at the zero lower bound. (2020). Strobel, Felix ; Boehl, Gregor ; Bohl, Gregor.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:143.

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17. US business cycle dynamics at the zero lower bound. (2020). Strobel, Felix ; Boehl, Gregor ; Bohl, Gregor.
    In: Discussion Papers.
    RePEc:zbw:bubdps:652020.

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18. Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2020). Crespo Cuaresma, Jesus ; Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Capek, Jan.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:7849.

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19. Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2020). Hauzenberger, Niko ; Crespo Cuaresma, Jesus ; Čapek, Jan ; Reichel, Vlastimil ; Capek, Jan.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp305.

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20. Heterogeneity in wage setting behavior in a New-Keynesian Model. (2020). Uras, Burak ; Eijffinger, Sylvester ; Olarte, Anderson Grajales.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:24069cb1-ed64-4367-9a37-bf047a4ff395.

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21. Unconventional monetary policy and real estate sector: a financial dynamic computable general equilibrium model for Italy. (2020). Socci, Claudio ; Pretaroli, Rosita ; Ahmed, Irfan ; al Mahdi, Hassan Kasady ; Severini, Francesca.
    In: Economic Systems Research.
    RePEc:taf:ecsysr:v:32:y:2020:i:2:p:221-238.

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22. What’s up with the Phillips Curve?. (2020). Tambalotti, Andrea ; Primiceri, Giorgio ; Lenza, Michele ; Del Negro, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202435.

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23. Whats up with the Phillips Curve?. (2020). Tambalotti, Andrea ; Primiceri, Giorgio ; Lenza, Michele ; Del Negro, Marco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14583.

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24. The financial accelerator and marketable debt: the prolongation channel. (2020). Kühl, Michael ; Michael, Kuhl.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:20:y:2020:i:1:p:23:n:8.

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25. US Business Cycle Dynamics at the Zero Lower Bound. (2020). Strobel, Felix ; Boehl, Gregor.
    In: CRC TR 224 Discussion Paper Series.
    RePEc:bon:boncrc:crctr224_2020_192.

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26. Weakness of investment in Portugal: what role do credit supply and fiscal consolidation shocks play?. (2019). Maurin, Laurent.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:18:y:2019:i:1:d:10.1007_s10258-018-00151-y.

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27. Online Estimation of DSGE Models. (2019). Schorfheide, Frank ; Sarfati, Reca ; Herbst, Edward ; Del Negro, Marco ; Cai, Michael ; Matlin, Ethan.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:19-014.

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28. Online Estimation of DSGE Models. (2019). Schorfheide, Frank ; Sarfati, Reca ; Herbst, Edward ; Del Negro, Marco ; Cai, Michael ; Matlin, Ethan.
    In: Staff Reports.
    RePEc:fip:fednsr:893.

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29. Forecasting with instabilities: An application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:61:y:2019:i:c:11.

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30. Euro area real-time density forecasting with financial or labor market frictions. (2019). Warne, Anders ; McAdam, Peter.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:2:p:580-600.

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31. Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods. (2019). Nakamura, Daisuke ; Iiboshi, Hirokuni ; Matsumae, Tatsuyoshi ; Hasumi, Ryo.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:60:y:2019:i:c:p:45-68.

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32. Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1234_19.

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33. Forecasting investment and consumption behavior of economic agents through dynamic computable general equilibrium model. (2018). Socci, Claudio ; Pretaroli, Rosita ; Yasser, Qaiser Rafique ; Ahmed, Irfan ; Severini, Francesca.
    In: Financial Innovation.
    RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0091-3.

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34. Some Thoughts on the External Finance Premium and the Cost of Internal Finance. (2018). Papafilis, Michalis-Panayiotis ; Brissimis, Sophocles ; Vlassopoulos, Thomas.
    In: MPRA Paper.
    RePEc:pra:mprapa:85261.

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35. Unemployment fluctuations in a small open-economy model with segmented labour markets: The case of Canada. (2018). Zhang, Yahong.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:6-20.

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36. Financial factors and labor market fluctuations. (2018). Zhang, Yahong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:74:y:2018:i:c:p:24-44.

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37. ECB-Global: Introducing the ECBs global macroeconomic model for spillover analysis. (2018). Van Robays, Ine ; van Roye, Björn ; Ricci, Martino ; Georgiadis, Georgios ; Dieppe, Alistair.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:78-98.

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38. Monetary policy and cross-border interbank market fragmentation: lessons from the crisis. (2018). Swarbrick, Jonathan ; Blattner, Tobias Sebastian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182139.

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39. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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40. Model uncertainty in macroeconomics: On the implications of financial frictions. (2017). Wieland, Volker ; Quintana, Jorge ; Lieberknecht, Philipp ; Binder, Michael.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:114.

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41. Safety, liquidity, and the natural rate of interest. (2017). Tambalotti, Andrea ; Giannone, Domenico ; Giannoni, Marc ; Del Negro, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:812.

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42. ECB-Global: introducing ECBs global macroeconomic model for spillover analysis. (2017). Van Robays, Ine ; van Roye, Björn ; Ricci, Martino ; Georgiadis, Georgios ; Dieppe, Alistair.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172045.

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43. Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Quintana, Jorge ; Lieberknecht, Philipp ; Binder, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12013.

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44. New methods for macro-financial model comparison and policy analysis. (2016). Wieland, Volker ; Afanasyeva, Elena ; Yoo, Jin Hyuk ; Kuete, Meguy .
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:107.

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45. Consumption, housing collateral and the Canadian business cycle. (2016). Nishiyama, Shin-Ichi ; Mendicino, Caterina ; Corrigan, Paul ; Christensen, Ian.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:49:y:2016:i:1:p:207-236.

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46. Firm Risk and Leverage-Based Business Cycles. (2016). Chugh, Sanjay .
    In: Review of Economic Dynamics.
    RePEc:red:issued:13-60.

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47. Challenges for Central Banks´ Macro Models. (2016). Wouters, Raf ; Smets, Frank ; Lindé, Jesper ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0323.

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48. Exploiting the monthly data flow in structural forecasting. (2016). Reichlin, Lucrezia ; Monti, Francesca ; Giannone, Domenico.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:84:y:2016:i:c:p:201-215.

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49. Challenges for Central Banks€™ Macro Models. (2016). Wouters, R ; Lind, J ; Smets, F.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-2185.

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50. New Methods for Macro-Financial Model Comparison and Policy Analysis. (2016). Wieland, V ; Kuete, M ; Yoo, J ; Afanasyeva, E.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-1241.

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51. Dynamic prediction pools: An investigation of financial frictions and forecasting performance. (2016). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:192:y:2016:i:2:p:391-405.

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52. The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy. (2016). Rychalovska, Yuliya.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:73:y:2016:i:c:p:259-282.

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53. Slow recoveries: Any role for corporate leverage?. (2016). Villa, Stefania ; Smets, Frank.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:70:y:2016:i:c:p:54-85.

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54. Taking financial frictions to the data. (2016). Walker, Todd ; Suh, Hyunduk.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:64:y:2016:i:c:p:39-65.

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55. Mending the broken link: heterogeneous bank lending and monetary policy pass-through. (2016). Ciccarelli, Matteo ; Canova, Fabio ; Altavilla, Carlo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161978.

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56. Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area. (2016). Krylova, Elizaveta.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161911.

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57. FINANCIAL FRICTIONS IN THE EURO AREA AND THE UNITED STATES: A BAYESIAN ASSESSMENT. (2016). Villa, Stefania.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:20:y:2016:i:05:p:1313-1340_00.

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58. Mending the broken link: heterogeneous bank lending and monetary policy pass-through. (2016). Ciccarelli, Matteo ; Canova, Fabio ; Altavilla, Carlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11584.

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59. New Methods for Macro-Financial Model Comparison and Policy Analysis. (2016). Wieland, Volker ; Afanasyeva, Elena ; Kuete, Meguy ; Yoo, Jin Hyuk.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11461.

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60. Challenges for Central Banks Macro Models. (2016). Wouters, Raf ; Smets, Frank ; Lindé, Jesper.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11405.

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61. Consumption, housing collateral and the Canadian business cycle. (2016). Nishiyama, Shin-Ichi ; Mendicino, Caterina ; Corrigan, Paul ; Christensen, Ian.
    In: Canadian Journal of Economics.
    RePEc:cje:issued:v:49:y:2016:i:1:p:207-236.

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62. Slow recoveries: any role for corporate leverage?. (2016). Villa, Stefania ; Smets, Frank.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:1602.

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63. Weltkonjunktur im Herbst 2015 - Schwäche in den Schwellenländern bremst Weltkonjunktur. (2015). Wolters, Maik ; Hauber, Philipp ; Gern, Klaus ; Potjagailo, Galina ; Kooths, Stefan ; Jannsen, Nils.
    In: Kieler Konjunkturberichte.
    RePEc:zbw:ifwkkb:9.

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64. Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Working Papers.
    RePEc:ucn:wpaper:201523.

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65. Financial Frictions and the Extensive Margin of Activity. (2015). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
    In: Economics Working Paper Archive (University of Rennes & University of Caen).
    RePEc:tut:cremwp:201510.

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66. Heterogeneity in Wage Setting Behavior in a New-Keynesian Model. (2015). Uras, Burak ; Grajales-Olarte, Anderson ; Eijffinger, Sylvester ; Eijffinger, S. C. W., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:ca4cf819-2c5f-4391-82df-690f8d078163.

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67. Monetary policy and PID control. (2015). Hamilton, Dan ; Hawkins, Raymond ; Speakes, Jeffrey .
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:10:y:2015:i:1:p:183-197.

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68. Brazil Through the Eyes of CHORINHO. (2015). Kanczuk, Fabio.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:35:y:2015:i:2:a:57574.

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69. Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Working Papers.
    RePEc:mib:wpaper:292.

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70. Financial Frictions and the Extensive Margin of Activity. (2015). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01205497.

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71. Exploiting the monthly data flow in structural forecasting. (2015). Reichlin, Lucrezia ; Monti, Francesca ; Giannone, Domenico.
    In: Staff Reports.
    RePEc:fip:fednsr:751.

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72. Financial frictions and the extensive margin of activity. (2015). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
    In: Research in Economics.
    RePEc:eee:reecon:v:69:y:2015:i:4:p:525-554.

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73. The role of financial frictions during the crisis: An estimated DSGE model. (2015). Merola, Rossana.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:48:y:2015:i:c:p:70-82.

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74. Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model. (2015). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:378-403.

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75. Sources of Business Fluctuations: Financial or Technology Shocks?. (2014). Kurozumi, Takushi ; Kaihatsu, Sohei.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-267.

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76. Identification of financial factors in economic fluctuations. (2014). Sarferaz, Samad ; Ravazzolo, Francesco ; Furlanetto, Francesco.
    In: KOF Working papers.
    RePEc:kof:wpskof:14-364.

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77. Financial Frictions in Data: Evidence and Impact. (2014). Sanjani, Marzie Taheri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/238.

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78. Intégration bancaire et conjoncture macroéconomique dans une union monétaire hétérogène. (2014). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
    In: Post-Print.
    RePEc:hal:journl:hal-01345378.

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79. Japan’s financial crises and lost decades. (2014). Ueda, Kozo ; Takei, Ikuo ; Sudo, Nao ; Hirakata, Naohisa.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:220.

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80. What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model. (2014). Kurozumi, Takushi ; Kaihatsu, Sohei.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:34:y:2014:i:c:p:217-235.

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81. Model of the United States economy with learning MUSEL. (2014). Willman, Alpo ; Gonzalez Pandiella, Alberto ; Dieppe, Alistair ; Baumann, Ursel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141745.

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82. Identification of financial factors in economic fluctuations. (2014). Sarferaz, Samad ; Ravazzolo, Francesco ; Furlanetto, Francesco.
    In: Working Paper.
    RePEc:bno:worpap:2014_09.

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83. Financial frictions in the Euro Area and the United States: a Bayesian assessment. (2014). Villa, Stefania.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:1407.

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84. ON THE SOURCES OF AGGREGATE FLUCTUATIONS IN EMERGING ECONOMIES. (2013). FERNÁNDEZ MARTIN, ANDRÉS ; Chang, Roberto.
    In: International Economic Review.
    RePEc:wly:iecrev:v:54:y:2013:i:4:p:1265-1293.

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85. Risk premium, macroeconomics shocks, and information technology: An empirical analysis. (2013). Oikarinen, Elias ; Mannonen, Pekka .
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp84.

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86. The role of financial frictions during the crisis: An estimated DSGE model. (2013). Merola, Rossana.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201312-249.

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87. The role of financial frictions in the 2007-2008 crisis: an estimated DSGE model. (2013). Merola, Rossana.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp082013.

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88. Inflation in the Great Recession and New Keynesian models. (2013). Schorfheide, Frank ; Giannoni, Marc ; Del Negro, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:618.

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89. Financial constraints, endogenous markups, and self-fulfilling equilibria. (2013). Wang, Pengfei ; Benhabib, Jess.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:7:p:789-805.

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90. The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation. (2013). Wieland, Volker ; Schmidt, Sebastian.
    In: Handbook of Computable General Equilibrium Modeling.
    RePEc:eee:hacchp:v:1:y:2013:i:c:p:1439-1512.

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91. New return anomalies and new-Keynesian ICAPM. (2013). Cho, Sungjun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:87-106.

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92. Costly external finance and labor market dynamics. (2013). Chugh, Sanjay K..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:12:p:2882-2912.

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93. Financial frictions in the euro area: a Bayesian assessment. (2013). Villa, Stefania.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131521.

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94. Valuation of Collateral and Transaction Services. (2013). Bazarbash, Majid.
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95. Macro-Prudential Policy and the Conduct of Monetary Policy. (2013). Mojon, Benoit ; CLERC, Laurent ; Cahn, Christophe ; Beau, Denis.
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96. INTEGRATION BANCAIRE ET CONJONCTURE MACROECONOMIQUE DANS UNE UNION MONETAIRE HETEROGENE: THE MACROECONOMIC CONSEQUENCES OF BANKING INTEGRATION IN AN HETEROGENOUS MONETARY UNION. (2013). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
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97. Firm Risk and Leverage Based Business Cycles. (2013). .
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98. Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada. (2013). Zhang, Yahong.
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99. Lintermédiation financière dans lanalyse macroéconomique : le défi de la crise. (2012). Sopraseuth, Thepthida ; Iliopulos, Eleni.
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100. A new comparative approach to macroeconomic modeling and policy analysis. (2012). Wolters, Maik ; Wieland, Volker ; Schmidt, Sebastian ; Müller, Gernot ; Cwik, Tobias ; Muller, Gernot J..
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101. House price, mortgage premium, and business fluctuations. (2012). Chen, Nan-Kuang ; Cheng, Han-Liang ; Mao, Ching-Sheng .
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102. Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults. (2012). Meeks, Roland.
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103. Monetary policy and fiscal stimulus with the zero lower bound and financial frictions. (2012). Merola, Rossana.
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104. Macro-Prudential Policy and the Conduct of Monetary Policy.. (2012). Mojon, Benoit ; CLERC, Laurent ; Beau, D..
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105. How Important are Financial Shocks for the Canadian Business Cycle?. (2011). Nishiyama, Shin-Ichi.
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106. Lintermédiation financière dans lanalyse macroéconomique : le défi de la crise. (2011). Sopraseuth, Thepthida ; Iliopulos, Eleni.
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107. House Price, Mortgage Premium, and Business Fluctuations. (2011). Chen, Nan-Kuang ; Cheng, Han-Liang ; Mao, Ching-Sheng .
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108. Lintermédiation financière dans lanalyse macroéconomique : Le défi de la crise. (2011). Sopraseuth, Thepthida ; Iliopulos, Eleni.
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109. The financial accelerator and monetary policy rules. (2011). Thoenissen, Christoph ; Kamber, Gunes.
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110. Cyclical Changes in Firm Volatility. (2011). Levin, Andrew ; De Veirman, Emmanuel.
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111. Do banking shocks matter for the U.S. economy?. (2011). Ueda, Kozo ; Sudo, Nao ; Hirakata, Naohisa.
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112. Introducing financial frictions and unemployment into a small open economy model. (2011). Walentin, Karl ; Trabandt, Mathias ; Christiano, Lawrence.
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113. Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession. (2011). Buchmann, Marco .
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114. The Credit Spread Cycle with Matching Friction. (2010). Beaubrun-Diant, Kevin ; Tripier, Fabien.
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115. Sources of Business Fluctuations: Financial or Technology Shocks?. (2010). Kurozumi, Takushi ; Kaihatsu, Sohei.
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116. The Credit Spread Cycle with Matching Friction. (2009). Tripier, Fabien ; Beaubrun-Diant, Kevin.
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117. Credit market shocks: evidence from corporate spreads and defaults. (2009). Meeks, Roland.
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118. Financial shocks and the US business cycle. (2009). Thoenissen, Christoph ; Nolan, Charles.
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119. Financial shocks and the US business cycle. (2008). .
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120. Financial shocks and the US business cycle. (2008). Thoenissen, Christoph ; Nolan, Charles.
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2. Efficient Bayesian estimation and combination of GARCH-type models. (2010). Ardia, David ; Hoogerheide, Lennart F..
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3. Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models. (2009). Luoto, Jani ; Lanne, Markku ; Luoma, Arto.
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4. Efficient Estimation of Firm-Specific Betas and its Benefits for Asset Pricing Tests and Portfolio Choice. (2009). Frehen, Rik ; Schotman, P. C. ; Cosemans, M. ; Frehen, R. G. P., ; Bauer, R. M. M. J., .
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5. A Bayesian analysis of government expenditure in Nigeria. (2009). Olayeni, Olaolu.
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6. A Bayesian Approach to Optimum Currency Areas in East Asia. (2009). Lee, Grace ; Azali, M. ; Grace H. Y. Lee, .
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7. On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models. (2009). Rombouts, Jeroen ; Laurent, Sébastien ; Violente, Francesco .
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8. When, how fast and by how much do trade costs change in the euro area?. (2008). Weber, Henning ; Herwartz, Helmut.
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9. Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods. (2008). Casarin, Roberto ; Billio, Monica.
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10. The Macroeconomic Effects of Fiscal Policy. (2008). Sousa, Ricardo ; Afonso, Antonio.
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11. Discrete-Time Stochastic Volatility Models and MCMC-Based Statistical Inference. (2008). Hautsch, Nikolaus ; Ou, Yangguoyi.
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12. The external finance premium and the macroeconomy: US post-WWII evidence. (2008). De Graeve, Ferre.
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13. Bayesian analysis of a vector autoregressive model with multiple structural breaks. (2008). Sugita, Katsuhiro.
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14. Bayesian Model Averaging and Identification of Structural Breaks in Time Series. (2007). Sharma, Abhijit ; Fraser, Iain ; Balcombe, Kelvin.
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15. Shocks and frictions in US business cycles: a Bayesian DSGE approach. (2007). Wouters, Raf ; Smets, Frank.
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16. Testing fiscal sustainability in Poland : a Bayesian analysis of cointegration. (2007). Silvestrini, Andrea ; Andrea, SILVESTRINI.
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17. Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. (2007). Wouters, Raf ; Smets, Frank.
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18. DSGE Models in a Data-Rich Environment.. (2007). Giannoni, Marc ; Boivin, Jean.
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19. Bayesian inference of a smooth transition dynamic almost ideal model of food demand in the US. (2006). Bailey, Alastair ; Balcombe, Kelvin.
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20. Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison. (2006). Jarociński, Marek ; Jarocinski, Marek.
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21. Money Illusion and Housing Frenzies. (2006). Julliard, Christian ; Brunnermeier, Markus.
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22. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
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23. Bayesian inference for the mixed conditional heteroskedasticity model. (2006). Rombouts, Jeroen ; Bauwens, Luc.
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24. A bivariate model of Fed and ECB main policy rates. (2006). Scotti, Chiara.
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25. Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3. (2006). Warne, Anders.
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26. Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market. (2006). Lubrano, Michel ; Bauwens, Luc ; Michel, Lubrano ; Luc, Bauwens.
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27. Multivariate mixed normal conditional heteroskedasticity. (2006). Rombouts, Jeroen ; Hafner, Christian ; Bauwens, Luc ; Luc, Bauwens.
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28. Bayesian inference in dynamic disequilibrium models: an application to the Polish credit market. (2006). Lubrano, Michel ; Bauwens, Luc.
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29. Multivariate mixed normal conditional heteroskedasticity. (2006). Rombouts, Jeroen ; Hafner, Christian ; Bauwens, Luc.
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30. Dynamic Analysis and Forecasts of Rough Rice Price under Government Price Support Program: An Application of Bayesian VAR. (2006). No, Sung Chul ; Salassi, Michael E..
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31. Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models. (2005). Verbeek, Marno ; Rombouts, Jeroen.
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32. Forecast Combination and Model Averaging using Predictive Measures. (2005). Karlsson, Sune ; Eklund, Jana.
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33. Bayesian inference for the mixed conditional heteroskedasticity model. (2005). Rombouts, Jeroen ; Bauwens, Luc ; Luc, Bauwens.
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34. Forecast Combination and Model Averaging Using Predictive Measures. (2005). Karlsson, Sune ; Eklund, Jana.
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35. Bayesian inference for the mixed conditional heteroskedasticity model. (2005). Rombouts, Jeroen ; Bauwens, Luc.
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36. On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks. (2005). van Dijk, Herman ; Hoogerheide, Lennart F. ; KAASHOEK, Johan F..
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37. Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling. (2004). Hoogerheide, Lennart F. ; KAASHOEK, Johan F..
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38. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
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39. Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models. (2004). Verbeek, Marno ; Rombouts, Jeroen.
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40. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
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41. BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS. (2004). Rombouts, Jeroen ; Bauwens, Luc.
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42. Testing and Estimating Persistence in Canadian Unemployment.. (2003). Mikhail, O. ; HANDA, JAGDISH ; Eberwein, Curtis J..
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43. Bayesian Evidence on the Structure of Unemployment. (2003). Summers, Peter.
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44. Bayesian clustering of many GARCH models. (2003). Rombouts, Jeroen ; Bauwens, Luc.
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45. TESTING FOR COINTEGRATION RANK USING BAYES FACTORS. (2002). Sugita, Katsuhiro.
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46. Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration. (2002). Kunst, Robert.
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47. The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock Options. (2002). Darsinos, Theofanis ; Satchell, Stephen E..
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48. Smooth Transition Garch Models : a Baysian Perspective. (2001). Lubrano, Michel.
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49. Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information. (2001). Darsinos, Theofanis ; Satchell, Stephen.
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50. Smooth transition GARCH models: a Bayesian perspective. (1998). Lubrano, Michel.
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