Fernández-Val, Iván; Meier, Jonas; van Vuuren, Aico; Vella, Francis Working Paper Distribution Regression Difference-in-Differences IZA Discussion Papers, No. 17264
T R Informa Sta˜ Philippine Institute for Development Studies 18th Floor, Three Cyberpod Centris North Tower, EDSA corner Quezon Avenue, 1100 Quezon City, Philippines Tel Numbers: (63-2) 3721291 and 3721292; E-mail: [email protected]
CESifo . Working Paper No. 8054 . Real-Time Forecasting Using Mixed-Frequency VARs with Time-Varying Parameters. Abstract This paper provides a detailed assessment of the real-time forecast accuracy of a wide range of
3 ECB Working Paper Series No 953 October 2008 Abstract 4 Non-technical summary 5 1 Introduction 6 2 The model 8 2.1 A dynamic factor model 8 2.2 Interpolation and state space form 9 2.3 Estimation, interpolation and forecasting 11 3 Forecast evaluation 13 3.1 Data, publication lags and forecast design 13 3.2 Forecast evaluation 14 4 Estimates of the monthly national …
Durrani, Agha; Metzler, Julian; Michail, Nektarios; Werner, Johannes-Gabriel Working Paper Bank lending rates and the remuneration for risk: Evidence from portfolio and loan level data
Traditional trust-related de-dollarization motives have gained additional impetus from the declining share of the United States in global output, recent upheaval in dollar bond markets, geopolitical tensions, and a
Working Papers on Global Financial Markets No. 17 operationalized. Section four outlines some shortcomings of Basel III and proposes a way forward with systemic risk regulation.
1 Introduction Stablecoins are crypto assets that seek to maintain a stable price (usually $1) through various mechanisms ...
Contents Preface v Summary vii SummaryinDanish xi Chapter1:ModelingPersistentInterestRateswithVolatility-InducedSta-tionarity 1 1.1 Introduction ...
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