1.
Instrumented Principal Component Analysis
Number of pages: 71
Posted: 09 Jun 2017
Last Revised: 28 Dec 2020
Working Paper Series
Yale SOM, Arizona State University (ASU) - Finance Department and Johns Hopkins University - Carey Business School
Downloads
4,584
2.
COVID-19 Effects on the S&P 500 Index
Applied Economics Letters, Forthcoming
Number of pages: 16
Posted: 17 Mar 2020
Last Revised: 28 Aug 2021
Working Paper Series
Florida International University (FIU) - Department of Economics
Downloads
2,025
3.
Learning from History: Volatility and Financial Crises
FEDS Working Paper No. 2016-93, FEDS Working Paper No. 2016-093
Number of pages: 47
Posted: 21 Nov 2016
Last Revised: 03 Mar 2018
Working Paper Series
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads
1,695
4.
Financial Inclusion - A Path towards India's Future Economic Growth
Number of pages: 30
Posted: 05 Mar 2009
Last Revised: 05 Aug 2009
Working Paper Series
King Saud University and King Saud University
Downloads
1,613
5.
The Returns to Carry and Momentum Strategies
Number of pages: 57
Posted: 03 Mar 2013
Last Revised: 10 Apr 2013
Working Paper Series
Imperial College London and Imperial College London
Downloads
1,112
6.
Waves of International Mergers and Acquisitions
AFA 2012 Chicago Meetings Paper
Number of pages: 57
Posted: 18 Mar 2011
Last Revised: 05 Oct 2017
Working Paper Series
Securities and Exchange Commission (SEC)
Downloads
1,026
7.
Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models
Number of pages: 37
Posted: 04 Nov 2013
Last Revised: 25 May 2017
Working Paper Series
Karlsruhe Institute of Technology and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
814
8.
Frontiers of Macrofinancial Linkages
BIS Paper No. 95
Number of pages: 199
Posted: 25 Jan 2018
Working Paper Series
Bank for International Settlements (BIS) and World Bank
Downloads
796
9.
Understanding Financial Crises: Causes, Consequences, and Policy Responses
CAMA Working Paper 05/2013
Number of pages: 23
Posted: 19 Jul 2013
Working Paper Series
Bank for International Settlements (BIS), World Bank, European Central Bank (ECB) and International Monetary Fund (IMF)
There are 2 versions of this paper
Understanding Financial Crises: Causes, Consequences, and Policy Responses
CAMA Working Paper 05/2013
Number of pages: 23
Posted: 19 Jul 2013
Downloads
771
Understanding Financial Crises: Causes, Consequences, and Policy Responses
CEPR Discussion Paper No. DP9310
Number of pages: 24
Posted: 01 Feb 2013
Downloads
20
Downloads
771
10.
Dynamic Factor Models: A Review of the Literature
Number of pages: 54
Posted: 11 Jul 2013
Working Paper Series
International Monetary Fund (IMF), University of Nantes - Faculty of Business and Economics and SKEMA Business School
Downloads
657
11.
Limited Risk Sharing and International Equity Returns
Fisher College of Business Working Paper No. 2016-03-025, Charles A. Dice Center Working Paper No. 2016-25, Journal of Finance, Forthcoming
Number of pages: 59
Posted: 01 Jan 2014
Last Revised: 08 Mar 2020
Accepted Paper Series
The Ohio State University
Downloads
603
12.
Global Supply Chain Disruptions and Inflation During the Covid-19 Pandemic
Number of pages: 14
Posted: 08 Feb 2022
Last Revised: 27 Feb 2022
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of St. Louis and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads
598
13.
Origins of International Factor Structures
NYU Stern School of Business
Number of pages: 61
Posted: 26 Jun 2019
Last Revised: 21 Sep 2021
Working Paper Series
Kellogg School of Management - Department of Finance and New York University (NYU) - Department of Finance
Downloads
534
14.
Aggregate Bank Capital and Credit Dynamics
Swiss Finance Institute Research Paper No. 16-42
Number of pages: 53
Posted: 30 Jun 2016
Working Paper Series
University of Zurich, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Swiss Finance Institute and Johns Hopkins University - Carey Business School
Downloads
448
15.
U.S. Monetary Policy and Emerging Markets Credit Cycles
Number of pages: 45
Posted: 05 Jun 2017
Last Revised: 15 May 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Boston and Harvard University
Downloads
448
16.
The Role of Jumps and Leverage in Forecasting Volatility in International Equity Markets
Number of pages: 33
Posted: 09 Sep 2016
Last Revised: 13 Sep 2016
Working Paper Series
Stockholm Business School and University of St. Gallen
Downloads
410
17.
Currency Crises from Andrew Jackson to Angela Merkel
MIT Department of Economics Working Paper No. 13-07
Number of pages: 36
Posted: 14 Feb 2013
Last Revised: 26 Feb 2013
Working Paper Series
Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads
356
18.
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
30th Australasian Finance and Banking Conference 2017
Number of pages: 45
Posted: 13 Apr 2016
Last Revised: 17 Nov 2017
Working Paper Series
Stockholm Business School
There are 2 versions of this paper
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
30th Australasian Finance and Banking Conference 2017
Number of pages: 45
Posted: 13 Apr 2016
Last Revised: 17 Nov 2017
Downloads
336
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
Sveriges Riksbank Working Paper Series No.344, Riksbank Research Paper Series No. 168
Number of pages: 21
Posted: 31 Jan 2018
Last Revised: 30 Aug 2018
Downloads
234
Downloads
336
19.
GDP Fluctuations and Long-Run Economic Growth: A Study of Selected South Asian Countries
Pakistan Journal of Applied Economics, 27(1): 41-66, Summer, 2017
Number of pages: 26
Posted: 18 Aug 2013
Last Revised: 09 Jun 2017
Accepted Paper Series
The Urban Sector Planning and Management Services Unit and GC University - Department of Economics
Downloads
307
20.
Measuring the Dynamics of Global Business Cycle Connectedness
PIER Working Paper No. 13-070
Number of pages: 30
Posted: 19 Dec 2013
Last Revised: 23 Dec 2013
Working Paper Series
University of Pennsylvania - Department of Economics and Koc University
Downloads
280
21.
Oil Prices and the Global Economy: Is it Different this Time Around?
USC-INET Research Paper No. 16-21
Number of pages: 28
Posted: 11 Jul 2016
Working Paper Series
University of Cambridge - Judge Business School and University of Southern California - Department of Economics
There are 5 versions of this paper
Oil Prices and the Global Economy: Is it Different this Time Around?
USC-INET Research Paper No. 16-21
Number of pages: 28
Posted: 11 Jul 2016
Downloads
279
Oil Prices and the Global Economy: Is it Different this Time Around?
CAMA Working Paper No. 56/2016
Number of pages: 29
Posted: 08 Sep 2016
Downloads
140
Oil Prices and the Global Economy: Is it Different this Time Around?
CESifo Working Paper Series No. 5992
Number of pages: 28
Posted: 12 Aug 2016
Downloads
64
Oil Prices and the Global Economy: Is it Different this Time Around?
IMF Working Paper No. 16/210
Number of pages: 29
Posted: 05 Sep 2017
Downloads
25
Oil Prices and the Global Economy: Is it Different this Time Around?
Globalization and Monetary Policy Institute Working Paper No. 277
Number of pages: 27
Posted: 27 Jul 2016
Downloads
22
Downloads
279
22.
Financial Integration and the Co-Movement of Economic Activity: Evidence from U.S. States
Number of pages: 78
Posted: 04 Dec 2013
Last Revised: 06 Jun 2019
Working Paper Series
Deutsche Bundesbank - Research Centre and Board of Governors of the Federal Reserve System
There are 2 versions of this paper
Financial Integration and the Co-Movement of Economic Activity: Evidence from U.S. States
Number of pages: 78
Posted: 04 Dec 2013
Last Revised: 06 Jun 2019
Downloads
278
Financial Integration and the Co-Movement of Economic Activity: Evidence from U.S. States
International Finance Discussion Paper No. 1305
Number of pages: 57
Posted: 04 Dec 2020
Last Revised: 04 Feb 2022
Downloads
17
Downloads
278
23.
Global Recessions
CAMA Working Paper No. 10/2020
Number of pages: 74
Posted: 12 Feb 2020
Working Paper Series
World Bank, World Bank and Department of Economics and Finance, Universidad del Pacifico
There are 2 versions of this paper
Downloads
270
Downloads
1
Downloads
270
24.
Financial Crises: Explanations, Types and Implications
CAMA Working Paper 06/2013
Number of pages: 66
Posted: 19 Jul 2013
Working Paper Series
Bank for International Settlements (BIS) and World Bank
There are 3 versions of this paper
Financial Crises: Explanations, Types and Implications
CAMA Working Paper 06/2013
Number of pages: 66
Posted: 19 Jul 2013
Downloads
269
Financial Crises Explanations, Types, and Implications
IMF Working Paper No. 13/28
Number of pages: 67
Posted: 22 Feb 2013
Downloads
259
Financial Crises: Explanations, Types, and Implications
CEPR Discussion Paper No. DP9329
Number of pages: 67
Posted: 05 Feb 2013
Downloads
8
Downloads
269
25.
Creditor Protection Laws, Debt Financing, and Corporate Investment over the Business Cycle
Number of pages: 45
Posted: 30 Aug 2012
Last Revised: 18 Aug 2016
Working Paper Series
City University of Hong Kong (CityU) - Department of Economics & Finance, University of Alberta - Department of Finance and Statistical Analysis and University of Texas at San Antonio
Downloads
268
26.
The Impact of Risk Cycles on Business Cycles: A Historical View
Number of pages: 47
Posted: 16 Oct 2020
Last Revised: 29 Dec 2021
Working Paper Series
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads
262
27.
Financial Crises Explanations, Types, and Implications
IMF Working Paper No. 13/28
Number of pages: 67
Posted: 22 Feb 2013
Working Paper Series
Bank for International Settlements (BIS) and World Bank
There are 3 versions of this paper
Financial Crises: Explanations, Types and Implications
CAMA Working Paper 06/2013
Number of pages: 66
Posted: 19 Jul 2013
Downloads
269
Financial Crises Explanations, Types, and Implications
IMF Working Paper No. 13/28
Number of pages: 67
Posted: 22 Feb 2013
Downloads
259
Financial Crises: Explanations, Types, and Implications
CEPR Discussion Paper No. DP9329
Number of pages: 67
Posted: 05 Feb 2013
Downloads
8
Downloads
259
28.
Uncertainty and Economic Activity: A Global Perspective
CAFE Research Paper No. 14.03
Number of pages: 66
Posted: 24 Mar 2014
Accepted Paper Series
Bank of England, University of Southern California - Department of Economics and Johns Hopkins University - Carey Business School
There are 7 versions of this paper
Uncertainty and Economic Activity: A Global Perspective
CAFE Research Paper No. 14.03
Number of pages: 66
Posted: 24 Mar 2014
Downloads
256
Uncertainty and Economic Activity
CESifo Working Paper Series No. 4736
Number of pages: 66
Posted: 07 May 2014
Downloads
102
Uncertainty and Economic Activity: A Multi-Country Perspective
USC-INET Research Paper No. 18-05, Johns Hopkins Carey Business School Research Paper No. 18-04
Number of pages: 87
Posted: 09 Feb 2018
Downloads
48
Uncertainty and Economic Activity: A Multi-Country Perspective
CESifo Working Paper Series No. 6910
Number of pages: 89
Posted: 07 May 2018
Downloads
47
Uncertainty and Economic Activity: A Multi-Country Perspective
Bank of England Working Paper No. 730
Number of pages: 85
Posted: 05 Jun 2018
Downloads
18
Uncertainty and Economic Activity: A Multi-Country Perspective
NBER Working Paper No. w24325
Number of pages: 87
Posted: 21 Feb 2018
Last Revised: 10 Jun 2022
Downloads
3
Uncertainty and Economic Activity: A Multi-Country Perspective
CEPR Discussion Paper No. DP12713
Number of pages: 89
Posted: 20 Feb 2018
Downloads
256
29.
Dominant Currency Debt
Swiss Finance Institute Research Paper No. 18-55
Number of pages: 95
Posted: 22 Aug 2018
Last Revised: 11 Jan 2021
Working Paper Series
Bank for International Settlements (BIS) - Monetary and Economic Department and Ecole Polytechnique Federale de Lausanne
There are 3 versions of this paper
Dominant Currency Debt
Swiss Finance Institute Research Paper No. 18-55
Number of pages: 95
Posted: 22 Aug 2018
Last Revised: 11 Jan 2021
Downloads
255
Downloads
103
Downloads
255
30.
Expectations and the Housing Boom and Bust. An Open Economy View
Journal of Housing Economics, 49 (2020): 101690.
Number of pages: 59
Posted: 26 Feb 2010
Last Revised: 13 Dec 2021
Accepted Paper Series
IE Business School
Downloads
252
31.
Capital Flows During Quantitative Easing and Aftermath: Experiences of Asian Countries
Asian Development Bank Economics Working Paper Series No. 409
Number of pages: 30
Posted: 17 Oct 2014
Working Paper Series
Asian Development Bank - Economic Research, Asian Development Bank - Economic Research and Korea University
Downloads
241
32.
Who is Driving the Baseline Variables of Global Macro? - Gold and US Dollar Index Implicit Calibration on Global Macro Cycles
Number of pages: 16
Posted: 09 Mar 2012
Working Paper Series
Hongyuan Securities
Downloads
235
33.
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
Sveriges Riksbank Working Paper Series No.344, Riksbank Research Paper Series No. 168
Number of pages: 21
Posted: 31 Jan 2018
Last Revised: 30 Aug 2018
Working Paper Series
Stockholm Business School
There are 2 versions of this paper
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
30th Australasian Finance and Banking Conference 2017
Number of pages: 45
Posted: 13 Apr 2016
Last Revised: 17 Nov 2017
Downloads
336
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
Sveriges Riksbank Working Paper Series No.344, Riksbank Research Paper Series No. 168
Number of pages: 21
Posted: 31 Jan 2018
Last Revised: 30 Aug 2018
Downloads
234
Downloads
234
34.
Current Account Imbalances in the Euro Area: Competitiveness or Financial Cycle?
De Nederlandsche Bank Working Paper No. 443
Number of pages: 51
Posted: 23 Oct 2014
Working Paper Series
Bank of Lithuania - Economics Department and De Nederlandsche Bank
Downloads
223
35.
Macroeconomic Implications of Financial Imperfections: A Survey
BIS Working Paper No. 677
Number of pages: 124
Posted: 11 Dec 2017
Working Paper Series
Bank for International Settlements (BIS) and World Bank
There are 4 versions of this paper
Macroeconomic Implications of Financial Imperfections: A Survey
BIS Working Paper No. 677
Number of pages: 124
Posted: 11 Dec 2017
Downloads
223
Macroeconomic Implications of Financial Imperfections: A Survey
World Bank Policy Research Working Paper No. 8260
Number of pages: 116
Posted: 01 Dec 2017
Downloads
54
Macroeconomic Implications of Financial Imperfections: A Survey
CAMA Working Paper No. 75/2017
Number of pages: 116
Posted: 01 Dec 2017
Downloads
23
Macroeconomic Implications of Financial Imperfections: A Survey
CEPR Discussion Paper No. DP12461
Number of pages: 117
Posted: 01 Dec 2017
Downloads
223
36.
Measuring Business Cycles: A Review
Contemporary Economics, Vol. 10, No. 1, pp. 83-94, 2016
Number of pages: 12
Posted: 14 Apr 2016
Accepted Paper Series
Juraj Dobrila University of Pula (UNIPU) - Faculty of Economics and Tourism and Juraj Dobrila University of Pula (UNIPU)
Downloads
221
37.
Asset Prices and Macroeconomic Outcomes: A Survey
BIS Working Paper No. 676
Number of pages: 106
Posted: 11 Dec 2017
Working Paper Series
Bank for International Settlements (BIS) and World Bank
There are 4 versions of this paper
Asset Prices and Macroeconomic Outcomes: A Survey
BIS Working Paper No. 676
Number of pages: 106
Posted: 11 Dec 2017
Downloads
215
Asset Prices and Macroeconomic Outcomes: A Survey
World Bank Policy Research Working Paper No. 8259
Number of pages: 98
Posted: 01 Dec 2017
Downloads
73
Asset Prices and Macroeconomic Outcomes: A Survey
CAMA Working Paper No. 76/2017
Number of pages: 98
Posted: 01 Dec 2017
Downloads
54
Asset Prices and Macroeconomic Outcomes: A Survey
CEPR Discussion Paper No. DP12460
Number of pages: 99
Posted: 01 Dec 2017
Downloads
215
38.
Monetary Policy Reform in a World of Central Banks
Global Financial Markets Working Paper No. 26
Number of pages: 29
Posted: 03 Feb 2012
Last Revised: 20 Aug 2012
Working Paper Series
University of Leipzig - Institute for Economic Policy
Downloads
213
39.
Which Market Integration Measure?
SAFE Working Paper No. 159, Forthcoming, Journal of Banking and Finance
Number of pages: 62
Posted: 13 Dec 2016
Working Paper Series
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, University of Brescia, Ca Foscari University of Venice - Dipartimento di Economia and Leibniz Institute for Financial Research SAFE
Downloads
209
40.
Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models
Sveriges Riksbank Working Paper Series No. 344, Riksbank Research Paper Series No. 168
Number of pages: 46
Posted: 14 Aug 2018
Working Paper Series
Stockholm Business School
Downloads
208
41.
China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?
Globalization and Monetary Policy Institute Working Paper No. 270
Number of pages: 19
Posted: 18 Mar 2016
Working Paper Series
International Monetary Fund (IMF), University of Cambridge - Judge Business School and International Monetary Fund (IMF) - Fiscal Affairs Department
There are 2 versions of this paper
China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?
Globalization and Monetary Policy Institute Working Paper No. 270
Number of pages: 19
Posted: 18 Mar 2016
Downloads
207
China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?
CAMA Working Paper No. 57/2016
Number of pages: 21
Posted: 08 Sep 2016
Downloads
42
Downloads
207
42.
Sparse Grids for Dynamic Economic Models
Number of pages: 29
Posted: 14 Dec 2021
Last Revised: 02 May 2022
Working Paper Series
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology - Department of Economics and Management, Columbia Business School and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads
203
43.
Fiscal Multipliers in Advanced and Developing Countries: Evidence from Military Spending
FRB of Boston Working Paper No. 19-3
Number of pages: 41
Posted: 11 Apr 2019
Last Revised: 19 Apr 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston, Research Assistant
Downloads
201
44.
Measuring Financial Integration: Lessons from the Correlation
University Ca' Foscari of Venice, Dept. of Economics Working Paper Series No. 23/WP/2015
Number of pages: 41
Posted: 13 Jul 2015
Working Paper Series
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia, University of Brescia and Leibniz Institute for Financial Research SAFE
Downloads
201
45.
Monetary Nationalism and International Economic Instability
Quarterly Journal of Austrian Economics, Forthcoming
Number of pages: 32
Posted: 01 May 2011
Last Revised: 18 May 2013
Accepted Paper Series
Leipzig University and University of Leipzig - Institute for Economic Policy
Downloads
197
46.
Financial Liquidity, Geopolitics, and Oil Prices
Number of pages: 55
Posted: 05 Jan 2018
Working Paper Series
Swansea University and Rice University - Department of Economics
Downloads
196
47.
Understanding Emerging Market Equity Risk Premia: Industries, Governance and Macroeconomic Policy Uncertainty
Number of pages: 46
Posted: 06 Sep 2013
Working Paper Series
University of Brescia and University of North Carolina (UNC) at Chapel Hill
Downloads
194
48.
Open Economy, Redistribution, and the Aggregate Impact of External Shocks
Number of pages: 67
Posted: 11 Aug 2021
Last Revised: 07 Feb 2022
Working Paper Series
Princeton University - Department of Economics
Downloads
188
49.
Real Exchange Rate Dynamics Beyond Business Cycles
Number of pages: 61
Posted: 15 Apr 2020
Working Paper Series
Georgetown University - Department of Economics, Georgetown University - Department of Economics and Tsinghua University - School of Economics & Management
Downloads
188
50.
The Rise of China and Its Implications for Emerging Markets - Evidence from a GVAR Model
Pacific Economic Review, 19: 1 (2014), pp. 61–89 as The rise of China and its implications for the global economy: Evidence from a global vector autoregressive model, BOFIT Discussion Paper No. 20/2012
Number of pages: 39
Posted: 24 Sep 2012
Last Revised: 12 May 2015
Working Paper Series
Oesterreichische Nationalbank (OeNB) and Bank of Finland - Institute for Economies in Transition (BOFIT)
Downloads
187
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