Rodrigo Guimaraes

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

650

SSRN CITATIONS
Rank 36,241

SSRN RANKINGS

Top 36,241

in Total Papers Citations

19

CROSSREF CITATIONS

7

Scholarly Papers (3)

1.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE)Bank of England, European Central Bank (ECB), Bank for International Settlements, Bank of England, Charles University in Prague, University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Charles University in PragueEuropean Stability Mechanism
Downloads 465 (111,509)
Citation 28

Abstract:

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Early warning systems, financial crisis, Bayesian model averaging

2.

Fool's Errand? Robust Identification of Risk Premia and Expectations in Asset Prices

previous version appeared as Bank of England Working Paper No. 489
Number of pages: 58 Posted: 05 Apr 2014 Last Revised: 20 May 2016
Rodrigo Guimaraes
Bank of England
Downloads 172 (308,680)
Citation 7

Abstract:

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Interest rates, expectations, risk premium, dynamic term structure, robust, estimation

3.

The Liquidity State-Dependence of Monetary Policy Transmission

Bank of England Working Paper No. 1045
Number of pages: 124 Posted: 22 Jan 2024
Rodrigo Guimaraes, Gabor Pinter and Jean-Charles Wijnandts
Bank of England, Bank of England and Bank of England
Downloads 13 (985,971)

Abstract:

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Monetary Policy Shocks, Market Liquidity, Real Term Premium, Intermediary Asset Pricing