|
1.
|
La présente étude contient une analyse détaillée de la structure et des propriétés sectorielles de SAM (Small Annual Model), modèle économétrique construit au département[...]
1989 | Texte | Rapport technique - Technical Report |
|
|
2.
|
We examine nine changes in the New York State Security Transaction Taxes (STT) between 1932 and 1981. We find that imposing or increasing an STT results in wider bidask s[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|
|
3.
|
This paper uses discrete-choice models to quantify the role of consumer socioeconomic characteristics, payment instrument attributes, and transaction features on the prob[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|
|
4.
|
We develop a discrete-time affine stochastic volatility model with time-varying conditional skewness (SVS). Importantly, we disentangle the dynamics of conditional vola[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|
|
5.
|
In this paper, we define a financial institution’s contribution to financial systemic risk as the increase in financial systemic risk conditional on the crash of the fina[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|
|
6.
|
We construct a monthly real-time data set consisting of vintages for 1991.1-2010.12 that is suitable for generating forecasts of the real price of oil from a variety of m[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|
|
7.
|
We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need to know about the choice of sample period and abou[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|
|
8.
|
The purpose of this paper is twofold. First, we provide a detailed social accounting matrix (SAM), which incorporates the income and financial flows into the standard inp[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|
|
9.
|
We evaluate different approaches for using monthly indicators to predict Chinese GDP for the current and the next quarter (‘nowcasts’ and ‘forecasts’, respectively). We u[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|
|
10.
|
Building on the growing evidence on the importance of large data sets for empirical macroeconomic modeling, we use a factor-augmented VAR (FAVAR) model with more than 260[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
|
