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Forecasting in large macroeconomic panels using Bayesian model averaging

Koop, Gary (contributor); Potter, Simon M. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001752001

Modeling uncertainty : predictive accuracy as a proxy for predictive confidence

Rich, Robert W. (contributor); Tracy, Joseph S. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001751995

Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?

Lettau, Martin (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001590071

Prior elicitation in multiple change-point models

Koop, Gary M. (contributor); Potter, Simon M. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002623546

Recent changes in the US business cycle

Chauvet, Marcelle (contributor); … - 2001 - [Elektronische Ressource]

The U.S. business cycle expansion that started in March 1991 is the longest on record. This paper uses statistical techniques to examine whether this expansion is a onetime unique event or whether its length is a result of a change in the stability of the U.S. economy. Bayesian methods are used...

Persistent link: https://www.econbiz.de/10001591424

New directions for understanding systemic risk : a report on a conference cosponsored by the Federal Reserve Bank of New York and the National Academy of Sciences May 18 - 19, 2006

Kambhu, John (contributor) - 2007

Persistent link: https://www.econbiz.de/10003673206

Trading risk and volatility in interest rate swap spreads

Kambhu, John (contributor) - 2004 - [Elektronische Ressource]

This paper examines how risk in trading activity can affect the volatility of asset prices. We look for this … swap spread tends to converge to a long-run level, although trading risk can sometimes cause the spread to diverge from … that level. -- convergence trading ; interest rate swaps ; swap spread ; repurchase contracts ; trading risk ; volatility …

Persistent link: https://www.econbiz.de/10001936329

Evaluating the riskiness of initial public offerings: 1980 - 2000

Peristiani, Stavros C. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001752009

Reduced reserve requirements : alternatives for the conduct of monetary policy and reserve management

1993

Persistent link: https://www.econbiz.de/10000874838

Economic policy review

Federal Reserve Bank of New York - New York, NY - 1.1995 - 18.2012,3

Persistent link: https://www.econbiz.de/10000540679

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