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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Chernov, Mikhail"
~person:"Gambetti, Luca"
~person:"Schmitt-Grohé, Stephanie"
~subject:"Deutschland"
~subject:"Gross domestic product"
~subject:"Japan"
~subject:"Share price"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
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Chernov, Mikhail
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Schmitt-Grohé, Stephanie
Massa, Massimo
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Lettau, Martin
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Marcellino, Massimiliano
9
Zenou, Yves
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Favero, Carlo A.
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Forni, Mario
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Sala, Luca
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Discussion paper / Centre for Economic Policy Research
Journal of risk and financial management : JRFM
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Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Saved in:
2
VAR information and the empirical validation of DSGE models
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2016
Persistent link: https://www.econbiz.de/10011482286
Saved in:
3
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
-
2016
Persistent link: https://www.econbiz.de/10011494133
Saved in:
4
The effects of monetary policy on stock market bubbles : some evidence
Galí, Jordi
;
Gambetti, Luca
-
2014
Persistent link: https://www.econbiz.de/10010395173
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5
The dynamic effects of monetary policy : a structural factor model approach
Forni, Mario
;
Gambetti, Luca
-
2008
Persistent link: https://www.econbiz.de/10003793645
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6
Business cycles with a common trend in neutral and investment-specific productivity
Schmitt-Grohé, Stephanie
;
Uribe, Martín
-
2010
Persistent link: https://www.econbiz.de/10003994451
Saved in:
7
Sources of risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
-
2012
Persistent link: https://www.econbiz.de/10009502462
Saved in:
8
CDS auctions
Chernov, Mikhail
;
Gorbenko, Alexander
;
Makarov, Igor
-
2011
Persistent link: https://www.econbiz.de/10009242920
Saved in:
9
Noisy news in business cycles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2013
Persistent link: https://www.econbiz.de/10010188705
Saved in:
10
Noise bubbles
Forni, Mario
;
Gambetti, Luca
;
Lippi, Marco
;
Sala, Luca
-
2013
Persistent link: https://www.econbiz.de/10009786286
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