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A comparison of forecast performance between Federal Reserve staff forecasts, simple reduced-form models, and a DSGE model
Edge, Rochelle M.; Kiley, Michael T.; Laforte, Jean-Philippe - 2009
Persistent link: https://www.econbiz.de/10003832682
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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003911902
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The effects of bank capital on lending : what do we know, and what does it mean?
Berróspide, José M.; Edge, Rochelle M. - 2010
Persistent link: https://www.econbiz.de/10008655787
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406481
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The unreliability of credit-to-GDP ratio gaps in real-time : implications for countercyclical capital buffers
Edge, Rochelle M.; Meisenzahl, Ralf R. - 2011
Persistent link: https://www.econbiz.de/10009406492
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How useful are estimated DSGE model forecasts?
Edge, Rochelle M.; Gürkaynak, Refet S. - 2011
Persistent link: https://www.econbiz.de/10009405739
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Systemic risk contributions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2011
Persistent link: https://www.econbiz.de/10009405766
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Credit default swap spreads and variance risk premia
Wang, Hao; Zhou, Hao; Zhou, Yi - 2011
Persistent link: https://www.econbiz.de/10009405798
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Natural rate measures in an estimated DSGE model of the US economy
Edge, Rochelle M.; Kiley, Michael T.; Laforte, Jean-Philippe - 2007
Persistent link: https://www.econbiz.de/10003826887