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The external finance premium and the macroeconomy: US post-WWII evidence. (2008). De Graeve, Ferre.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:32:y:2008:i:11:p:3415-3440.

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  2. Drivers of large recessions and monetary policy responses. (2023). Villa, Stefania ; Melina, Giovanni.
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  6. Firm net worth, external finance premia and monitoring cost - estimates based on firm-level data. (2022). Steiner, Elizabeth ; Lein, Sarah ; Baeurle, Gregor ; Baurle, Gregor.
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  7. The financial accelerator mechanism: does frequency matter?. (2022). Marcellino, Massimiliano ; Foroni, Claudia ; Gelain, Paolo.
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  9. Economic impact of monetary policy: Focus on real estate sector in Italy. (2021). Socci, Claudio ; Ahmed, Irfan ; Zotti, Jacopo ; Severini, Francesca ; Medabesh, Ali .
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  10. Online estimation of DSGE models. (2021). Schorfheide, Frank ; Sarfati, Reca ; Matlin, Ethan ; Herbst, Edward ; Del, Marco ; Cai, Michael.
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  11. Market finance as a spare tyre? Corporate investment and access to bank credit in Europe. (2021). Rusinova, Desislava ; Maurin, Laurent ; Andersson, Malin.
    In: Working Paper Series.
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  12. Monetary Policy and Cross-Border Interbank Market Fragmentation: Lessons from the Crisis. (2021). Swarbrick, Jonathan ; Jonathan, Swarbrick ; Tobias, Blattner.
    In: The B.E. Journal of Macroeconomics.
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  13. Balance Sheet Channel of Monetary Policy Evidence from Credit Spreads of Russian Firms. (2021). Prokopev, Filipp.
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  16. Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2020). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo ; Capek, Jan.
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  17. Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2020). Hauzenberger, Niko ; Cuaresma, Jesus Crespo ; Capek, Jan ; Reichel, Vlastimil.
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  18. Heterogeneity in wage setting behavior in a New-Keynesian Model. (2020). Uras, Burak ; Olarte, Anderson Grajales ; Eijffinger, Sylvester.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:24069cb1-ed64-4367-9a37-bf047a4ff395.

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  19. Unconventional monetary policy and real estate sector: a financial dynamic computable general equilibrium model for Italy. (2020). Socci, Claudio ; al Mahdi, Hassan Kasady ; Pretaroli, Rosita ; Severini, Francesca ; Ahmed, Irfan.
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  20. What’s up with the Phillips Curve?. (2020). Tambalotti, Andrea ; Primiceri, Giorgio ; Lenza, Michele ; Del Negro, Marco.
    In: NBER Working Papers.
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  21. Online Estimation of DSGE Models. (2020). Schorfheide, Frank ; Sarfati, Reca ; Herbst, Edward ; Del Negro, Marco ; Matlin, Ethan ; Cai, Michael D.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26826.

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  22. Online Estimation of DSGE Models. (2020). Schorfheide, Frank ; Sarfati, Reca ; Herbst, Edward ; Del Negro, Marco ; Cai, Michael ; Matlin, Ethan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-23.

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  23. What’s up with the Phillips Curve?. (2020). Lenza, Michele ; Del Negro, Marco ; Tambalotti, Andrea ; Primiceri, Giorgio E.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202435.

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  24. Whats up with the Phillips Curve?. (2020). Tambalotti, Andrea ; Primiceri, Giorgio ; Lenza, Michele ; Del Negro, Marco.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14583.

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  25. The financial accelerator and marketable debt: the prolongation channel. (2020). Kühl, Michael ; Michael, Kuhl.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:20:y:2020:i:1:p:23:n:8.

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  26. US Business Cycle Dynamics at the Zero Lower Bound. (2020). Strobel, Felix ; Boehl, Gregor.
    In: CRC TR 224 Discussion Paper Series.
    RePEc:bon:boncrc:crctr224_2020_192.

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  27. Weakness of investment in Portugal: what role do credit supply and fiscal consolidation shocks play?. (2019). Maurin, Laurent.
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    RePEc:spr:portec:v:18:y:2019:i:1:d:10.1007_s10258-018-00151-y.

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  28. Online Estimation of DSGE Models. (2019). Del Negro, Marco ; Schorfheide, Frank ; Sarfati, Reca ; Matlin, Ethan ; Herbst, Edward ; Cai, Michael.
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  30. Forecasting with instabilities: An application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:61:y:2019:i:c:11.

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    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:2:p:580-600.

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  32. Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods. (2019). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Matsumae, Tatsuyoshi ; Hasumi, Ryo.
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  33. Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Temi di discussione (Economic working papers).
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  34. Forecasting investment and consumption behavior of economic agents through dynamic computable general equilibrium model. (2018). Socci, Claudio ; Severini, Francesca ; Ahmed, Irfan ; Pretaroli, Rosita ; Yasser, Qaiser Rafique.
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  35. Some Thoughts on the External Finance Premium and the Cost of Internal Finance. (2018). Papafilis, Michalis-Panayiotis ; Brissimis, Sophocles ; Vlassopoulos, Thomas .
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    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:70:y:2018:i:c:p:6-20.

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    In: Economic Modelling.
    RePEc:eee:ecmode:v:74:y:2018:i:c:p:24-44.

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  38. ECB-Global: Introducing the ECBs global macroeconomic model for spillover analysis. (2018). Van Robays, Ine ; van Roye, Björn ; Ricci, Martino ; Georgiadis, Georgios ; Dieppe, Alistair.
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    RePEc:eee:ecmode:v:72:y:2018:i:c:p:78-98.

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    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182140.

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  40. Monetary policy and cross-border interbank market fragmentation: lessons from the crisis. (2018). Swarbrick, Jonathan ; Blattner, Tobias Sebastian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182139.

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    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:114.

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    In: 2017 Meeting Papers.
    RePEc:red:sed017:803.

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    In: Staff Reports.
    RePEc:fip:fednsr:812.

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  45. ECB-Global: introducing ECBs global macroeconomic model for spillover analysis. (2017). Van Robays, Ine ; van Roye, Björn ; Ricci, Martino ; Georgiadis, Georgios ; Dieppe, Alistair.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172045.

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  46. Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12013.

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  47. New methods for macro-financial model comparison and policy analysis. (2016). Wieland, Volker ; Afanasyeva, Elena ; Kuete, Meguy ; Yoo, Jin Hyuk.
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:107.

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  48. Consumption, housing collateral and the Canadian business cycle. (2016). Nishiyama, Shin-Ichi ; Christensen, Ian ; Corrigan, Paul ; Mendicino, Caterina.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:49:y:2016:i:1:p:207-236.

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  49. The External Finance Premium in Brazil: Empirical Analyses Using State Space Models. (2016). Oliveira, Fernando.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:36:y:2016:i:1:a:36076.

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  50. Firm Risk and Leverage-Based Business Cycles. (2016). Chugh, Sanjay.
    In: Review of Economic Dynamics.
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  51. Challenges for Central Banks´ Macro Models. (2016). Wouters, Raf ; Smets, Frank ; Lindé, Jesper ; Linde, Jesper.
    In: Working Paper Series.
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  52. Exploiting the monthly data flow in structural forecasting. (2016). Reichlin, Lucrezia ; Monti, Francesca ; Giannone, Domenico.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:84:y:2016:i:c:p:201-215.

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  53. Challenges for Central Banks’ Macro Models. (2016). Lind, J ; Wouters, R ; Smets, F.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-2185.

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  54. New Methods for Macro-Financial Model Comparison and Policy Analysis. (2016). Wieland, V ; Yoo, J ; Kuete, M ; Afanasyeva, E.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-1241.

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  55. Dynamic prediction pools: An investigation of financial frictions and forecasting performance. (2016). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:192:y:2016:i:2:p:391-405.

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  56. The implications of financial frictions and imperfect knowledge in the estimated DSGE model of the U.S. economy. (2016). Rychalovska, Yuliya .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:73:y:2016:i:c:p:259-282.

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  57. Slow recoveries: Any role for corporate leverage?. (2016). Villa, Stefania ; Smets, Frank.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:70:y:2016:i:c:p:54-85.

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  58. Taking financial frictions to the data. (2016). Suh, Hyunduk ; Walker, Todd B.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:64:y:2016:i:c:p:39-65.

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  59. Mending the broken link: heterogeneous bank lending and monetary policy pass-through. (2016). Ciccarelli, Matteo ; Canova, Fabio ; Altavilla, Carlo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161978.

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  60. Leading indicator properties of corporate bond spreads, excess bond premia and lending spreads in the euro area. (2016). Krylova, Elizaveta .
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    RePEc:ecb:ecbwps:20161911.

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  61. FINANCIAL FRICTIONS IN THE EURO AREA AND THE UNITED STATES: A BAYESIAN ASSESSMENT. (2016). Villa, Stefania.
    In: Macroeconomic Dynamics.
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  62. Mending the broken link: heterogeneous bank lending and monetary policy pass-through. (2016). Ciccarelli, Matteo ; Canova, Fabio ; Altavilla, Carlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11584.

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  63. New Methods for Macro-Financial Model Comparison and Policy Analysis. (2016). Wieland, Volker ; Afanasyeva, Elena ; Kuete, Meguy ; Yoo, Jin Hyuk.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11461.

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  64. Challenges for Central Banks Macro Models. (2016). Wouters, Raf ; Smets, Frank ; Lindé, Jesper.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11405.

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  65. Consumption, housing collateral and the Canadian business cycle. (2016). Nishiyama, Shin-Ichi ; Mendicino, Caterina ; Christensen, Ian ; Corrigan, Paul .
    In: Canadian Journal of Economics.
    RePEc:cje:issued:v:49:y:2016:i:1:p:207-236.

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  66. Slow recoveries: any role for corporate leverage?. (2016). Villa, Stefania ; Smets, Frank.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:1602.

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  67. Weltkonjunktur im Herbst 2015 - Schwäche in den Schwellenländern bremst Weltkonjunktur. (2015). Wolters, Maik ; Potjagailo, Galina ; Kooths, Stefan ; Jannsen, Nils ; Hauber, Philipp ; Gern, Klaus-Jurgen.
    In: Kieler Konjunkturberichte.
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  68. Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Working Papers.
    RePEc:ucn:wpaper:201523.

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  69. Financial Frictions and the Extensive Margin of Activity. (2015). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
    In: Economics Working Paper Archive (University of Rennes 1 & University of Caen).
    RePEc:tut:cremwp:201510.

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  70. Heterogeneity in Wage Setting Behavior in a New-Keynesian Model. (2015). Uras, Burak ; Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Olarte, Grajales A..
    In: Discussion Paper.
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  71. Monetary policy and PID control. (2015). Hamilton, Dan ; Hawkins, Raymond ; Speakes, Jeffrey .
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:10:y:2015:i:1:p:183-197.

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  72. Brazil Through the Eyes of CHORINHO. (2015). Kanczuk, Fabio.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:35:y:2015:i:2:a:57574.

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  73. Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta.
    In: Working Papers.
    RePEc:mib:wpaper:292.

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  74. Financial Frictions and the Extensive Margin of Activity. (2015). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01205497.

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  75. Exploiting the monthly data flow in structural forecasting. (2015). Reichlin, Lucrezia ; Monti, Francesca ; Giannone, Domenico.
    In: Staff Reports.
    RePEc:fip:fednsr:751.

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  76. Financial frictions and the extensive margin of activity. (2015). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
    In: Research in Economics.
    RePEc:eee:reecon:v:69:y:2015:i:4:p:525-554.

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  77. The role of financial frictions during the crisis: An estimated DSGE model. (2015). Merola, Rossana.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:48:y:2015:i:c:p:70-82.

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  78. Cross-border banking flows spillovers in the Eurozone: Evidence from an estimated DSGE model. (2015). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:51:y:2015:i:c:p:378-403.

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  79. Sources of Business Fluctuations: Financial or Technology Shocks?. (2014). Kurozumi, Takushi ; Kaihatsu, Sohei.
    In: Review of Economic Dynamics.
    RePEc:red:issued:11-267.

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  80. Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B..
    In: PIER Working Paper Archive.
    RePEc:pen:papers:14-034.

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  81. Dynamic Prediction Pools: An Investigation of Financial Frictions and Forecasting Performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20575.

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  82. Inflation in the Great Recession and New Keynesian Models. (2014). Schorfheide, Frank ; Giannoni, Marc ; Del Negro, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20055.

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  83. Identification of financial factors in economic fluctuations. (2014). Sarferaz, Samad ; Ravazzolo, Francesco ; Furlanetto, Francesco.
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  84. Financial Frictions in Data; Evidence and Impact. (2014). Sanjani, Marzie Taheri.
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  85. Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs. (2014). Gelain, Paolo ; Sanjani, Marzie Taheri ; Furlanetto, Francesco.
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  86. Intégration bancaire et conjoncture macroéconomique dans une union monétaire hétérogène. (2014). Vermandel, Gauthier ; Poutineau, Jean-Christophe.
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  87. Dynamic prediction pools: an investigation of financial frictions and forecasting performance. (2014). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B..
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  88. Inflation in the Great Recession and New Keynesian models. (2014). Schorfheide, Frank ; Giannoni, Marc ; Del Negro, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:618.

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  89. Japan’s financial crises and lost decades. (2014). Ueda, Kozo ; Takei, Ikuo ; Sudo, Nao ; Hirakata, Naohisa.
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  90. What caused Japan’s Great Stagnation in the 1990s? Evidence from an estimated DSGE model. (2014). Kurozumi, Takushi ; Kaihatsu, Sohei.
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    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2005058.

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  34. Forecast Combination and Model Averaging Using Predictive Measures. (2005). Karlsson, Sune ; Eklund, Jana.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5268.

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  35. Bayesian inference for the mixed conditional heteroskedasticity model. (2005). Rombouts, Jeroen ; Bauwens, Luc.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2005085.

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  36. On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks. (2005). van Dijk, Herman ; KAASHOEK, Johan F. ; Hoogerheide, Lennart F..
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2005029.

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  37. Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling. (2004). KAASHOEK, Johan F. ; Hoogerheide, Lennart F..
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:74.

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  38. Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10220.

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  39. Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models. (2004). Verbeek, Marno ; Rombouts, Jeroen.
    In: Cahiers de recherche.
    RePEc:iea:carech:0414.

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  40. Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach. (2004). Boivin, Jean ; Bernanke, Ben ; Eliasz, Piotr.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-03.

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  41. BAYESIAN CLUSTERING OF SIMILAR MULTIVARIATE GARCH MODELS. (2004). Rombouts, Jeroen ; Bauwens, Luc.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:370.

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  42. Testing and Estimating Persistence in Canadian Unemployment.. (2003). Mikhail, O. ; HANDA, JAGDISH ; EBERWEIN, Curtis J..
    In: Econometrics.
    RePEc:wpa:wuwpem:0311004.

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  43. Bayesian clustering of many GARCH models. (2003). Rombouts, Jeroen ; Bauwens, Luc.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:2003087.

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  44. TESTING FOR COINTEGRATION RANK USING BAYES FACTORS. (2002). Sugita, Katsuhiro.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:654.

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  45. Decision Maps for Bivariate Time Series with Potential Thrshold Cointegration. (2002). Kunst, Robert.
    In: Economics Series.
    RePEc:ihs:ihsesp:121.

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  46. The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock Options. (2002). Darsinos, Theofanis ; Satchell, Stephen E..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0217.

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  47. A system approach for measuring the euro area NAIRU. (2001). Mestre, Ricardo ; Fabiani, Silvia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20010065.

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  48. Smooth Transition Garch Models : a Baysian Perspective. (2001). Lubrano, Michel.
    In: Discussion Papers (REL - Recherches Economiques de Louvain).
    RePEc:ctl:louvre:2001032.

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  49. Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information. (2001). Darsinos, Theofanis ; Satchell, Stephen.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0116.

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  50. Smooth transition GARCH models: a Bayesian perspective. (1998). Lubrano, Michel.
    In: CORE Discussion Papers.
    RePEc:cor:louvco:1998066.

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