Results 11-20 of 126.
|2010 ||Forecast uncertainty and the Bank of England interest rate decisions||Schultefrankenfeld, Guido
|2015 ||Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey||Pierdzioch, Christian / Reitz, Stefan / Ruelke, Jan-Christoph
|2010 ||Central bank communication and the perception of monetary policy by financial market experts||Schmidt, Sandra / Nautz, Dieter
|2011 ||Cointegrated VARMA models and forecasting US interest rates||Kascha, Christian / Trenkler, Carsten
|2007 ||Assessing household credit risk: Evidence from a household survey||Holló, Dániel / Papp, Mónika
|2008 ||Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts||den Butter, Frank A.G. / Jansen, Pieter W.
|2010 ||Why do financial market experts misperceive future monetary policy decisions?||Schmidt, Sandra / Nautz, Dieter
|2014 ||Cash management and payment choices: A simulation model with international comparisons||Arango, Carlos / Bouhdaoui, Yassine / Bounie, David / Eschelbach, Martina / Hernández, Lola
|2014 ||Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis||Herwartz, Helmut / Plödt, Martin
|2007 ||Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs||Berger, Helge / Österholm, Pär