Discussion paper DP17289 What Should the Inflation Target Be? Views from 600 Economists Gene Ambrocio Andrea Ferrero Esa Jokivuolle Kim Ristolainen 8 May 2022 Expert survey Inflation target monetary policy Monetary Economics and Fluctuations C38 E31 E52 E58
Discussion paper DP17225 Three Common Factors Elena Andreou Patrick Gagliardini Eric Ghysels Mirco Rubin 15 Apr 2022 Testing common factors Portfolio sorting Factor zoo Financial Economics C22 C38 C53 C55 G10 G12
Discussion paper DP17162 Aggregate Skewness and the Business Cycle Martin Iseringhausen Ivan Petrella Konstantinos Theodoridis 30 Mar 2022 Business Cycles Asymmetry Principal component analysis Quantile regression Var Monetary Economics and Fluctuations C22 C38 E32
Discussion paper DP16829 One Scheme Fits All: A Central Fiscal Capacity for the EMU Targeting Eurozone, National and Regional Shocks Roel Beetsma Jacopo Cimadomo Josha van Spronsen 5 Feb 2022 Central fiscal capacity Macroeconomic stabilisation Multilevel factor model Bayesian inference International Macroeconomics and Finance Monetary Economics and Fluctuations C38 E32 E62 E63
Discussion paper DP16999 Lifecycle Wages and Human Capital Investments: Selection and Missing Data Laurent Gobillon Thierry Magnac Sébastien Roux 3 Feb 2022 Human capital investment Wage inequalities Factor models Missing data Labour Economics C38 D91 I24 J24 J31
Discussion paper DP16049 Media Sentiment and Currency Reversals Ilias Filippou Mark Taylor Zigan Wang 18 Apr 2021 Fx media news Digital text Currency risk premium Currency reversals Financial Economics International Macroeconomics and Finance C38 C55 F31 G11 G41 Z13
Discussion paper DP15975 The Intergenerational Elasticity of Earnings: Exploring the Mechanisms Eric Baird French Cormac O’Dea Jamie MacCuish 27 Mar 2021 Parental investments Cognitive skills Intergenerational elasticity of earnings Public Economics I24 J24 C38
Discussion paper DP15190 Global Business and Financial Cycles: A Tale of Two Capital Account Regimes Alessandro Rebucci Julien Acalin 22 Aug 2020 Business cycles Global financial cycle Factor-models Panel vars China South korea Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations C38 E44 F44 G15
Discussion paper DP14417 Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models Carlo A. Favero Alessandro Melone 17 Feb 2020 Return predictability Mispricing Equilibrium correction term Dynamic factor-portfolio models Financial Economics C38 G11 G17
Discussion paper DP12926 Estimating Latent Asset-Pricing Factors Martin Lettau 10 May 2018 Cross section of returns Anomalies Expected returns High-dimensional data Latent factors Weak factors Pca Financial Economics C14 C38 C52 C58 G12
Discussion paper DP12219 Is Industrial Production Still the Dominant Factor for the US Economy? Elena Andreou Patrick Gagliardini Eric Ghysels 12 Aug 2017 Group factor models Midas Gdp growth Financial Economics C32 C33 C38 E32
Discussion paper DP10461 Fast ML estimation of dynamic bifactor models: an application to European inflation ENRIQUE SENTANA 1 Mar 2015 Euro area Inflation convergence Spectral maximum likelihood Wiener-kolmogorov filter International Macroeconomics C32 C38 E37 F45
