Cookies?
Library Header Image
LSE Research Online LSE Library Services

Browse by JEL codes

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type
Jump to: A | C | G | M | R
Number of items at this level: 8.

A

Ahmadi, Pooyan Amir and Ritschl, Albrecht (2009) Depression econometrics: a FAVAR model of monetary policy during the Great Depression. CEP Discussion Papers (CEPDP0967). Centre for Economic Performance, London School of Economics and Political Science, London, UK.

C

Chernov, Mikhail (2007) On the role of risk premia in volatility forecasting. Journal of Business and Economic Statistics, 25 (4). pp. 411-426. ISSN 0735-0015

G

Goodhart, Charles and Bin Lim, Wen (2008) Do errors in forecasting inflation lead to errors in forecasting interest rates? Financial Markets Group Discussion Papers (611). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, Charles and Bin Lim, Wen (2008) Interest rate forecasts: a pathology. Financial Markets Group Discussion Papers (612). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, Charles and Lim, Wen Bin (2011) Interest rate forecasts: a pathology. International Journal of Central Banking, 7 (2). pp. 135-171. ISSN 1815-4654

M

Malliet, Paul, Reynès, Frédéric, Landa, Gissela, Hamdi-Cherif, Meriem and Saussay, Aurélien ORCID: 0000-0003-4786-0019 (2020) Assessing short-term and long-term economic and environmental effects of the COVID-19 crisis in France. Environmental and Resource Economics, 76 (4). 867 - 883. ISSN 0924-6460

Mueller, Philippe, Vedolin, Andrea and Yen, Yu-Min (2011) Bond variance risk premia. .

R

Ritschl, Albrecht and Salferaz, Samad (2010) Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931. CEP Discussion Paper (977). Centre for Economic Performance, London School of Economics and Political Science, London, UK.

This list was generated on Tue Mar 21 01:10:34 2023 GMT.