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2023 |
Chiah, Mardy |
| Measuring the trend real interest rate in a data-rich environment
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2023 |
Fu, Bowen |
| Employee sentiment and stock returns
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2023 |
Chen, Jian |
| The role of stickiness, extrapolation and past consensus forecasts in macroeconomic expectations
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2023 |
Hagenhoff, Tim |
| Progressive income taxation and consumption baskets of rich and poor
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2023 |
Oni, Mehedi Hasan |
| The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
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2023 |
Bianchi, Francesco |
| The financial market effects of unwinding the Federal Reserve's balance sheet
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2023 |
Smith, Andrew Lee |
| Enter the MATRIX model : a Multi-Agent model for Transition Risks with application to energy shocks.
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2023 |
Ciola, Emanuele |
| Long-term bank lending and the transfer of aggregate risk
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2023 |
Reiter, Michael |
| House price expectations and household consumption
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2023 |
Qian, Wei |
| Commodity price shocks, labour market dynamics and monetary policy in small open economies
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2023 |
Naraidoo, Ruthira |
| The bribe rate and long run differences in sovereign borrowing costs
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2023 |
Alamgir, Farzana |
| Monetary policy inertia and the paradox of flexibility
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2023 |
Bonciani, Dario |
| Share buybacks and corporate tax cuts
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2023 |
Chang, Juin-jen |
| Optimal adaptation to uncertain climate change
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2023 |
Guthrie, Graeme A. |
| Searching for ESG information : heterogeneous preferences and information acquisition
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2023 |
Zhou, Xuan |
| Coexistence of money and interest-bearing bonds
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2023 |
Buggenum, Hugo van |
| Systemic risk of optioned portfolio : controllability and optimization
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2023 |
Pang, Xiaochuan |
| Machine learning goes global : cross-sectional return predictability in international stock markets
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2023 |
Cakici, Nusret |
| The risk premium in New Keynesian DSGE models : the cost of inflation channel
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2023 |
Iania, Leonardo |
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