CEA CEA Working Papers

CEA Working Papers

Please find below the most up-to-date working papers available for download. Please use links on the left to see the archived papers.

2009

WP-CEA-9-2009
Matteo Mogliani, Giovanni Urga and Carlos Winograd
Monetary Disorder and Financial Regimes. The Demand for Money in Argentina, 1900-2006

WP-CEA-8-2009
Sean Holly, Hashem M. Pesaran and Takashi Yamagata
Spatial and Temporal Diffusion of House Prices in the UK

WP-CEA-7-2009
Jean-Marie Dufour, Dalibor Stevanovic
Factor Models and VARMA Processes

WP-CEA-6-2009
Robert F. Engle, Jose G. Rangel
High and Low Frequency Correlations in Global Equity Markets

WP-CEA-5-2009
Tom Doan
Practical Issues with State Space Models with Mixed Stationary and Non-Stationary Dynamics

WP-CEA-4-2009
Eduardo Rossi, Filippo Spazzini
Finite sample results of Range-based integrated volatility estimation

WP-CEA-3-2009
Ravi Jagannathan, Mudit Kapoor and Ernst Schaumburg
Why are we in a recession? The Financial Crisis is the Symptom not the Disease

WP-CEA-2-2009
Zhi Da, Pengjie Gao and Ravi Jagannathan
Informed Trading, Liquidity Provision, and Stock Selection by Mutual Funds

WP-CEA-1-2009
Michael J. Fleming, Warren B. Hrung and Frank M. Keane
Repo Market Effects of the Term Securities Lending Facility