No. 75-5, October 2013
Index
- A No‐Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve*
- Causal Inference by Independent Component Analysis: Theory and Applications*
- Exchange Rate Pass‐through to Trade Prices: The Role of Nonlinearities and Asymmetries*
- New Methods for Forecasting Inflation, Applied to the US*
- Time Horizons and Smoothing in the Bank of England's Reaction Function: The Contrast Between the Standard GMM and Ex Ante Forecast Approaches*
- What does a Monetary Policy Shock Do? An International Analysis with Multiple Filters*