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Exchange rate cointegration across central bank regime shifts

López, José A. - In: Research in finance 22 (2005), pp. 327-356

Persistent link: https://www.econbiz.de/10003753410

Policy applications of a global macroeconomic model

Dennis, Richard; Lopez, Jose A. - In: FRBSF Economic Letter (2004)

In this Economic Letter, we summarize the key components of the GVAR model and discuss its usefulness for monetary policy applications and for credit risk management issues faced by financial institutions and their government supervisors. We argue that while the GVAR model is probably useful for...

Persistent link: https://www.econbiz.de/10005346551

Exchange rate cointegration across central bank regime shifts

López, José A. - 1995

Persistent link: https://www.econbiz.de/10000949446

A Probability-Based Stress Test of Federal Reserve Assets and Income

Christensen, Jens H. E.; López, José A.; Rudebusch, … - 2013

Persistent link: https://www.econbiz.de/10010233358

A probability-based stress test of federal reserve assets and income

Christensen, Jens H. E.; López, José A.; Rudebusch, … - 2013

Persistent link: https://www.econbiz.de/10010223578

A probability-based stress test of federal reserve assets and income

Christensen, Jens H. E.; López, José A.; Rudebusch, … - 2014

Persistent link: https://www.econbiz.de/10010243996

Do central bank liquidity facilities affect interbank lending rates?

Christensen, Jens H. E.; López, José A.; Rudebusch, … - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 136-151

Persistent link: https://www.econbiz.de/10010380470

Do central bank liquidity facilities affect interbank lending rates?

Christensen, Jens H. E.; López, José A.; Rudebusch, … - 2009

Persistent link: https://www.econbiz.de/10003861334

A probability-based stress test of Federal Reserve assets and income

Christensen, Jens H. E.; López, José A.; Rudebusch, … - In: Journal of monetary economics 73 (2015), pp. 26-43

Persistent link: https://www.econbiz.de/10011381692

Comment on: "A probability-based stress test of Federal Reserve assets and income"

Archer, David J. - In: Journal of monetary economics 73 (2015), pp. 44-47

Persistent link: https://www.econbiz.de/10011381697

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