IMF Publications by Author
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Ciccarelli, Matteo:
2003
Title: Measuring Contagion with a Bayesian Time-Varying Coefficient Model
Series: Working Paper No. 2003/171
Date: September 1, 2003
Subject: Currencies Currency markets Exchange rates Expenditure Financial markets Foreign exchange Metal prices Money Prices Public expenditure review
Title: Bayesian Vars: A Survey of the Recent Literature with An Application to the European Monetary System
Series: Working Paper No. 2003/102
Date: May 1, 2003
Subject: Banking Bayesian models Econometric analysis Estimation techniques Financial services Monetary systems Money Short term interest rates Vector autoregression
2002
Title: The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is it Changing over Time?
Series: Working Paper No. 2002/054
Date: March 1, 2002
Subject: Econometric analysis Econometric models Exchange rates Financial services Foreign exchange Monetary policy Monetary policy instruments Monetary transmission mechanism Short term interest rates