2018 - Volume 50, Issue 6

Mortgage Default during the U.S. Mortgage Crisis

THOMAS SCHELKLE


Measuring Inflation Expectations Uncertainty Using High-Frequency Data

JOSHUA C.C. CHAN,  YONG SONG


The Real-Time Properties of the Bank of Canada's Staff Output Gap Estimates

JULIEN CHAMPAGNE,  GUILLAUME POULIN-BELLISLE,  RODRIGO SEKKEL


An Inflation-Predicting Measure of the Output Gap in the Euro Area

MAREK JAROCIƃSKI,  MICHELE LENZA


How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe

JUNYE LI,  GABRIELE ZINNA


Optimal Dynamic Capital Requirements

CATERINA MENDICINO,  KALIN NIKOLOV,  JAVIER SUAREZ,  DOMINIK SUPERA


How Robust Are Popular Models of Nominal Frictions?

BENJAMIN D. KEEN,  EVAN F. KOENIG


On Quality and Variety Bias in Aggregate Prices

MASASHIGE HAMANO,  FRANCESCO ZANETTI