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The term structure of interest rates in a DSGE model

Working Paper N° 88

The determinants of stock and bond return comovements

Working Paper N° 119

Model misspecification, learning and the exchange rate disconnect puzzle

Working Paper N° 168

Self-fulfilling liquidity dry-ups

Working Paper N° 185

Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics

Working Paper N° 224

Household and firm leverage, capital flows and monetary policy in a small open economy

Working Paper N° 246

The role of financial frictions during the crisis: An estimated DSGE model

Working Paper N° 249

Bank reactions after capital shortfalls

Working Paper N° 250

Information in the yield curve: A Macro-Finance approach

Working Paper N° 254

Monetary and macroprudential policies in an estimated model with financial intermediation

Working Paper N° 258