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Publications by Michael Ellington

Liquidity Shocks and Real GDP Growth: Evidence From a Bayesian Time-Varying Parameter VAR

Journal of International Money and Finance

English

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Liquidity Shocks, Real Interest Rates, and Global Imbalances

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International Transmission of Shocks: A Time-Varying Factor-Augmented VAR Approach to the Open Economy

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Tracking U.S. GDP in Real Time

The Federal Reserve Bank of Kansas City Economic Review

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Real-Time Forecasting US GDP From Small-Scale Factor Models

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Large Hybrid Time-Varying Parameter VARs

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Real-Time Forecasting With a Mixed-Frequency VAR

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Measuring Contagion With a Bayesian Time-Varying Coefficient Model

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Liquidity Shocks and Order Book Dynamics

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Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market

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