Fulcrum Research Papers

14 Oct 2015 By Juan Antolin-Diaz, Juan F. Rubio-Ramrez

Understanding the Turbulence in Financial Markets

Can modern macroeconometrics help?

25 Sep 2015 By Juan Antolin-Diaz, Thomas Drechsel and Ivan Petrella

Following the Trend: Tracking GDP when long-run growth is uncertain

We document a significant decline in long-run GDP growth in the United States, the bulk of this slowdown occurred prior to the Great Recession.

25 Sep 2015 By Martin Layton, Stephen Crewe

Multi Asset Alternative Beta

The authors analyse multi-asset trend, carry, and volatility returns, explaining why they exist, the benefits they confer to a traditional balanced portfolio, and the risks.

25 Sep 2015 By G. Davies (ed.) M. Obstfeld, A. Taylor and D.Wilson

Will Emerging Market Jitters Morph Into a Crisis?

A debate on Emerging Markets, with Gavyn Davies, Maurice Obstfeld, Alan Taylor and Dominic Wilson

25 Sep 2015 By Juan Antolin-Diaz

Deflation Risk and the ECB's Communication Policy

With inflation in the euro area well below the ECB's target of "below but close to 2%", we review the risk of self-fulfilling deflationary equilibria and suggest improvements in the central bank's communication policy.

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