Marina Emiris

National Bank of Belgium - Research Department

Research Department

Boulevard de Berlaimont 14

B-1000 Brussels, 1000

Belgium

SCHOLARLY PAPERS

7

DOWNLOADS

903

SSRN CITATIONS
Rank 4,123

SSRN RANKINGS

Top 4,123

in Total Papers Citations

14

CROSSREF CITATIONS

312

Ideas:
“  Macro and empirical models for household debt, forecasting with large data sets  ”

Scholarly Papers (7)

1.
Downloads 288 (138,393)
Citation 5

The Term Structure of Interest Rates in a DSGE Model

National Bank of Belgium Working Paper No. 88
Number of pages: 63 Posted: 24 Feb 2008
Marina Emiris
National Bank of Belgium - Research Department
Downloads 200 (197,134)
Citation 3

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term structure of interest rates, policy rules, risk premia

The Term Structure of Interest Rates in a DSGE Model

National Bank of Belgium Working Paper No. 88
Number of pages: 63 Posted: 10 Oct 2010
Marina Emiris
National Bank of Belgium - Research Department
Downloads 88 (371,534)
Citation 4

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term structure of interest rates, policy rules, risk premia

2.

A Structural Decomposition of the US Yield Curve

Number of pages: 72 Posted: 19 Nov 2008
Ferre De Graeve, Marina Emiris and Rafael Wouters
KU Leuven - Center for Economic Studies, National Bank of Belgium - Research Department and National Bank of Belgium
Downloads 183 (213,600)
Citation 15

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Term structure, DSGE, Expectation hypothesis, Bayesian estimation

3.

Sectoral vs. Country Diversification Benefits and Downside Risk

National Bank of Belgium Working Paper No. 48
Number of pages: 55 Posted: 24 Feb 2008
Marina Emiris
National Bank of Belgium - Research Department
Downloads 176 (220,852)
Citation 131

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portfolio diversification, dynamic correlation, international finance

Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model

Riksbank Research Paper Series No. 67, Sveriges Riksbank Working Paper Series No. 236
Number of pages: 41 Posted: 29 May 2010
KU Leuven - Center for Economic Studies, National Bank of Belgium, National Bank of Belgium - Research Department, Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES) and National Bank of Belgium
Downloads 78 (399,856)
Citation 3

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Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model

Number of pages: 37 Posted: 19 Nov 2008 Last Revised: 15 Oct 2009
KU Leuven - Center for Economic Studies, National Bank of Belgium, National Bank of Belgium - Research Department, Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES) and National Bank of Belgium
Downloads 43 (535,361)
Citation 1

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Heterogeneous agent, DSGE, Equity premium, Bond premium

Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model

National Bank of Belgium Working Paper No. 150
Number of pages: 60 Posted: 01 Oct 2010
KU Leuven - Center for Economic Studies, National Bank of Belgium, National Bank of Belgium - Research Department, Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES) and National Bank of Belgium
Downloads 34 (584,018)
Citation 55

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5.

Low Interest Rates and the Distribution of Household Debt

Number of pages: 53 Posted: 22 Mar 2021 Last Revised: 13 Apr 2021
Marina Emiris and Francois Koulischer
National Bank of Belgium - Research Department and University of Luxembourg
Downloads 70 (420,030)

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Interest Rates, Household Debt, Mortgages, Credit Constraints

6.

Selected Review of the Empirical Literature on House Price Modelling and Forecasting: What Does the Literature Say?

Number of pages: 8 Posted: 29 Apr 2018
Bank of Greece, National Bank of Belgium - Research Department and National Bank of Ukraine
Downloads 19 (666,848)

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House Prices, Modelling, Forecasting

7.

A Dynamic Factor Model for Forecasting House Prices in Belgium

National Bank of Belgium Working Paper N° 313, 2016
Number of pages: 53 Posted: 24 Mar 2021
Marina Emiris
National Bank of Belgium - Research Department
Downloads 12 (720,198)
Citation 1

Abstract:

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dynamic factor model, conditional forecast, house prices