Search Results

The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market,
Majid Haghani Rizi and N Kishor, from University Library of Munich, Germany (2017)
Keywords: Shadow banking, Money Market Fund, Commercial Paper, Repurchase Agreement, TrendCycle Decomposition, Cointegration

Does Monetary Policy Influence Banks' Perception of Risks?,
Simona Malovana, Dominika Kolcunová and Václav Brož, from Czech National Bank (2017)
Keywords: Banks, financial stability, internal ratings-based approach, risk-taking channel

What's News in International Business Cycles,
Daniele Siena, from Society for Economic Dynamics (2017)

Geographic Cross-Sectional Fiscal Multipliers: What Have We Learned?,
Gabriel Chodorow-Reich, from Society for Economic Dynamics (2017)

Comment on "external and public debt crises",
Ricardo Reis, from London School of Economics and Political Science, LSE Library (2016)

Fiscal rules, financial stability and optimal currency areas,
Paul De Grauwe and Pasquale Foresti, from London School of Economics and Political Science, LSE Library (2016)
Keywords: fiscal policy rules; Eurozone; financial stability; policy objectives; optimal currency areas

How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies,
Andre Diniz and Bernardo Guimaraes, from London School of Economics and Political Science, LSE Library (2017)
Keywords: financial frictions; fiscal policy; sovereign default; sovereign-bank loop.

Time-consistent fiscal policy in a debt crisis,
Neele L. Balke and Morten Ravn, from London School of Economics and Political Science, LSE Library (2016)
Keywords: Time-consistent fiscal policy; sovereign debt; debt crisis; austerity

Aggregate hiring and the value of jobs along the business cycle,
Eran Yashiv, from London School of Economics and Political Science, LSE Library (2016)
Keywords: counter-cyclical job values; business cycles; aggregate hiring; vacancies; labor market frictions; capital market frictions; volatility; labor market fluidity

Macroeconomic fluctuations with HANK & SAM: an analytical approach,
Morten Ravn and Vincent Sterk, from London School of Economics and Political Science, LSE Library (2016)
Keywords: Sticky prices; incomplete asset markets; matching frictions; multiple equilibria; amplication

Investment in productivity and the long-run effect of financial crises on output,
Maarten De Ridder, from London School of Economics and Political Science, LSE Library (2016)
Keywords: Financial crises; endogenous growth; innovation; business cycles

Secular stagnation, rational bubbles, and fiscal policy,
Coen Teulings, from London School of Economics and Political Science, LSE Library (2016)
Keywords: rational bubbles; fiscal policy; secular stagnation

The macroeconomic shock with the highest price of risk,
Gabor Pintor, from London School of Economics and Political Science, LSE Library (2016)
Keywords: Stochastic Discount Factor; Vector Autoregression; Shocks; Technology News; Monetary Policy; Cross-section; Stock Returns; Bond Returns

Fiscal unions redux,
Patrick Kehoe, from London School of Economics and Political Science, LSE Library (2017)
Keywords: Cross-country externalities; Cross-country insurance; Cross-country transfers; Fiscal externalities; international Önancial markets; International transfers; Optimal currency area

Welfare in Slovakia and the EU — an alternative to GDP per capita,
Frantisek Brocek and Tibor Lalinsky, from University Library of Munich, Germany (2017)
Keywords: Welfare, Consumption, Inequality, Life Expectancy, Leisure, Slovakia, EU, Convergence

When is foreign exchange intervention effective? Evidence from 33 countries,
Lucio Sarno, Marcel Fratzscher, Oliver Gloede, Lukas Menkhoff and Stöhr, Tobias, from C.E.P.R. Discussion Papers (2017)
Keywords: Foreign exchange intervention; Exchange rate regimes; Effectiveness measures; Communication

Optimal Fiscal-Monetary Policy with Redistribution,
Thomas Sargent, Mikhail Golosov, David Evans and Anmol Bhandari, from Society for Economic Dynamics (2017)

The role of gender in employment polarization,
Fabio Cerina, Alessio Moro and Michelle Rendall, from London School of Economics and Political Science, LSE Library (2017)
Keywords: Job Polarization; Gender; Skill-biased technological change; Home Production.

Unemployment Insurance Union,
Marius Clemens and Guillaume Claveres, from Society for Economic Dynamics (2017)

Synchronicity of real and financial cycles and structural characteristics in EU countries,
Mariarosaria Comunale, from Bank of Lithuania (2017)
Keywords: cycles, synchronicity, housing market, credit, European Union

Heterogeneity in the Internationalization of R&D: Implications for Anomalies in Finance and Macroeconomics,
Patrick Grüning, from Bank of Lithuania (2017)
Keywords: Heterogeneous innovation, Technology spillover, Endogenous growth, Creative destruction, International finance

The impact of taxes on income mobility,
Mario Alloza, from London School of Economics and Political Science, LSE Library (2016)
Keywords: income mobility; inequality; marginal tax rate

Is fiscal policy more effective in uncertain times or during recessions?,
Mario Alloza, from London School of Economics and Political Science, LSE Library (2016)
Keywords: fiscal policy; vector autoregressions; uncertainty.

Default Cycles,
Leo Kaas and Wei Cui, from Society for Economic Dynamics (2017)

Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies,
Amat Adarov, from The Vienna Institute for International Economic Studies, wiiw (2017)
Keywords: financial cycles, asset bubbles, financial stability, housing prices, equity, debt securities, credit, capital markets, spillovers, Kalman filter, factor models

Is inflation default? The role of information in debt crises,
Marco Bassetto and Carlo Galli, from London School of Economics and Political Science, LSE Library (2017)
Keywords: growth; population.

The rise of services and balanced growth in theory and data,
Miguel Leon-Ledesma and Alessio Moro, from London School of Economics and Political Science, LSE Library (2017)
Keywords: Structural transformation; productivity of capital; two-sector model.

Exploring the Linkage between Corruption and Economic Development in Case of Selected Developing and Developed Nations,
Marc Audi and Amjad Ali, from University Library of Munich, Germany (2017)
Keywords: Corruption, Economic Development Financial Development, Human Development,

International Credit Supply Shocks,
Alessandro Rebucci, Andrea Ferrero and Ambrogio Cesa-Bianchi, from C.E.P.R. Discussion Papers (2017)
Keywords: Cross-border claims; Capital flows; Credit supply shock; Leverage; Exchange rates; House prices; International financial intermediation

Counterfactual Equivalence in Macroeconomics,
Martin Beraja, from Society for Economic Dynamics (2017)

How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?,
Monica Jain and Christopher Sutherland, from Bank of Canada (2018)
Keywords: Central bank research; Inflation targets; Monetary Policy; Monetary policy communications; Transmission of monetary policy

A Model of the Fed’s View on Inflation,
Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin and Giovanni Ricco, from University of Warwick, Department of Economics (2017)

The Fiscal Multiplier,
Kurt Mitman, Iourii Manovskii and Marcus Hagedorn, from Society for Economic Dynamics (2017)

Consumer Demand for Credit Card Services,
Bedre Defolie, Özlem, Alexei Alexandrov and Daniel Grodzicki, from C.E.P.R. Discussion Papers (2017)

The transmission of monetary policy shocks,
Silvia Miranda-Agrippino and Giovanni Ricco, from London School of Economics and Political Science, LSE Library (2017)
Keywords: Monetary Policy; Local Projections; VARs; Expectations; Information Rigidity; Survey Forecasts; External instruments.international Önancial markets; International transfers; Optimal currency area

Default cycles,
Wei Cui and Leo Kaas, from London School of Economics and Political Science, LSE Library (2017)
Keywords: Firm default; Financing constraints; Credit Spreads; Sunspots growth; population.

The macroeconomic effects of Government asset purchases: evidence from postwar US housing credit policy,
Andrew Fieldhouse, Karel Mertens and Morten Ravn, from London School of Economics and Political Science, LSE Library (2017)
Keywords: Credit Policy; Monetary Policy; Mortgage Credit; Residential Investment; Government Sponsored Entreprises

Firm-Level Political Risk: Measurement and Effects,
Tarek Hassan, Stephan Hollander, Laurence van Lent and Ahmed Tahoun, from National Bureau of Economic Research, Inc (2017)

The Effects of Land Markets on Resource Allocation and Agricultural Productivity,
Chaoran Chen, Diego Restuccia and Raul Santaeulalia-Llopis, from National Bureau of Economic Research, Inc (2017)

Are Negative Nominal Interest Rates Expansionary?,
Gauti Eggertsson, Ragnar Juelsrud and Ella Getz Wold, from National Bureau of Economic Research, Inc (2017)

The Rate of Return on Everything, 1870–2015,
Oscar Jorda, Katharina Knoll, Dmitry Kuvshinov, Moritz Schularick and Alan Taylor, from National Bureau of Economic Research, Inc (2017)

Endogenous Production Networks,
Daron Acemoglu and Pablo Azar, from National Bureau of Economic Research, Inc (2017)

Does Size Matter? Bailouts with Large and Small Banks,
Eduardo Davila and Ansgar Walther, from National Bureau of Economic Research, Inc (2017)

Making Discretion in Monetary Policy More Rule-Like,
Frederic Mishkin, from National Bureau of Economic Research, Inc (2017)

Short-Run and Long-Run Effects of Milton Friedman's Presidential Address,
Robert Hall and Thomas Sargent, from National Bureau of Economic Research, Inc (2017)

Rules Versus Discretion: Assessing the Debate Over the Conduct of Monetary Policy,
John Taylor, from National Bureau of Economic Research, Inc (2017)

Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks,
Christiane Baumeister and James Hamilton, from National Bureau of Economic Research, Inc (2017)

Frictional Coordination,
George-Marios Angeletos, from National Bureau of Economic Research, Inc (2017)

Risk and Monetary Policy in a New Keynesian Model,
Mikhail Golosov, David Evans and Anmol Bhandari, from Society for Economic Dynamics (2017)

Impact of public and private sector external debt on economic growth,
Jorge Silva, from ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2018)
Keywords: external debt, economic growth, public sector, private sector, Portugal

Ambiguity, monetary policy and trend inflation,
Riccardo M. Masolo and Francesca Monti, from London School of Economics and Political Science, LSE Library (2017)
Keywords: Ambiguity aversion; monetary policy; trend inflation

Macroeconomic Indicator Forecasting with Deep Neural Networks,
Thomas Cook and Aaron Smalter Hall, from Federal Reserve Bank of Kansas City (2017)
Keywords: neural networks; Forecasting; Macroeconomic indicators

The Persistence of Financial Distress,
Kartik Athreya, Jose Mustre-del-Rio and Juan Sanchez, from Federal Reserve Bank of Kansas City (2017)
Keywords: Default; financial distress; Consumer credit; credit card debt

Ignorance, Uncertainty, and Strategic Consumption-Portfolio Decisions,
Yulei Luo, Jun Nie and Haijun Wang, from Federal Reserve Bank of Kansas City (2017)
Keywords: Ignorance; Unknown Income Growth; Induced Uncertainty; Strategic Asset Allocation

Considering alternative monetary policy frameworks: an inflation range with an adjustable inflation target: remarks at the Money, Models, & Digital Innovation Conference, Global Interdependence Center, San Diego, California January 12, 2018,
Eric Rosengren, from Federal Reserve Bank of Boston (2018)

Structural Transformation of Occupation Employment,
Georg Duernecker and Berthold Herrendorf, from Society for Economic Dynamics (2017)

Debt Service: The Painful Legacy of Credit Booms,
John Juselius, Anton Korinek and Mathias Drehmann, from Society for Economic Dynamics (2017)

A new year, a new you? Heterogeneity and self-control in food purchases,
Rachel Griffith, Martin O'Connell, Kate Smith, Laurens Cherchye, Bram De Rock and Frederic Vermeulen, from C.E.P.R. Discussion Papers (2017)
Keywords: Two-selves model; Self-control; Revealed preferences

Inflation,
Antonio Argandona, from IESE Business School (2016)
Keywords: Inflation; Prices; Income distribution; Monetary policy; Ethics

Survive another day: using changes in the composition of investments to measure the cost of credit constraints,
Luis Garicano and Claudia Steinwender, from London School of Economics and Political Science, LSE Library (2016)

Nominal rigidities in debt and product markets,
Carlos Garriga, Finn E. Kydland and Roman Šustek, from London School of Economics and Political Science, LSE Library (2016)

Bubbles and Bluffs: Risk Lovers Can Survive Economically,
Taiji Harashima, from University Library of Munich, Germany (2018)
Keywords: Risk lover; Bluff; Bubble; Sustainable heterogeneity; Risk averse

Foreign booms, domestic busts: The global dimension of banking crises,
Ambrogio Cesa-Bianchi, Fernando Eguren Martin and Gregory Thwaites, from London School of Economics and Political Science, LSE Library (2017)
Keywords: Financial Crises; Global Credit Cycle; Banking; Financial Stability; Sentiment.

Monetary policy transmission in an open economy:new data and evidence from the United Kingdom,
Ambrogio Cesa-Bianchi, Gregory Thwaites and Alejandro Vicondoa, from London School of Economics and Political Science, LSE Library (2016)
Keywords: Monetary policy transmission; external instrument; high-frequency identification; structural VAR; local projections.

Intermediation as Rent Extraction,
Maryam Farboodi, Gregor Jarosch and Guido Menzio, from National Bureau of Economic Research, Inc (2017)

Tradability and Productivity Growth Differentials Across EU Member States,
Klaus Friesenbichler and Christian Glocker, from WIFO (2017)
Keywords: EU, Growth, Imbalance, Institutions, Labour Productivity, Tradability

Financial Development, Growth, and Crisis: Is There a Trade-Off?,
Norman Loayza, Amine Ouazad and Romain Ranciere, from Peruvian Economic Association (2017)
Keywords: Finance, Financial Deepening, Development, Growth, Productivity, Crisis, Volatility, Risk, Macroprudential Policies

On the empirical (ir)relevance of the zero lower bound constraint,
Davide Debortoli, Jordi Galí and Luca Gambetti, from Department of Economics and Business, Universitat Pompeu Fabra (2019)
Keywords: Regime changes, liquidity trap, unconventional monetary policies, time-varying structural vector-autoregressive models.

2D discontinuous piecewise linear map: Emergence of fashion cycles,
Laura Gardini, Iryna Sushko and Kiminori Matsuyama, from University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini (2017)
Keywords: Fashion cycle model, 2D discontinuous piecewise linear map, Border collision bifurcation, Period adding bifurcation structure, Period incrementing bifurcation structure Length: 27 pages

The determinants of public debt in the Euro area: A panel ARDL approach,
Themba Chirwa and Nicholas Odhiambo, from University of South Africa, Department of Economics (2018)
Keywords: Euro Area; Panel ARDL Models; Cointegration; Public Debt

Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach,
Nikolaos Antonakakis, David Gabauer, Rangan Gupta and Vasilios Plakandaras, from University of Pretoria, Department of Economics (2018)
Keywords: Economic policy uncertainty, time-varying model, connectedness index

Estimating Unequal Gains across U.S. Consumers with Supplier Trade Data,
Colin Hottman and Ryan Monarch, from Board of Governors of the Federal Reserve System (U.S.) (2018)
Keywords: Import price index; Non-homotheticity; Real income inequality; Product variety; Markups

Implications of macroeconomic volatility in the Euro area,
Niko Hauzenberger, Maximilian B\"ock, Michael Pfarrhofer, Anna Stelzer and Gregor Zens, from arXiv.org (2018)

Quantitative Easing and the “New Normal” in Monetary Policy,
Michael Kiley, from Board of Governors of the Federal Reserve System (U.S.) (2018)
Keywords: Interest rates; Macroeconomic models; Monetary policy

Can Macroprudential Measures Make Cross-Border Lending More Resilient? Lessons from the Taper Tantrum,
Elod Takats and Judit Temesvary, from Board of Governors of the Federal Reserve System (U.S.) (2017)
Keywords: Diff-in-diff analysis; Taper tantrum; Cross-border claims; Macroprudential policy

Distribution, wealth and demand regimes in historical perspective. USA, UK, France and Germany, 1855-2010,
Engelbert Stockhammer, Joel Rabinovich and Niall Reddy, from School of Economics, Kingston University London (2017)
Keywords: historical macroeconomics; demand regimes; Bhaduri-Marglin model; wealth effects; financialisation

Structural Reforms, Growth and Inequality: An Overview of Theory, Measurement and Evidence,
Nauro Campos, Paul De Grauwe and Yuemei Ji, from Institute of Labor Economics (IZA) (2017)
Keywords: economic growth, income inequality, structural reforms

New Keynesian NAIRU and the Okun Law: An application for Colombia,
J. Sebastián Amador-Torres, from Banco de la Republica de Colombia (2018)
Keywords: NAIRU, unemployment, output gap, New Keynesian model, monetary policy, emerging economy, monthly data.

Determinants of bank profitability in emerging markets,
Emanuel Kohlscheen, Andrés Murcia and Julieta Contreras, from Bank for International Settlements (2018)
Keywords: bank profitability, credit, risk premia, emerging markets, interest rates

Pegging the Interest Rate on Bank Reserves,
Behzad Diba and Olivier Loisel, from Center for Research in Economics and Statistics (2017)

Fiscal federalism in a monetary union: the cooperation pitfall,
Hubert Kempf, from Center for Research in Economics and Statistics (2017)
Keywords: Monetary union; fiscal federation; cooperation; policymix

Egypt’s Government Spending Multiplier: Its Size and Determinants,
Sara Alnashar, from Economic Research Forum (2017)

The Federal Reserve s implicit inflation target and Macroeconomic dynamics. A SVAR analysis,
Haroon Mumtaz and Konstantinos Theodoridis, from Cardiff University, Cardiff Business School, Economics Section (2018)
Keywords: SVAR, DSGE model, inflation target,international

On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint,
Davide Debortoli, Jordi Galí and Luca Gambetti, from Barcelona School of Economics (2018)
Keywords: regime changes, liquidity trap, unconventional monetary policies, time-varying structural vector-autoregressive models

News and narratives in financial systems: exploiting big data for systemic risk assessment,
Rickard Nyman, Sujit Kapadia, David Tuckett, David Gregory, Paul Ormerod and Robert Smith, from Bank of England (2018)
Keywords: Systemic risk; text mining; big data; sentiment; uncertainty; narratives; forecasting; early warning indicators

Unconventional monetary policy and the portfolio choice of international mutual funds,
Gino Cenedese and Ilaf Elard, from Bank of England (2018)
Keywords: Unconventional monetary policy; portfolio rebalancing; international spillovers; asset allocation; mutual funds

Climate change and the macro-economy: a critical review,
Sandra Batten, from Bank of England (2018)
Keywords: Climate change; global warming; natural disasters; macroeconomic models

Bailey's measure of the welfare costs of inflation as a general-equilibrium measure,
Rubens Cysne, from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2017)

A Tax Plan for Endogenous Innovation,
Mariano Croce, Anastasios Karantounias, Stephen Raymond and Lukas Schmid, from Federal Reserve Bank of Atlanta (2017)
Keywords: innovation; R&D investment; endogenous growth; government debt; labor tax; subsidy; profit tax

Overconfidence, Subjective Perception, and Pricing Behavior,
Pierpaolo Benigno and Anastasios Karantounias, from Federal Reserve Bank of Atlanta (2017)
Keywords: overconfidence; imperfect common knowledge; information acquisition; inflation volatility