Search Results

Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods,
Sanjay Sehgal, Priyanshi Gupta and Florent Deisting, from University Library of Munich, Germany (2014)
Keywords: EMU, Global Financial crisis, Eurozone Debt Crisis, Stock Market integration, Time-varying financial integration, Beta Convergence, Sigma Convergence, Variance Ratio, Asymmetric DCC, Rolling Cointegration, Carhart four factor model, Markov Regime Switching Model

Fiscal targets. A guide to forecasters?,
Pérez-Quirós, Gabriel, Pérez, Javier J and Joan Paredes, from C.E.P.R. Discussion Papers (2015)
Keywords: Fiscal policy; Forecasting; Policy credibility

Unemployment and Inflation in Ireland: 1926-2012,
Stefan Gerlach, Reamonn Lydon and Rebecca Stuart, from C.E.P.R. Discussion Papers (2015)
Keywords: Ireland; Historical statistics; inflation; Unemployment; Import prices

GDP-Employment Decoupling and the Productivity Puzzle in Germany,
Sabine Klinger and Enzo Weber, from University of Regensburg, Department of Economics (2015)
Keywords: decoupling; productivity puzzle; unobserved components; time-varying coefficient; Verdoorn´s law

Robust Permanent Income in General Equilibrium,
Yulei Luo, Jun Nie and Eric Young, from University Library of Munich, Germany (2015)
Keywords: Robustness, Model Uncertainty, Precautionary Savings, the Permanent Income Hypothesis, Low Interest Rates, Consumption Inequality, General Equilibrium.

A contribution to the analysis of historical economic fluctuations (1870-2010): filtering, spurious cycles and unobserved component modelling,
José Luis Cendejas Bueno, Félix-Fernando Muñoz and Nadia Fernández-de-Pinedo, from Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History) (2015)
Keywords: historical business cycles; spectral analysis; unobserved component models; Maddison’s time series.

Innovation budgeting over the business cycle and innovation performance,
Martin Hud and Christian Rammer, from ZEW - Leibniz Centre for European Economic Research (2015)

Designing a simple loss function for the Fed: does the dual mandate make sense?,
Davide Debortoli, Jinill Kim, Jesper Lindé and Ricardo Nunes, from Federal Reserve Bank of Boston (2015)
Keywords: central banks’ objectives; simple loss function; monetary policy design; Smets-Wouters model

Vanishing procyclicality of productivity?: industry evidence,
J. Christina Wang, from Federal Reserve Bank of Boston (2014)
Keywords: productivity; exporters; productivity premium; openness

Labor market polarization over the business cycle,
Christopher Foote and Richard W. Ryan, from Federal Reserve Bank of Boston (2014)

Government Debt and Economic Growth – Decomposing the Cause and Effect Relationship,
Vighneswara Swamy, from University Library of Munich, Germany (2015)
Keywords: Government Debt, economic growth, panel data, nonlinearity, country groupings

Government Debt and its Macroeconomic Determinants – An Empirical Investigation,
Vighneswara Swamy, from University Library of Munich, Germany (2015)
Keywords: Government Debt, economic growth, panel data, nonlinearity, country groupings

State-Dependent Pricing and Optimal Monetary Policy,
Denny Lie, from University of Sydney, School of Economics (2015)
Keywords: optimal monetary policy, state-dependent pricing, start-up problem, policy tradeoff, Ramsey policy, simple policy rule

Clearinghouse Loan Certificates as a Lender of Last Resort,
Christopher Hoag, from Trinity College, Department of Economics (2015)
Keywords: bank, lender of last resort, clearinghouse, loan certificates

The Beveridge Curve in the OECD Before and After the Crisis,
Sergio Destefanis and Giuseppe Mastromatteo, from CRISEI, University of Naples "Parthenope", Italy (2015)
Keywords: Unemployment, vacancies, capitalisation effect, creative destruction, labour-market institutions.

Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks,
Mark Holmes, Ana Iregui and Jesus Otero, from University of Waikato (2015)
Keywords: interest rate pass-through; asymmetries; M/TAR model

Aging and Deflation from a Fiscal Perspective,
Mitsuru Katagiri, Hideki Konishi and Kozo Ueda, from Waseda University, Faculty of Political Science and Economics (2014)
Keywords: Fiscal theory of the price level, Politico-economic equilibrium

Bangladesh Quarterly Economic Update June 2014,
Asian Development Bank (adb), Asian Development Bank (adb), Asian Development Bank (adb) and Asian Development Bank (adb), from Asian Development Bank (ADB) (2014)
Keywords: bangladesh economy, revenue collection, bangladesh economic growth, inflation, fiscal management, bangladesh macroeconomic updates, fiscal year 2014, bangladesh gdp growth estimates, bangladesh agriculture growth, bangladesh services sector growth, fy2014

The Eurosystem�s asset purchase programmes for monetary policy purposes,
Pietro Cova and Giuseppe Ferrero, from Bank of Italy, Economic Research and International Relations Area (2015)
Keywords: unconventional monetary policy, inflation, monetary policy transmission mechanism, asset purchase programme

Prosperity, sustainability and the measurement of wealth,
Kevin Mumford, from East Asian Bureau of Economic Research (2015)
Keywords: national wealth, capital stocks, measurement, prosperity

The natural yield curve: its concept and developments in Japan,
Kei Imakubo, Haruki Kojima and Jouchi Nakajima, from Bank of Japan (2015)
Keywords: Natural yield curve; Yield curve gap; Natural rate of interest; Interest rate gap

Quantitative and Qualitative Monetary Easing: Assessment of Its Effects in the Two Years since Its Introduction,
Monetary Affairs Department, from Bank of Japan (2015)
Keywords: Monetary policy; real interest rate; inflation expectations

War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I,
Konstantin Kholodilin, from DIW Berlin, German Institute for Economic Research (2015)
Keywords: housing rents, announcements, World War I, Berlin

Euro Area Government Bonds: Integration and Fragmentation during the Sovereign Debt Crisis,
Michael Ehrmann and Marcel Fratzscher, from DIW Berlin, German Institute for Economic Research (2015)
Keywords: Sovereign debt, European crisis, integration, fragmentation, contagion, policy, ECB, high-frequency data, identification

Technological Progress and Investment: A Non-Technical Survey,
Raouf Boucekkine and Bruno de Oliveira Cruz, from Aix-Marseille School of Economics, France (2015)
Keywords: Investment, Technological progress, Non-convex adjustment, irreversibility, Embodiment.

Bank risks, monetary shocks and the credit channel in Brazil: identification and evidence from panel data,
Julio Ramos-Tallada, from Banque de France (2015)
Keywords: Risks, Monetary policy transmission, Bank lending channel, Identification of supply shifts, Panel data, Brazil.

GDP per capita in advanced countries over the 20th century,
Antonin Bergeaud, Gilbert Cette and Rémy Lecat, from Banque de France (2015)
Keywords: GDP per capita, Productivity, convergence, technological change, global history.

Macroeconomic Uncertainty Indices for the Euro Area and Individual Member Countries,
Barbara Rossi and Tatevik Sekhposyan, from Barcelona School of Economics (2015)
Keywords: uncertainty, uncertainty index, survey of professional forecasters, Euro Area macroeconomy, spillovers

Identifying the Sources of Model Misspecification,
Atsushi Inoue, Chun-Huong Kuo and Barbara Rossi, from Barcelona School of Economics (2015)
Keywords: DSGE models, marginal likelihood, misspecification

Heterogeneous Consumers and Fiscal Policy Shocks,
Emily Anderson, Atsushi Inoue and Barbara Rossi, from Barcelona School of Economics (2015)

Managing Credit Bubbles,
Alberto Martin and Jaume Ventura, from Barcelona School of Economics (2015)
Keywords: Bubbles, credit, Business cycles, economic growth, financial frictions, pyramid schemes

Large Firm Dynamics and the Business Cycle,
Vasco Carvalho and Basile Grassi, from Barcelona School of Economics (2015)
Keywords: large firm dynamics, firm size distribution, random growth, aggregate fluctuations

Banking Sector Development and Household Saving in Emerging Eastern Europe,
Ramiz Rahmanov, from William Davidson Institute at the University of Michigan (2015)
Keywords: household saving, banking sector development, Eastern Europe

SOURCES OF EXCHANGE RATE FLUCTUATION IN VIETNAM: AN APPLICATION OF THE SVAR MODEL,
Phuong Nguyen Van, from William Davidson Institute at the University of Michigan (2015)
Keywords: The State Bank of Vietnam, the exchange rate, unit root test, SVAR.

Financial intermediation and economic growth,
Leyla Yusifzada and Aytan Mammadova, from William Davidson Institute at the University of Michigan (2015)
Keywords: Financial intermediaries, financial development, economic growth, financial depth, access to finance, efficiency, financial stability

Worker Reallocation Across Occupations: Confronting Data with Theory,
Etienne Lalé, from School of Economics, University of Bristol, UK (2016)
Keywords: Occupations, Reallocation, Wages, Equilibrium Search.

The Consumption, Income, and Wealth of the Poorest: Cross-Sectional Facts of Rural and Urban Sub-Saharan Africa for Macroeconomists,
Leandro de Magalhaes and Raul Santaeulalia-Llopis, from School of Economics, University of Bristol, UK (2015)

High versus Low Inflation: Implications for Price-Level Convergence,
Ege Yazgan and Hakan Yilmazkuday, from Florida International University, Department of Economics (2015)
Keywords: Price Convergence, Inflation Convergence, Micro-level Prices, Turkey

The Optimal Inflation Rate under Schumpeterian Growth,
Koki Oikawa and Kozo Ueda, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015)
Keywords: creative destruction, menu cost, new Keynesian, monetary policy

A history of contemporary post Keynesian SFC model,
Edwin Le Heron and Amine Marouane, from Groupe de Recherche en Economie Théorique et Appliquée (GREThA) (2015)
Keywords: SFC model, post Keynesian theory

EVALUATING FORECASTS OF A VECTOR OF VARIABLES: A GERMAN FORECASTING COMPETITION,
Hans Christian Müller-Dröge, Tara Sinclair and Herman Stekler, from The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2014)
Keywords: Mahalanobis Distance, forecasting competition, GDP components, German macroeconomic data

HOW DID THE FOMC VIEW THE GREAT RECESSION AS IT WAS HAPPENING?: EVALUATING THE MINUTES FROM FOMC MEETINGS, 2006-2010,
Herman Stekler and Hilary Symington, from The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2014)
Keywords: FOMC forecasts; forecast evaluation; uncertainty; Great Recession; textual analysis

Conducting Monetary Policy with a Large Balance Sheet: a speech at the 2015 U.S. Monetary Policy Forum, Sponsored by the University of Chicago Booth School of Business, New York, New York, February 27, 2015,
Stanley Fischer, from Board of Governors of the Federal Reserve System (U.S.) (2015)

Price setting in online markets: does IT click?,
Yuriy Gorodnichenko, Viacheslav Sheremirov and Oleksandr Talavera, from Federal Reserve Bank of Boston (2015)
Keywords: online markets; prices; price dispersion

Has Trend Inflation Shifted?: An Empirical Analysis with a Regime-Switching Model,
Sohei Kaihatsu and Jouchi Nakajima, from Bank of Japan (2015)
Keywords: Phillips curve; Regime-switching model; Trend inflation

Trade and Labor Market Dynamics: General Equilibrium Analysis of the China Trade Shock,
Lorenzo Caliendo, Maximiliano Dvorkin and Fernando Parro, from Federal Reserve Bank of St. Louis (2015)
Keywords: Labor market dynamics; international trade; migration; internal trade; economic geography; mobility frictions; trade costs; input-output linkages; China’s trade; welfare effects; general equilibrium; manufacturing employment

An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases,
John Kandrac and Bernd Schlusche, from Board of Governors of the Federal Reserve System (U.S.) (2015)
Keywords: Federal Reserve; LSAP; Monetary policy; QE; mortgage; mortgage-backed securities; prepayment rates

Inflation Expectations and Recovery from the Depression in 1933: Evidence from the Narrative Record,
Andrew Jalil and Gisela Rua, from Board of Governors of the Federal Reserve System (U.S.) (2015)
Keywords: Great Depression; inflation expectations; liquidity traps; narrative evidence; regime change

Credit-Market Sentiment and the Business Cycle,
David Lopez-Salido, Jeremy Stein and Egon Zakrajšek, from Board of Governors of the Federal Reserve System (U.S.) (2015)
Keywords: Business cycles; Credit-market sentiment; Financial stability

A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System,
Francesco Ferrante, from Board of Governors of the Federal Reserve System (U.S.) (2015)
Keywords: Bank Runs; Financial Frictions; Shadow Banking; Unconventional Monetary Policy

The Systematic Component of Monetary Policy in SVARs: An Agnostic Identification Procedure,
Jonas E. Arias, Dario Caldara and Juan F Rubio-Ramirez, from Board of Governors of the Federal Reserve System (U.S.) (2015)
Keywords: SVARs; Monetary policy shocks; Systematic component of monetary policy

Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation - Comment,
Jonas E. Arias, Guido Ascari, Nicola Branzoli and Efrem Castelnuovo, from Board of Governors of the Federal Reserve System (U.S.) (2014)
Keywords: Trend inflation; determinacy; monetary policy

Normalizing Monetary Policy: Prospects and Perspectives: a speech at the \"The New Normal Monetary Policy,\" a research conference sponsored by the Federal Reserve Bank of San Francisco, San Francisco, California, March 27, 2015,
Janet Yellen, from Board of Governors of the Federal Reserve System (U.S.) (2015)

Financial Intermediation, Leverage, and Macroeconomic Instability,
Gregory Phelan, from Department of Economics, Williams College (2016)
Keywords: Leverage, Macroeconomic Instability, Borrowing Constraints, Banks, Macroprudential Regulation, Financial Crises