Search Results

Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?,
Fatin Umirah and Abul Masih, from University Library of Munich, Germany (2017)
Keywords: Stock market, Dynamic link, MGARCH, Wavelet Coherence, Malaysia, FTSE Hijrah Shariah Stock Index

Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations,
Joseph Byrne, Marco Lorusso and Bing Xu, from Centre for Energy Economics Research and Policy, Heriot-Watt University (2017)
Keywords: Crude Oil Prices; Informational Frictions; Fundamentals; Expectations; Time-Varying Parameters

House prices and monetary policy in the euro area: evidence from structural VARs,
Andrea Nocera and Moreno Roma, from European Central Bank (2017)
Keywords: Bayesian vector autoregression, house prices, identified VARs, monetary policy, policy counterfactuals

Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument,
Vipul Bhatt, N Kishor and Hardik Marfatia, from University Library of Munich, Germany (2017)
Keywords: Consumption, Greenbook Forecast, Rule-of-Thumb, Weak Identification, Time-Varying Parameter Model

Russia’s banking sector in 2016,
Mikhail Khromov, from Gaidar Institute for Economic Policy (2017)
Keywords: Russian economy, banking sector, profit, capital, corporate loans, retail deposits

Russian industrial enterprises in 2016 (on business surveys’ findings),
Sergey Tsukhlo, from Gaidar Institute for Economic Policy (2017)
Keywords: Russian economy, industry

Episodes of financial deepening: credit booms or growth generators?,
Peter Rousseau and Paul Wachtel, from Vanderbilt University Department of Economics (2017)
Keywords: finance-growth nexus, Atlantic economies, financial deepening, financial crisis

Comment on: “when does a central bank’s balance sheet require fiscal support?” by Marco Del Negro and Christopher A. Sims,
Ricardo Reis, from London School of Economics and Political Science, LSE Library (2015)
Keywords: central bank capital; fiscal support; monetary policy

The macroeconomic impact of the ECB's expanded asset purchase programme (APP),
Luca Gambetti and Alberto Musso, from European Central Bank (2017)
Keywords: asset purchase programme, euro area, quantitative easing, time-varying VAR

Fixed investment in Russia in 2016,
Olga Izryadnova, from Gaidar Institute for Economic Policy (2017)
Keywords: Russian economy, fixed investment

An approach to the structural features of the socio-economic activity of a country based on a Social Accounting Matrix.Evidences and multiplier effects on distribution of income,
Susana Santos, from University Library of Munich, Germany (2017)
Keywords: Social Accounting Matrix; National Accounts; SAM-based approach; socio-economic structure; Input-Output Matrix; Income Distribution.

Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods,
Mariarosaria Comunale and Jonas Striaukas, from Bank of Lithuania (2017)
Keywords: Unconventional monetary policy, zero lower bound, shadow rates, natural interest rate, inflation

Understanding Monetary Policy Stance,
Rasa Stasiukynaite, from Bank of Lithuania (2017)
Keywords: monetary policy stance, Taylor rule, equilibrium real rate of interest, unconventional monetary policy, shadow rates

Impulse on the Aggregate Demand in Bolivia through the coordination of the Monetary and Fiscal Policy in crisis time,
Joab Valdivia Coria and Daney Valdivia Coria, from University Library of Munich, Germany (2017)
Keywords: Bayesian Estimation, Monetary Policy, Fiscal Policy, Dynamic Stochastic General Equilibrium Model (DSGE).

Russia’s Monetary Policy in 2016,
Alexandra Bozhechkova, Pavel Trunin, Alexander Knobel and Anna Kiyutsevskaya, from Gaidar Institute for Economic Policy (2017)
Keywords: Russian economy, monetary policy, money market, exchange rate, inflation, balance of payments

Finance, farms, and the Fed's early years,
Bruce Carlin and William Mann, from National Bureau of Economic Research, Inc (2017)

Reorganization or Liquidation: Bankruptcy Choice and Firm Dynamics,
P. Dean Corbae and Pablo D'Erasmo, from National Bureau of Economic Research, Inc (2017)

The Impact of Oil Price Changes in a New Keynesian Model of the U.S. Economy,
Francesca Rondina, from University of Ottawa, Department of Economics (2017)
Keywords: Oil Prices, Endogeneity, New Keynesian Model, Expectations

Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE approach,
Francis Leni Anguyo, Rangan Gupta and Kevin Kotze, from School of Economics, University of Cape Town (2017)

Bailouts, Moral Hazard and Banks’ Home Bias for Sovereign Debt,
Gaetano Gaballo and Ariel Zetlin-Jones, from European Stability Mechanism (2016)
Keywords: Bailout, Sovereign debt, Home bias, Time inconsistency, Commitment, Macroprudential regulation

FISCAL SURPRISES AT THE FOMC,
Dean Croushore and Simon van Norden, from Federal Reserve Bank of Philadelphia (2017)
Keywords: fiscal policy; deficits; forecasting; FOMC; Greenbook

Revisiting the Macroeconomic Effects of Labor Reallocation,
Emmanouil Gkiourkas, Theodore Panagiotidis, Gianluigi Pelloni, from Laurier Centre for Economic Research and Policy Analysis (2017)
Keywords: labor reallocation, unemployment, sectoral shifts

Austerity Measures: Do they avert solvency crises?,
Christos Shiamptanis, from Laurier Centre for Economic Research and Policy Analysis (2017)
Keywords: Austerity, Solvency Crisis, Fiscal Policy, Fiscal Limit, Default

A trendy approach to UK inflation dynamics,
Kristin Forbes, Lewis Kirkham and Konstantinos Theodoridis, from Monetary Policy Committee Unit, Bank of England (2017)
Keywords: UK; inflation; UCSV; exchange rate; slack; inflation expectations; monetary policy

Monetary Policy, Financial Frictions and Structural Changes: A Markov-Switching DSGE Approach,
Francis Anguyo, Rangan Gupta and Kevin Kotze, from University of Pretoria, Department of Economics (2017)
Keywords: Monetary policy, inflation-targeting, financial frictions, small open-economy, low income country, dynamic stochastic general equilibrium model, Bayesian estimation.

The profit rate and asset-price inflation in the Spanish economy,
Juan Pablo Mateo, from New School for Social Research, Department of Economics (2017)
Keywords: Profit rate, interest rates, Spain, Eurozone

La economía de PPK. Promesas y resultados: la distancia que los separa,
Waldo Mendoza and Erika Collantes, from Departamento de Economía - Pontificia Universidad Católica del Perú (2017)
Keywords: Economía peruana, Factores externos e internos, Pedro Pablo Kuczynski,Reformas estructurales, Peru

Monetary Aggregates and Monetary Policy in Peru,
Erick Lahura, from Banco Central de Reserva del Perú (2017)
Keywords: Bayesian Model Averaging, cointegration, Granger causality, monetary aggregates, monetary policy, real-time data, strong exogeneity

Propagación de Choques de Encaje en el Sistema Bancario Peruano,
Marco Vega and Joselin Chávez, from Banco Central de Reserva del Perú (2017)
Keywords: Crédito Bancario, Global VAR, Requerimientos de Encaje

The Dynamics of Investment Projects: Evidence from Peru,
Rocio Gondo Mori and Marco Vega, from Banco Central de Reserva del Perú (2017)
Keywords: Investment projects, panel logit, Competing Risks.

An empirical assessment of the Swedish Bullionist Controversy,
Nils Herger, from Swiss National Bank, Study Center Gerzensee (2017)

Casting Off: How Ottawa Can Maximize the Value of Canada’s Major Ports and Benefit Taxpayers,
Steven Robins, from C.D. Howe Institute (2017)
Keywords: Public Investments and Infrastructure

The Currency-Plus-Commodity Basket: A Proposal for Exchange Rates in Oil-exporting Countries to Accommodate Trade Shocks Automatically,
Jeffrey Frankel, from Economic Research Forum (2017)

Oil, Volatility and Institutions: Cross-Country Evidence From Major Oil Producers,
Kamiar Mohaddes, Amany El-Anshasy and Jeffrey Nugent, from Economic Research Forum (2017)

Fiscal- Monetary Interdependence and Exchange Rate Regimes in Oil Dependent Arab Economies,
Ibrahim Elbadawi, Mohamed Goaied and Moez Ben Tahar, from Economic Research Forum (2017)

The Political Economy of Macroeconomic Policy in Arab Resource- Rich Economies,
Adeel Malik, from Economic Research Forum (2017)

Banks' leverage Procyclicality: Does Currency Diversification Matter?,
Justine Pedrono and Aurélien Violon, from CEPII research center (2017)
Keywords: banks;procyclicality;exchange rate;diversification;balance sheet;financial cycle;financial intermediaries

Do Term Premiums Matter? Transmission via Exchange Rate Dynamics,
Mitsuru Katagiri and Koji Takahashi, from Bank of Japan (2017)
Keywords: Exchange Rate; Term Premium; Uncovered Interest Rate Parity

Arco: an artificial counterfactual approach for high-dimensional panel time-series data,
Carlos Carvalho, Ricardo Pereira Masini and Marcelo Medeiros, from FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) (2017)

Disagreement in inflation forecasts and inflation risk premia in Brazil,
Jonas Takayuki Doi, Marcelo Fernandes and Clemens V. de Azevedo Nunes, from FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil) (2017)

Unpleasant monetarist arithmetic: Macroprudential edition,
Jan Libich, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017)
Keywords: Macroprudential policy, monetary policy, strategic interactions, Game of Chicken, financial stability, exuberant credit, leaning against the wind, unpleasant monetarist arithmetic.

Post-Keynesian macroeconomics since the mid-1990s - main developments,
Eckhard Hein, from IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute (2017)
Keywords: post-Keynesian macroeconomics, heterodox vs. orthodox economics, pluralism in economics, distribution, money, finance, macroeconomics, macroeconomic policies

The comparative statics of effective demand,
Jochen Hartwig, from IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute (2017)
Keywords: Keynes, effective demand, D/Z model

Financial Cycles and fiscal multipliers,
Sebastian Gechert and Rafael Mentges, from IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute (2017)
Keywords: multiplier effects, fiscal policy, asset markets, credit markets

Stagnation policy in the Eurozone and economic policy alternatives,
Eckhard Hein, from IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute (2017)
Keywords: stagnation, stagnation policy, Eurozone, policy alternatives, Steindl

Opportunities and limits of rebalancing the Eurozone via wage policies,
Eckhard Hein and Achim Truger, from IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute (2017)
Keywords: Current account imbalances in the Eurozone, wage policies, distribution, exports, imports

The Role of nominal wages in trade and current account surpluses,
Gustav Horn, Fabian Lindner and Sabine Stephan, from IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute (2017)

The Size of Fiscal Multipliers and the Stance of Monetary Policy in Developing Economies,
Jair Ojeda-Joya and Oscar E. Guzman, from Institute of Empirical Economic Research, Osnabrueck University (2017)
Keywords: Fiscal Policy, Monetary Policy, Structural Vector Autoregression, Exchange Rate Regime, Panel VAR

The Effect of Public Debt on Growth in Multiple Regimes in the Presence of Long-Memory and Non-Stationary Debt Series,
Irina Syssoyeva-Masson and João Andrade, from Centre for Business and Economics Research (CeBER), University of Coimbra (2017)
Keywords: Public Debt, Growth, Long Memory, Stationary, Co-integration and Thresholds.

Current Growth, Inflation and Price Level Developments in the U.S.: a presentation at Keio University, Tokyo, Japan. May 26, 2017,
James Bullard, from Federal Reserve Bank of St. Louis (2017)

Optimal Taxes Under Private Information: The Role of the Inflation,
Pedro Gomis-Porqueras and Christopher Waller, from Federal Reserve Bank of St. Louis (2020)
Keywords: Fiat Money; Taxation; Private Information

Unemployment and Income-Distribution Effects of Economic Growth: A Minimum-Wage Analysis with Optimal Saving,
Richard Brecher and Till Gross, from Carleton University, Department of Economics (2017)
Keywords: Optimal growth, Minimum wage, Unskilled unemployment, Income distribution

A Price-Differentiation Model of the Interbank Market and Its Application to a Financial Crisis,
Kyungmin Kim, from Board of Governors of the Federal Reserve System (U.S.) (2017)
Keywords: Banking; Crisis; Interbank

Uncertainty and the Real Effects of Monetary Policy Shocks in the Euro Area,
Giovanni Pellegrino, from Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2017)
Keywords: Monetary policy shocks, Non-Linear Structural Vector Auto-Regressions, Interacted-VAR, Generalized Impulse Response Functions, uncertainty

Macroprudential Policy and Household Wealth Inequality,
Jean-François Carpantier, Javier Olivera and Philippe Van Kerm, from Luxembourg Institute of Socio-Economic Research (LISER) (2017)
Keywords: Macroprudential policiy; Wealth distribution; Household finance; LTV ratio; Inequality

Rural bank mergers/consolidations in the Philippines: a preliminary study,
Kashiwabara Chie, from Institute of Developing Economies, Japan External Trade Organization(JETRO) (2017)
Keywords: Rural credit,Banks,Monetary policy,Mergers,Consolidations,Rural banks,The banking sector,The Philippines

Time-varying mixed frequency forecasting: A real-time experiment,
Stefan Neuwirth, from KOF Swiss Economic Institute, ETH Zurich (2017)

Openness and Structural Labour Market Reforms: Counterfactuals for Lithuania,
Povilas Lastauskas and Julius Stakenas, from Bank of Lithuania (2016)
Keywords: Labour structural reforms, ex ante policy evaluation, global VAR, social model, spillovers

Aging, Informality and Public Policies in a Small Open Economy,
Daniel Baksa, Mihnea Constantinescu and Zsuzsa Munkacsi, from Bank of Lithuania (2016)
Keywords: population aging, public pension reforms, pay-as-you-go, fully funded, shadow economy, informal employment, small open-economy, overlapping generations

Unemployment or Credit: Who Holds The Potential? Results From a Small-Open Economy,
Mihnea Constantinescu and Anh Nguyen, from Bank of Lithuania (2017)
Keywords: Potential Output, Output Gap, Multivariate Unobserved Component, Kalman Filter, NAIRU, Real-Financial Cycle, Small-Open Economy

Investment-Specific Shocks, Business Cycles, and Asset Prices,
Giuliano Curatola, Michael Donadelli, Patrick Gruning and Christoph Meinerding, from Bank of Lithuania (2016)
Keywords: General Equilibrium Asset Pricing, Production Economy, Long-Run Risk, Investment-Specific Shocks, Wage Rigidities.

U.K. Monetary Policy under Inflation Targeting,
Anh Nguyen, from Bank of Lithuania (2017)
Keywords: Real-time data, Taylor rule, Forecasting, Impulse indicator saturation, Autometrics

Monetary Policy under Behavioral Expectations: Theory and Experiment,
Cars Hommes, Domenico Massaro and Matthias Weber, from Bank of Lithuania (2017)
Keywords: Experimental macroeconomics; Heterogeneous expectations; LtFE; Tradeoff inflation and output gap

Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare,
Michael Donadelli and Patrick Gruning, from Bank of Lithuania (2017)
Keywords: Endogenous growth, Asset pricing, Government, Fiscal policy, Heterogeneous innovation

Personal Bankruptcy, Bank Portfolio Choice and the Macroeconomy,
Egle Jakucionyte, from Bank of Lithuania (2017)
Keywords: Personal bankruptcy, household debt, housing, general equilibrium, bank portfolio choice

A composed error model decomposition and spatial analysis of local unemployment,
Jaime Cuéllar Martín, Ángel Martín-Román and Alfonso Moral, from University Library of Munich, Germany (2017)
Keywords: Unemployment, Local labor markets, Spatial dependence

Regional differences in the Okun’s Relationship: New Evidence for Spain (1980-2015),
Roberto Bande and Ángel Martín-Román, from University Library of Munich, Germany (2017)
Keywords: Okun’s Law, unemployment, GDP, Spanish regions.

Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks,
Wensheng Kang, Ronald Ratti and Joaquin Vespignani, from University of Tasmania, Tasmanian School of Business and Economics (2016)
Keywords: global, uncertainty shccks, monetary policy, FAVAR

The implications of liquidity expansion in China for the US dollar,
Wensheng Kang, Ronald Ratti and Joaquin Vespignani, from University of Tasmania, Tasmanian School of Business and Economics (2016)
Keywords: China’s liquidity, trade-weighted US dollar, forecasting US dollar exchange rate

The impact of oil price shocks on the US stock market: A note on the roles of the US and non-US oil production,
Wensheng Kang, Ronald Ratti and Joaquin Vespignani, from University of Tasmania, Tasmanian School of Business and Economics (2016)
Keywords: oil prices, stock returns, U.S. oil production