Search Results

Macroeconomic Determinants of MIR Rate: Evidence from the Euro area,
Dimitris Anastasiou, from University Library of Munich, Germany (2017)
Keywords: MIR rate; Interest margin; DOLS estimation; Euro area; European Central Bank.

A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables,
Jean-Bernard Chatelain and Kirsten Ralf, from University Library of Munich, Germany (2017)
Keywords: Ramsey optimal policy, Stackelberg dynamic game, algorithm, forcing variables, augmented linear quadratic regulator.

The Bitcoin price formation: Beyond the fundamental sources,
Jamal Bouoiyour and Refk Selmi, from HAL (2017)
Keywords: determinants,correlation,Bayesian quantile regression ,Bitcoin price

Should Unconventional Monetary Policies Become Conventional?,
Pau Rabanal and Dominic Quint, from Society for Economic Dynamics (2017)

Changing Business Cycle Dynamics in the US: The Role of Women's Employment,
Stefania Albanesi, from Society for Economic Dynamics (2017)

Subsidising car purchases in the euro area: any spill-over on production?,
Joan Paredes, from European Central Bank (2017)
Keywords: automotive industry, Bayesian GVAR, fiscal policy, production, spill-overs

Confounding Dynamics,
Todd Walker and Giacomo Rondina, from Society for Economic Dynamics (2017)

The Puzzle, the Power, and the Dark Side: Forward Guidance Redux,
Florin Bilbiie, from C.E.P.R. Discussion Papers (2017)
Keywords: Heterogenous households; Forward guidance

Europe vs. the U.S. A New Look at the Syndicated Loan Pricing Puzzle,
Aurore Burietz, Kim Oosterlinck and Ariane Szafarz, from ULB -- Universite Libre de Bruxelles (2017)
Keywords: Pricing puzzle; Syndicated loan; Rating; Europe; U.S.

Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime Switching Approach,
Christopher Otrok, Andrew Foerster, Alessandro Rebucci and Gianluca Benigno, from Society for Economic Dynamics (2017)

Liquidity Policies and Systemic Risk,
Tobias Adrian and Nina Boyarchenko, from C.E.P.R. Discussion Papers (2017)
Keywords: Liquidity regulation; Systemic risk; Dsge; Financial intermediation

Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach,
Yves Achdou, Jiequn Han, Jean-Michel Lasry, Pierre-Louis Lions and Benjamin Moll, from National Bureau of Economic Research, Inc (2017)

Credit Growth and the Financial Crisis: A New Narrative,
Stefania Albanesi, Giacomo De Giorgi and Jaromir Nosal, from National Bureau of Economic Research, Inc (2017)

Household Finance in China,
Russell Cooper and Guozhong Zhu, from National Bureau of Economic Research, Inc (2017)

Credit crunches, asset prices, and technological change,
Luis Araujo, Qingqing Cao, Raoul Minetti and Pierluigi Murro, from CERBE Center for Relationship Banking and Economics (2018)
Keywords: Credit Crunch, Technological Change, Collateral

Measuring monetary policy and its impact on the bond market of an emerging economy,
Rudra Sensarma and Indranil Bhattacharyya, from University Library of Munich, Germany (2015)
Keywords: Term structure, yield curve, monetary policy, SVAR

Ambiguity, Monetary Policy and Trend Inflation,
Francesca Monti and Riccardo M. Masolo, from Society for Economic Dynamics (2017)

The Cyclicality of International Public Sector Borrowing in Developing Countries: Does the Lender Matter?,
Ugo Panizza and Arturo Galindo, from C.E.P.R. Discussion Papers (2017)
Keywords: International financial institutions; Fiscal policy; International government debt; Capital flows

Short and Long Run Uncertainty,
Jose Maria Barrero, Nicholas Bloom and Ian Wright, from National Bureau of Economic Research, Inc (2017)

Leaning Against the Wind: The Role of Different Assumptions About the Costs,
Lars Svensson, from C.E.P.R. Discussion Papers (2017)
Keywords: Monetary policy; Financial stability; Macroprudential policy; Financial crises

Political Aspects of Household Debt,
Yk Kim and Mark Setterfield Gilberto Tadeu Lima, from University of São Paulo (FEA-USP) (2017)
Keywords: Consumer debt; employment rent; cost of job loss; bargaining power; income distribution; growth; stability.

Political Distribution Risk and Aggregate Fluctuations,
Thorsten Drautzburg, Jesus Fernandez-Villaverde and Pablo Guerron, from Federal Reserve Bank of Philadelphia (2017)
Keywords: Political redistribution risk; bargaining shocks; aggregate fluctuations; partial filter; historical narrative

Do Phillips Curves Conditionally Help to Forecast Inflation?,
Michael Dotsey, Shigeru Fujita and Tom Stark, from Federal Reserve Bank of Philadelphia (2017)
Keywords: Phillips curve; unemployment gap; conditional predictive ability

Leverage and Deepening Business Cycle Skewness,
Ivan Petrella, Henrik Jensen, Søren Hove Ravn and Emiliano Santoro, from C.E.P.R. Discussion Papers (2017)
Keywords: Credit constraints; Business cycles; Skewness; Deleveraging

Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices,
Elie Bouri, Rangan Gupta, Amine Lahiani and Muhammad Shahbaz, from University of Pretoria, Department of Economics (2017)
Keywords: Cointegration, Asymmetry, Nonlinearity, Quantile Dependence, Bitcoin, Commodity, Gold

Is the balance of payments constrained growth rate time-varying? Exchange rate over valuation, policy-induced recessions, deindustrialization, and long run growth,
Mark Setterfield and Selen Ozcelik, from New School for Social Research, Department of Economics (2017)
Keywords: Exchange rate, policy-induced recession, deindustrialization, balance-ofpayments-constrained growth, path dependence

Political Aspects of Household Debt,
Yk Kim, Gilberto Lima and Mark Setterfield, from New School for Social Research, Department of Economics (2017)
Keywords: Consumer debt, employment rent, cost of job loss, bargaining power, income distribution, growth, stability

The Treasury Market Practices Group: creation and early initiatives,
Kenneth Garbade and Frank M. Keane, from Federal Reserve Bank of New York (2017)
Keywords: Treasury Market Practices Group; behavioral norms; fails charge; dealer time; margin

Deepening integration for economic diversification in North and Central Asia,
Richard Pomfret, Tiziana Bonapace and Hiroaki Ogawa, from United Nations Economic and Social Commission for Asia and the Pacific (ESCAP) (2017)

How does governance affect fiscal management? Evidence from Asian-Pacific countries,
Steve Gui-Diby and Oliver Paddison, from United Nations Economic and Social Commission for Asia and the Pacific (ESCAP) (2017)

Burning money? Government lending in a credit crunch,
Jose-Luis Peydro, Gabriel Jimenez, Rafael Repullo and Jesús Saurina, from Department of Economics and Business, Universitat Pompeu Fabra (2019)
Keywords: Adverse selection; state-owned banks; credit crunch; real effects of public credit; crowding-in.

Fiscal Federalism, Fiscal Reform, and Economic Growth in China,
Alexander McQuoid, Yi Ding and Cem Karayalcin, from United States Naval Academy Department of Economics (2017)

Financialization in Commodity Markets,
Varadarajan Chari and Lawrence Christiano, from Federal Reserve Bank of Minneapolis (2017)
Keywords: Futures market returns; Open interest; Net financial flows; Spot price volatility

Aggregate Recruiting Intensity,
Alessandro Gavazza, Simon Mongey and Giovanni L. Violante, from Federal Reserve Bank of Minneapolis (2017)
Keywords: Recruiting intensity; Unemployment; Macroeconomic shocks; Vacancies; Aggregate matching efficiency; Firm dynamics

Precautionary Saving with Changing Income Ambiguity,
Atsushi Kajii and Jingyi Xue, from Singapore Management University, School of Economics (2016)
Keywords: Precautionary Saving; Smooth Ambiguity; Increasing Ambiguity; Risk Comonotonicity; Informativeness

REAL-TIME PARAMETERIZED EXPECTATIONS AND THE EFFECTS OF GOVERNMENT SPENDING,
Brecht Boone and Ewoud Quaghebeur, from Ghent University, Faculty of Economics and Business Administration (2017)
Keywords: Non-linear learning, Parameterized expectations, Fiscal policy, Time-varying multipliers

Changes in the Liquidity Effect Over Time: Evidence from Four Monetary Policy Regimes,
Dawid J. van Lill, from Economic Research Southern Africa (2017)
Keywords: business analysis, central bank, Financial Accounting, Firms and Development, Impact Evaluation, Monetary Policy, Policy, Time Series Analysis

The Credibility of Commitment and Optimal Nonlinear Savings Taxation,
Jang-Ting Guo and Alan Krause, from University of California at Riverside, Department of Economics (2017)
Keywords: Savings Taxation; Commitment; Multi-Dimensional Screening.

Stigma of Sexual Violence and Women's Decision to Work,
Tanika Chakraborty, Anirban Mukherjee, Swapnika Reddy Rachapalli and Sarani Saha, from Institute of Labor Economics (IZA) (2017)
Keywords: labor force participation, crime against women, stigma cost

Smoking and the Business Cycle: Evidence from Germany,
Micha Kaiser, Mirjam Reutter, Alfonso Sousa-Poza and Kristina Strohmaier, from Institute of Labor Economics (IZA) (2017)
Keywords: unemployment, smoking, business cycle

Should the Rich Be Taxed More? The Fiscal Inequality Coefficient,
John Hatgioannides, Marika Karanassou and Hector Sala, from Institute of Labor Economics (IZA) (2017)
Keywords: effective income tax rate, inequality, progressive income taxation, fiscal policy, fiscal inequality coefficient

Navigating monetary policy trade-offs: some conceptual and practical considerations for Asia-Pacific economies,
Hamza Malik and Vatcharin Sirimaneetham, from United Nations Economic and Social Commission for Asia and the Pacific (ESCAP) (2016)

Fiscal stance and fiscal sustainability in Asia and the Pacific,
Daniel Jeongdae Lee, from United Nations Economic and Social Commission for Asia and the Pacific (ESCAP) (2017)

The Contribution of Educated Workers to Firms' Efficiency Gains The Key Role of the Proximity to Frontier,
Vincent Vandenberghe, from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2017)
Keywords: Efficiency growth, Highly-educated workers, Frontier Firms, Proximity to frontier

Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach,
Afees Salisu and Ahamuefula Ogbonna, from Centre for Econometric and Allied Research, University of Ibadan (2017)
Keywords: OECD countries, ADL-MIDAS, Inflation forecasts, Forecast evaluation

Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity,
Afees Salisu and Kazeem Isah, from Centre for Econometric and Allied Research, University of Ibadan (2017)
Keywords: OECD, Phillips curve, Asymmetries, Inflation forecasts, Forecast evaluation

Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey among professional forecasters,
Jörg Döpke, Ulrich Fritsche and Gabi Waldhof, from The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2017)
Keywords: Forecast error evaluation, questionnaire, survey, business cycle forecast, professional forecaster

Can We Identify the Fed's Preferences?,
Jean-Bernard Chatelain and Kirsten Ralf, from HAL (2017)
Keywords: Ramsey optimal policy,zero-credibility policy,Identification,Central bank preferences,New-Keynesian Phillips curve,Working capital channel

Negative interest rates in Switzerland: what have we learned?,
Jean-Pierre Danthine, from HAL (2017)
Keywords: negative interest rates,paper currency hoarding,safe haven currency

Is the Recent Low Oil Price Attributable to the Shale Revolution?,
Cheolbeom Park and Erdenebat Bataa, from Institute of Economic Research, Korea University (2017)
Keywords: Oil market, structural breaks, U.S. shale revolution

The Cyclicality of International Public Sector Borrowing in Developing Countries: Does the Lender Matter?,
Arturo Galindo and Ugo Panizza, from Economics Section, The Graduate Institute of International Studies (2017)
Keywords: International Government Debt; Capital Flows, Fiscal Policy; International Financial Institutions

A Low Inflation Surprise for U.S. Monetary Policy: a presentation at AMCOT 2017 Conference, Nashville, Tenn. August 7, 2017,
James Bullard, from Federal Reserve Bank of St. Louis (2017)

Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis,
Feng Dong and Yi Wen, from Federal Reserve Bank of St. Louis (2017)
Keywords: Liquidity Shortage; Resaleability Constraint; Information Asymmetry; Flight to Liquidity; Flight to Quality; Financial Crisis; Unconventional Policy.

Debt and Stabilization Policy: Evidence from a Euro Area FAVAR,
Laura E. Jackson, Michael Owyang and Sarah Zubairy, from Federal Reserve Bank of St. Louis (2017)
Keywords: Government spending; monetary policy; European Monetary Union; debt

Optimal Ramsey Capital Income Taxation —A Reappraisal,
YiLi Chien and Yi Wen, from Federal Reserve Bank of St. Louis (2017)
Keywords: Optimal Capital Taxation; Ramsey Problem; incomplete markets

Money, Banking and Financial Markets,
David Andolfatto, Aleksander Berentsen and Fernando Martin, from Federal Reserve Bank of St. Louis (2017)
Keywords: Federal Reserve Bank of St. Louis; Economic Research; Money; Banks; Financial markets; Lender-of-last-resort; Bank runs

Labour market resilience: The role of structural and macroeconomic policies,
Alexander Hijzen, Andreas Kappeler, Mathilde Pak and Cyrille Schwellnus, from OECD Publishing (2017)
Keywords: fiscal policy, labour market policy, politiques budgétaires, politiques du marché de travail, resilience, résilience

Calibrating Macroprudential Policy to Forecasts of Financial Stability,
Scott Brave and Jose Lopez, from Federal Reserve Bank of San Francisco (2018)

Adoption of a New Payment System: Theory and Experimental Evidence,
Jasmina Arifovic, John Duffy and Janet Hua Jiang, from University of California-Irvine, Department of Economics (2017)
Keywords: Payment methods; Network effects; E-money; Experimental economics.

Eurace Open: An agent-based multi-country model,
Marco Petrovic, Bulent Ozel, Andrea Teglio, Marco Raberto and Silvano Cincotti, from Economics Department, Universitat Jaume I, Castellón (Spain) (2017)
Keywords: Agent-based multi-country model, migration, integration, monetary union, monetary policy, fiscal policy

Relational Contracts, the Cost of Enforcing Formal Contracts, and Capital Structure Choice - Theory and Evidence,
Matthias Fahn, Valeria Merlo and Georg Wamser, from Department of Economics, Johannes Kepler University Linz, Austria (2017)

Leverage and Deepening. Business Cycle Skewness,
Henrik Jensen, Ivan Petrella, Soeren Hove Ravn and Emiliano Santoro, from University of Copenhagen. Department of Economics (2017)
Keywords: Credit constraints, business cycles, skewness, deleveraging

Unemployment: The Silent Epidemic,
Pavlina Tcherneva, from Levy Economics Institute (2017)
Keywords: Unemployment; Epidemic; Mortality; Morbidity; Health; Scarring Effects; Crime; Family; Job Guarantee; Labor Market Dynamics; Involuntary Job Loss; Prevention

Tri-Cycles Analysis on Bank Performance: Panel VAR Approach,
Denny Irawan and Febrio Kacaribu, from LPEM, Faculty of Economics and Business, University of Indonesia (2017)
Keywords: Business Cycle Risk — Credit Cycle — Bank Lending — Financial Risk

Job Search Behavior among the Employed and Non-Employed,
Jason Faberman, Andreas Mueller, Aysegul Sahin and Giorgio Topa, from Institute of Labor Economics (IZA) (2017)
Keywords: wage dispersion, search effort, on-the-job search, unemployment, job search

Job Search Behavior among the Employed and Non-Employed,
Jason Faberman, Andreas Mueller, Aysegul Sahin and Giorgio Topa, from National Bureau of Economic Research, Inc (2017)

The impact of Monetary Policy Announcements and Political Events on the Exchange Rate: The Case of South Africa,
Amos Peters and Trust Mpofu, from Economic Research Southern Africa (2017)
Keywords: capital market, Case Study, Monetary Policy, South Africa

The Timing of Mass Layoff Episodes: Evidence from U.S. Microdata,
Alison E. Weingarden, from Board of Governors of the Federal Reserve System (U.S.) (2017)
Keywords: Downsizing; Employment adjustment costs