Search Results

The Macroeconomic and Social Investment Outlook for Children in Eastern and Southern Africa,
Matthew Cummins, from University Library of Munich, Germany (2019)
Keywords: Population growth Income Poverty Social development Economic growth Income inequality Employment Working poverty Youth unemployment Inflation Consumer price index Expenditure Revenue Debt Borrowing Official development assistance Social sector spending Human capital investment Budget execution

Central Banks, Systemic Risk and Financial Sector Structural Reform,
Saule T. Omarova and Cornell Library, from Center for Open Science (2018)

Specific Human Capital and Real Wage Cyclicality: An Application to Postgraduate Wage Premium,
Ran Gu, from University Library of Munich, Germany (2019)
Keywords: specific human capital, real wage cyclicality, postgraduates, wage premium, contracts, search

Contagion in Dealer Networks,
Jean-Sebastien Fontaine and Adrian Walton, from Bank of Canada (2020)
Keywords: Financial markets; Market structure and pricing; Payment clearing and settlement systems

Reconstructing The Past: The Measurement Of Aggregate Product,
Stefano Fenoaltea, from University Library of Munich, Germany (2020)
Keywords: measurement, historical national accounts

Tracing value-added and double counting in sales of foreign affiliates and domestic-owned companies,
Sébastien Miroudot and Ming Ye, from University Library of Munich, Germany (2018)
Keywords: inter-country input-output, value-added decomposition, global value chains, foreign affiliates

Non-linear exchange rate pass-through to euro area inflation: a local projection approach,
Roberta Colavecchio and Ieva Rubene, from European Central Bank (2020)
Keywords: exchange rate pass-through, inflation, local projections, non-linearities

Macroeconomic Determinants of Housing Prices: A Cross Country Level Analysis,
Sabyasachi Tripathi, from University Library of Munich, Germany (2019)
Keywords: Real house prices, macroeconomy, random effect models, cross countries

Heterogeneous effects of unconventional monetary policy on bond yields across the euro area,
İshak Demir, Burak A. Eroglu and Secil Yildirim-Karaman, from University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF) (2021)
Keywords: unconventional monetary policy, risk-mutualization, cross-country difference, sovereign bond yields, ECB, EMU

The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision,
Nuno Cassola, Christoffer Kok and Francesco Mongelli, from University of Milano-Bicocca, Department of Economics (2019)
Keywords: European Central Bank, monetary policy, banking union, banking supervision, financial stability, systemic risks, macroprudential policies, decision-making process

Nowcasting East German GDP growth: A MIDAS approach,
João C. Claudio, Katja Heinisch and Oliver Holtemöller, from Halle Institute for Economic Research (IWH) (2019)
Keywords: business surveys, East Germany, MIDAS model, nowcasting

ICT and productivity growth within value chains,
Chuan Liu and Marianne Saam, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2019)
Keywords: ICT, economic growth, productivity, value chains, growth accounting

The long-run information effect of central bank communication,
Stephen Hansen, Michael McMahon and Matthew Tong, from European Central Bank (2020)
Keywords: communication, machine learning, monetary policy

Asset Prices and Unemployment Fluctuations,
Patrick Kehoe, Pierlauro Lopez, Virgiliu Midrigan and Elena Pastorino, from National Bureau of Economic Research, Inc (2019)

A Simplified Model of How Macroeconomic Changes Affect the Federal Budget: Working Paper 2020-01,
Nathaniel Frentz, Jaeger Nelson, Dan Ready and John Seliski, from Congressional Budget Office (2020)

Modeling Azerbaijan’s Inflation and Output Using a Factor-Augmented Vector Autoregressive (FAVAR) Model,
Vugar Rahimov, Nijat Guliyev and Vugar Ahmadov, from Economics Section, The Graduate Institute of International Studies (2020)

Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place,
Martin Hodula, from Czech National Bank (2019)
Keywords: Interactions, monetary policy, shadow banking, traditional banking

Should Monetary Policy Target Financial Stability?,
William Chen and Gregory Phelan, from Department of Economics, Williams College (2020)
Keywords: Monetary policy, Leaning against the wind, Financial stability, Macroeconomic instability, Banks, Liquidity.

Institutional and Other Determinants of the Net Interest Margin of US and European Banks in a Low Interest Rate Environment,
Petr Hanzlík and Petr Teply, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020)
Keywords: banks, bank-based market, capital-based market interest rates, institutional design, net interest margin, profitability, system GMM

Reassessment of the Fiscal Multiplier in Developing Countries: Regime-Switching Model,
Michal Hlaváček, Ilgar Ismayilov and Ayaz Zeynalov, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2020)
Keywords: Fiscal multiplier, developing countries, regime-switching, the panel threshold vector autoregression model

Macroprudential and monetary policy rules in a model with collateral constraints,
Piotr Żoch, from GRAPE Group for Research in Applied Economics (2019)
Keywords: discounted collateral constraint, financial friction, macroprudential policy

Sticky Prices and Costly Credit,
Liang Wang, Randall Wright and Lucy Qian Liu, from University of Hawaii at Manoa, Department of Economics (2020)
Keywords: Money, Credit, Inflation, Price Dispersion, Sticky Prices

Q-factors and Investment CAPM,
Lu Zhang, from Ohio State University, Charles A. Dice Center for Research in Financial Economics (2019)

The case for reform of the RBA's policy and communication strategy,
Bruce Preston, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
Keywords: Monetary policy, central bank communication, transparency, accountability

International Reserves, Exchange Rate Differences and the CNB’s Financial Result,
Igor Ljubaj, from The Croatian National Bank, Croatia (2020)
Keywords: international reserves, CNB, financial result, exchange rate differences, financial independence

The Long-Run Effects of Monetary Policy,
Oscar Jorda, Sanjay Singh and Alan Taylor, from Federal Reserve Bank of San Francisco (2020)
Keywords: monetary policy; money neutrality; hysteresis; trilemma; instrumental variables; local projections

Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions,
Andrea Carriero, Todd Clark and Massimiliano Marcellino, from Federal Reserve Bank of Cleveland (2020)
Keywords: downside risk; forecasting; asymmetries

Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve,
Ales Bulir and Jan Vlcek, from Czech National Bank (2019)
Keywords: Monetary transmission, yield curve

The impact of the ECB’s targeted long-term refinancing operations on banks’ lending policies: the role of competition,
Desislava Andreeva and Miguel Garcia-Posada, from European Central Bank (2020)
Keywords: competition, lending policies, TLTROs, unconventional monetary policy

Quality of Employment and Employment Protection. Effects of Employment Protection on Temporary and Permanent Employment,
Philip Arestis, Jesus Ferreiro and Carmen Gómez, from ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro (2020)
Keywords: Employment protection legislation, employment, unemployment

The use of BVARs in the analysis of emerging economies,
Angel Estrada, Luis Guirola, Iván Kataryniuk and Jaime Martinez-Martin, from Banco de España (2020)
Keywords: structural analysis, vector autoregressions, bayesian estimation, sign restrictions

Debt sustainability and fiscal space in a heterogeneous Monetary Union: normal times vs the zero lower bound,
Javier Andrés, Pablo Burriel and Wenyi Shen, from Banco de España (2020)
Keywords: fiscal sustainability, sovereign debt default risk, monetary union

A Human Capital Theory of Structural Transformation,
Max Gillman, from The Center for Economic Research and Graduate Education - Economics Institute, Prague (2019)
Keywords: human capital intensity; sectoral allocation; labor shares; productivity; technological change; neoclassical; optimal growth model

Granger Predictability of Oil Prices after the Great Recession,
Szilard Benk and Max Gillman, from The Center for Economic Research and Graduate Education - Economics Institute, Prague (2019)
Keywords: oil price shocks; Granger predictability; monetary base; M1 Divisia; Swaps; inflation;

Is Monetary Policy Gender Neutral? Evidence from the Stock Market,
Caterina Forti Grazzini and Chi Hyun Kim, from DIW Berlin, German Institute for Economic Research (2020)
Keywords: Monetary policy, gender, stock market participation, portfolio choices

Proyección de la Inflación en Chile con Métodos de Machine Learning,
Felipe Leal, Carlos Molina and Eduardo Zilberman, from Central Bank of Chile (2020)

Unequal Political Business Cycles: Inequality, Policy Uncertainty and the Macroeconomy,
Alvaro Aguirre, from Central Bank of Chile (2020)

Welfare Effects of Fiscal Procyclicality: Public Insurance with Heterogeneous Agents,
Alvaro Aguirre, from Central Bank of Chile (2020)

Price Rigidity and the Granular Origins of Aggregate Fluctuations,
Ernesto Pasten, Raphael Schoenle and Michael Weber, from Central Bank of Chile (2020)

The Financial Channels of Labor Rigidities: Evidence from Portugal,
Ettore Panetti and Edoardo Maria Acabbi, from Banco de Portugal, Economics and Research Department (2019)

Trends and cycles under changing economic conditions,
Cláudia Duarte, José Maria and Sharmin Sazedj, from Banco de Portugal, Economics and Research Department (2019)

Was the Expansion of Housing Credit in Japan Good or Bad?,
Charles Horioka and Yoko Niimi, from Asian Growth Research Institute (2020)
Keywords: Homeownership, Housing credit, Housing loans, Mortgages, Household debt, Household liabilities, D14, E21, R21

Health, wealth, and informality over the life cycle,
Julien Albertini, Xavier Fairise and Anthony Terriau, from Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2020)
Keywords: Health, Wealth, Life cycle, Informality

New paradigms and old promises: central banks and the market for sovereign debt in the interwar period,
Juan Flores Zendejas, David Lopez Soto and David Sanchez Amador, from University of Geneva, Paul Bairoch Institute of Economic History (2020)
Keywords: Money doctors, Central banking, Great depression, Sovereign debt

A Doubly Corrected Robust Variance Estimator for Linear GMM,
Jungbin Hwang, Byunghoon Kang and Seojeong Lee, from School of Economics, The University of New South Wales (2019)
Keywords: generalized method of moments; finite-sample correction; standard error; misspecification

Prospects and Challenges for the US Economy: 2020 and Beyond,
Dimitri Papadimitriou, Michalis Nikiforos and Gennaro Zezza, from Levy Economics Institute (2020)

The Empirics of Canadian Government Securities Yields,
Tanweer Akram and Anupam Das, from Levy Economics Institute (2020)
Keywords: Canadian Government Bond Yields; Long-Term Interest Rate; Short-Term Interest Rate; Monetary Policy; Cointegration; Granger Causality

Capital Income Taxation with Housing,
Makoto Nakajima, from Federal Reserve Bank of Philadelphia (2020)
Keywords: Incomplete Markets; Capital Income Taxation; Heterogeneous Agents; Overlapping Generations; Housing; Life Cycle; Optimal Taxation

Monetary Policy, rational confidence, and Neo- Fisherian depressions,
Lucio Gobbi, Ronny Mazzocchi and Roberto Tamborini, from Department of Economics and Management (2019)
Keywords: conventional monetary policy, Neo-Fisherian theory, formation of inflation expectations, monetary policy at the zero lower bound

Economic Growth and Public Debt: An Experimental Approach in Search of a Confidence Channel,
Luigi Mittone and Matteo Tomaselli, from Department of Economics and Management (2019)
Keywords: experimental macroeconomics, public debt, economic growth, expectations, intertemporal choices, public-good games, fiscal audits

An Index of African Monetary Integration (IAMI),
Samba Diop and Simplice Asongu, from European Xtramile Centre of African Studies (EXCAS) (2020)
Keywords: Monetary Integration; Currency Unions; Economic Communities; Africa

On the Simultaneous Openness Hypothesis: FDI, Trade and TFP Dynamics in Sub-Saharan Africa,
Simplice Asongu, Joseph Nnanna and Paul Acha-Anyi, from European Xtramile Centre of African Studies (EXCAS) (2020)
Keywords: Productivity; Foreign Investment; Sub-Saharan Africa

Monetary Policy Normalization: Low Interest Rates and the New Normal,
Patrick T. Harker, from Federal Reserve Bank of Philadelphia (2020)
Keywords: monetary policy

Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry,
Kyle Herkenhoff and Gajendran Raveendranathan, from Institute of Labor Economics (IZA) (2019)
Keywords: welfare costs of monopoly, consumer credit, competition, welfare

Macroprudential Policy in Asian Economies,
Soyoung Kim, from Asian Development Bank (2019)
Keywords: credit; macroprudential policy; monetary policy; output; vector autoregression

Debt and Depth of Recessions,
Donghyun Park, Kwanho Shin and Shu Tian, from Asian Development Bank (2019)
Keywords: business cycle; corporate debt; fiscal space; government debt; household debt; private debt; recessions

Financial Shocks and Exchange Market Pressure,
Ila Patnaik and Madhavi Pundit, from Asian Development Bank (2019)
Keywords: capital flows; exchange market pressure; financial shock; international trade and finance; macroeconomics; taper tantrum

Fiscal Space and Increasing Fiscal Resilience,
Joshua Aizenman, Yothin Jinjarak, Hien Thi Kim Nguyen and Donghyun Park, from Asian Development Bank (2019)
Keywords: cross-country analysis; fiscal cyclicality; public debt

The Illusions of Calculating Total Factor Productivity and Testing Growth Models: From Cobb–Douglas to Solow and Romer,
Jesus Felipe and John McCombie, from Asian Development Bank (2019)
Keywords: accounting identity; Cobb–Douglas; dual TFP; growth accounting; primal TFP; production function; Romer; Solow

The real effects of loan-to-value limits: Empirical evidence from Korea,
Victor Pontines, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
Keywords: Macroprudential Policy, Limits on Loan-to-Value, Monetary Policy, Sign Restrictions, Impulse Response, Forecast Error Variance Decomposition

From Micro to Macro: A Note on the Analysis of Aggregate Productivity Dynamics Using Firm-Level Data,
Daniel Dias, from Banco de Portugal, Economics and Research Department (2019)

Bank performance in Europe and the US: a divergence in market-to-book ratios,
Mathieu Simoens and Rudi Vander Vennet, from Ghent University, Faculty of Economics and Business Administration (2019)
Keywords: market-to-book ratio, European banks, US banks, franchise value, bank performance

Macroprudential policy and its impact on the Credit Cycle,
Selien De Schryder and Frederic Opitz, from Ghent University, Faculty of Economics and Business Administration (2019)
Keywords: Macroprudential policy, Effectiveness, State dependency

Secular Stagnation, Financial Frictions, and Land Prices,
Zhifeng Cai, from Rutgers University, Department of Economics (2020)
Keywords: Secular Stagnation, Steady-State Multiplicity, Financial Frictions, House Prices

Optimal fiscal policy without commitment: Revisiting Lucas-Stokey,
Davide Debortoli, Ricardo Nunes and Pierre Yared, from Department of Economics and Business, Universitat Pompeu Fabra (2020)
Keywords: Public debt, optimal taxation, fiscal policy

Understanding the size of the government spending multiplier: It’s in the sign,
Régis Barnichon, Davide Debortoli and Christian Matthes, from Department of Economics and Business, Universitat Pompeu Fabra (2020)
Keywords: Public debt, optimal taxation, fiscal policy

From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts,
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan, from Department of Economics and Business, Universitat Pompeu Fabra (2019)
Keywords: Survey of professional forecasters, density forecasts, forecast combination, predictive density, probability integral transform, uncertainty, real-time.