Search Results

Economists, Incentives, Judgment, and Empirical Work,
David Colander, from Kiel Institute for the World Economy (IfW Kiel) (2008)
Keywords: Incentives, empirical work, econometrics, methodology, cointegration, VAR

Managing Chile's Macroeconomy during and after the Copper Price Boom,
Luiz de Mello, from OECD Publishing (2008)
Keywords: Chile, Chili, fiscal policy, monetary policy, pension reform, politique budgétaire, politique monétaire, réforme des pensions

Monetary policy and bank distress: an integrated micro-macro approach,
Ferre De Graeve and Thomas Kick, from Deutsche Bundesbank (2008)
Keywords: Stress testing, bank distress, monetary policy

An empirical model of international and domestic food inflation,
Javier Gómez-Pineda, from Banco de la Republica (2008)
Keywords: Food ination, International food ination.

Should We Trust the Empirical Evidence from Present Value Models of the Current Account?,
Benoît Mercereau and Jacques Alain Miniane, from Kiel Institute for the World Economy (IfW Kiel) (2008)
Keywords: Current account, present value model, model evaluation

Asset Prices, Debt Constraints and Inefficiency,
Pietro Reichlin and Gaetano Bloise, from C.E.P.R. Discussion Papers (2008)
Keywords: Constrained inefficiency; Default; Private debt; Solvency constraints; Asset prices; Cass criterion

Oil Price Shocks, Rigidities and the Conduct of Monetary Policy: Some Lessons from a New Keynesian Perspective,
Romain Duval and Lukas Vogel, from OECD Publishing (2008)
Keywords: DSGE model, modèle DSGE, monetary policy, oil price shocks, politique monétaire, price stickiness, real wage rigidity, rigidité des prix, rigidité des salaires réels

The Term Structure of Inflation Expectations,
Mikhail Chernov and Philippe Mueller, from C.E.P.R. Discussion Papers (2008)
Keywords: inflation; Macro-finance term structure model; Monetary policy; Survey forecasts

Israel 1983: A Bout of Unpleasant Monetarist Arithmetic,
Thomas Sargent and Joseph Zeira, from C.E.P.R. Discussion Papers (2008)
Keywords: inflation; Inflation tax; Public debt; Rational expectations

Modeling Expectations with Noncausal Autoregressions,
Markku Lanne and Pentti Saikkonen, from University Library of Munich, Germany (2008)
Keywords: Noncausal autoregression; expectations; inflation persistence

The Spectral Representation of Markov-Switching Arma Models,
Beatrice Pataracchia, from Department of Economics, University of Siena (2008)
Keywords: Multivariate ARMA models; Regime-switching models; Markov switching models; Frequency Domain

Design Limits in Regime-Switching Cases,
Beatrice Pataracchia, from Department of Economics, University of Siena (2008)
Keywords: Design Limits, Stabilization policy, Regime switching, Model Uncertainty

Inflation Dynamics with Search Frictions: A Structural Econometric Analysis,
López-Salido, J David, Michael Krause and Thomas Lubik, from C.E.P.R. Discussion Papers (2008)
Keywords: Phillips curve; Bayesian estimation; Marginal costs; Labour market frictions

Business cycle evidence on firm entry,
Vivien Lewis, from Deutsche Bundesbank (2008)
Keywords: firm entry, business cycles, VAR

Insiders-Outsiders, Transparency and the Value of the Ticker,
Thierry Foucault and Giovanni Cespa, from C.E.P.R. Discussion Papers (2008)
Keywords: Hirshleifer effect; Market data sales; Price discovery; transparency

The Forgotten History of Domestic Debt,
Carmen Reinhart and Kenneth Rogoff, from National Bureau of Economic Research, Inc (2008)

Pass-Through in Retail and Wholesale,
Emi Nakamura, from National Bureau of Economic Research, Inc (2008)

A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment,
Stephen Hall, George Hondroyiannis, P.A.V.B. Swamy and George Tavlas, from Division of Economics, School of Business, University of Leicester (2008)
Keywords: Money demand; VEC, time varying coefficient estimation; Euro area

Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices,
Stefan Gerlach and Katrin Assenmacher, from C.E.P.R. Discussion Papers (2008)
Keywords: Asset prices; Monetary policy; Panel var

Simple Wald tests of the fractional integration parameter: an overview of new results,
Laura Mayoral, from Universidad Carlos III de Madrid. Departamento de Economía (2008)
Keywords: Fractional processes

Adaptive microfoundations for emergent macroeconomics,
Edoardo Gaffeo, Domenico Delli Gatti, Saul Desiderio and Mauro Gallegati, from Department of Economics, University of Trento, Italia (2008)
Keywords: Microfoundations of macroeconomics, Agent-based economics, Adaptive behavior

Nonfundamental Representations of the Relation between Technology Shocks and Hours Worked,
Matteo Barigozzi and Marco Capasso, from Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy (2008)
Keywords: technology, hours worked, factor models

Production Stages and the Transmission of Technological Progress,
Louis Phaneuf and Nooman Rebei, from CIRPEE (2008)
Keywords: Business Cycles, Production Stages, Technological Change, Nominal Rigidities

Central bank institutional structure and effective central banking: cross-country empirical evidence,
Iftekhar Hasan and Loretta Mester, from Federal Reserve Bank of Philadelphia (2008)
Keywords: Banks and banking, Central

Frontiers of real-time data analysis,
Dean Croushore, from Federal Reserve Bank of Philadelphia (2008)
Keywords: Macroeconomics

Modeling the monetary policy reaction function of the colombian central bank,
Jesus Otero and Manuel Ramirez, from Universidad del Rosario (2008)
Keywords: Monetary policy reaction function, Ordered Probit model, Central Bank independence, Colombia

Global Business Cycles: Convergence or Decoupling?,
Ayhan Kose, Christopher Otrok and Eswar Prasad, from Institute of Labor Economics (IZA) (2008)
Keywords: macroeconomic fluctuations, business cycles, convergence, decoupling, globalization

Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey,
Hakan Berument, Nukhet Dogan and Aysıt Tansel, from Institute of Labor Economics (IZA) (2008)
Keywords: unemployment by economic activity, macroeconomic policy shocks

Optimal monetary policy under sudden stops,
Vasco Cúrdia, from Federal Reserve Bank of New York (2008)
Keywords: Monetary policy; International finance; Macroeconomics; Foreign exchange rates; Inflation targeting

Globalization and inflation dynamics: the impact of increased competition,
Argia Sbordone, from Federal Reserve Bank of New York (2008)
Keywords: Deflation (Finance); Price levels; Competition; Inflation (Finance)

Do expectations matter? The Great Moderation revisited,
Fabio Canova and Luca Gambetti, from Department of Economics and Business, Universitat Pompeu Fabra (2009)
Keywords: Indeterminacy, Expectations, Term structure, Structural VARs, Sunspot

Pricing-to-market, trade costs, and international relative prices,
Andrew Atkeson and Ariel Burstein, from Federal Reserve Bank of Minneapolis (2008)
Keywords: Purchasing power parity

Optimal fiscal and monetary policy: equivalence results,
Isabel Correia, Juan Pablo Nicolini and Pedro Teles, from Federal Reserve Bank of Minneapolis (2008)
Keywords: Monetary policy; Fiscal policy

Technology capital and the U.S. current account,
Ellen McGrattan and Edward Prescott, from Federal Reserve Bank of Minneapolis (2009)
Keywords: International finance; Technology - Economic aspects

Coin sizes and payments in commodity money systems,
Angela Redish and Warren Weber, from Federal Reserve Bank of Minneapolis (2008)
Keywords: Coinage

Monetary and Fiscal Policy Efficiency and Coordination in an Open-Economy General Equilibrium Model with Three Production Sectors,
Gilbert Koenig and Irem Zeyneloglu, from Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2008)
Keywords: Stabilization, international policy cooperation, monetary policy, fiscal policy.

The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained,
José García Solanes and Fernando Torrejón-Flores, from Kiel Institute for the World Economy (IfW Kiel) (2008)
Keywords: Balassa-Samuelson effect, bootstrapping techniques, cross-sectional dependence, economic development, exchange rate systems

The financial turmoil of 2007-?: a preliminary assessment and some policy considerations,
Claudio Borio, from Bank for International Settlements (2008)
Keywords: financial turmoil, risk, liquidity, prudential regulation, accounting, ratings, monetary policy

Estimating fundamental cross-section dispersion from fixed event forecasts,
Jonas Dovern and Ulrich Fritsche, from University of Hamburg, Department of Socioeconomics (2008)
Keywords: survey data, dispersion, disagreement, fixed event forecasts

Smart Forward Shooting,
Manoj Atolia and Edward Buffie, from Department of Economics, Florida State University (2008)
Keywords: forward shooting, automated programs, global saddle path

Oil and the U.S. macroeconomy: an update and a simple forecasting exercise,
Kevin Kliesen, from Federal Reserve Bank of St. Louis (2008)
Keywords: Petroleum products - Prices; Economic conditions

Can the Facts of UK Inflation Persistence be Explained by Nominal Rigidity?,
David Meenagh, A. Patrick Minford, Eric Nowell, Prakriti Sofat and Naveen Srinivasan, from Cardiff University, Cardiff Business School, Economics Section (2010)
Keywords: inflation persistence; New Keynesian; New Classical; nominal rigidity; monetary regime shifts

Persuasion and Limited Communication,
Itai Sher, from UCLA Department of Economics (2008)

Tax competition among U.S. states: racing to the bottom or riding on a seesaw?,
Bob Chirinko and Daniel Wilson, from Federal Reserve Bank of San Francisco (2007)
Keywords: Taxation; state finances

Exchange rates, optimal debt composition, and hedging in small open economies,
Jose M. Berrospide, from Board of Governors of the Federal Reserve System (U.S.) (2008)
Keywords: Foreign exchange rates; Hedging (Finance)

Emerging market business cycles revisited: learning about the trend,
Emine Boz, Christian Daude and C. Bora Durdu, from Board of Governors of the Federal Reserve System (U.S.) (2008)
Keywords: Business cycles; Emerging markets

Do differences in financial development explain the global pattern of current account imbalances?,
Joseph Gruber and Steven B. Kamin, from Board of Governors of the Federal Reserve System (U.S.) (2008)
Keywords: Balance of payments; Financial markets

Money and competing assets under private information,
Guillaume Rocheteau, from Federal Reserve Bank of Cleveland (2008)
Keywords: Money; Monetary policy

How should central banks define price stability?,
Mark Wynne, from Federal Reserve Bank of Dallas (2008)
Keywords: Inflation (Finance); Financial stability; Price indexes; Monetary policy

Accounting for persistence and volatility of good-level real exchange rates: the role of sticky information,
Mario Crucini, Mototsugu Shintani and Takayuki Tsuruga, from Federal Reserve Bank of Dallas (2008)

Country portfolios in open economy macro models,
Michael Devereux and Alan Sutherland, from Federal Reserve Bank of Dallas (2008)

Globalization and monetary policy: an introduction,
Enrique Martínez García, from Federal Reserve Bank of Dallas (2008)
Keywords: Monetary policy; Equilibrium (Economics); Globalization; Macroeconomics; International finance; Mathematical models

Vehicle currency,
Michael Devereux and Shouyong Shi, from Federal Reserve Bank of Dallas (2008)

The Monetary Policy Decision-Making Process and the Term Structure of Interest Rates,
Hans Dillén, from Sveriges Riksbank (Central Bank of Sweden) (2008)
Keywords: The term structure of interest rates; interest rate stepping; policy gap; calendar time effects; hump-shaped responses

Unemployment and Real Exchange Rate Dynamics in Latin American Economies,
Raimundo Soto, from Instituto de Economia. Pontificia Universidad Católica de Chile. (2008)
Keywords: Real exchange rate, unemployment, general equilibrium, misalignmen

Inflation-Targeting in Sub-Saharan Africa: Why Now? Why at All?,
Terry McKinley, from International Policy Centre for Inclusive Growth (2008)
Keywords: Sub-Saharan Africa, Inflation

Monetary Policy Effects in Developing Countries with Minimum Wages,
Kodama Masahiro, from Institute of Developing Economies, Japan External Trade Organization(JETRO) (2008)
Keywords: Monetary policy,Sticky wage,Business cycles,Developing countries,Minimum wages,金融政策,硬直賃金,景気,発展途上国,最低賃金

Does Membership in International Organizations Increase Governments' Credibility? Testing the Effects of Delegating Powers,
Axel Dreher and Stefan Voigt, from KOF Swiss Economic Institute, ETH Zurich (2008)
Keywords: Delegation of Competence, Credibility, Dilemma of the Strong State, International Organizations

Demography, Financial Openness, National Savings and External Balance,
Michael Graff, Kam Ki Tang and Jie Zhang, from KOF Swiss Economic Institute, ETH Zurich (2008)

Too Many Cooks? Committees in Monetary Policy,
Helge Berger and Volker Nitsch, from KOF Swiss Economic Institute, ETH Zurich (2008)
Keywords: Central bank design, Monetary policy committee, Central bank board, Central bank council, Governance, Inflation

The International Monetary (Non-)Order and the 'Global Capital Flows Paradox',
Jörg Bibow, from Levy Economics Institute (2008)