Macroéconomie: working papers (RePEc, 13/12/2010)

Source : NEP (New Economics Papers) | RePEc

  • Monetary Policy in the presence of Informal Labour Markets
Date: 2010-09
By: Paul Castillo (Banco Central de Reserva del Perú)
Carlos Montoro (Banco Central de Reserva del Perú and Bank for International Settlements)
URL: http://d.repec.org/n?u=RePEc:rbp:wpaper:2010-009&r=mac
Keywords: Monetary Policy, New Keynesian Model, Informal Economy, Labour Market Frictions.
JEL: E32
  • Inflation risk premia in the US and the euro area
Date: 2010-12
By: Peter Hördahl (Bank for International Settlements, Centralbahnplatz 2, CH-4002, Basel, Switzerland.)
Oreste Tristani (European Central Bank, DG Research, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)
URL: http://d.repec.org/n?u=RePEc:ecb:ecbwps:20101270&r=mac
Keywords: Term structure of interest rates, inflation risk premia, central bank credibility.
  • How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
Date: 2010-09
By: Jaromír Baxa (Institute of Economic Studies, Charles University, Prague and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Prague)
Roman Horvath (Czech National Bank and Institute of Economic Studies, Charles University, Prague)
Borek Vasicek (Departament d’Economia Aplicada, Universitat Autonoma de Barcelona)
URL: http://d.repec.org/n?u=RePEc:uab:wprdea:wpdea1007&r=mac
Keywords: Taylor rule, inflation targeting, monetary policy, time-varying parameter model,endogenous regressors.
JEL: E43
  • Nominal Rigidities and News-Driven Business Cycles in a Medium-Scale DSGE Economy
Date: 2010-12
By: NUTAHARA Kengo
URL: http://d.repec.org/n?u=RePEc:eti:dpaper:10061&r=mac
  • Los Mecanismos de Transmisión de la Política Monetaria en Perú
Date: 2010
By: Paul Castillo B. (Banco Central de Reserva del Perú)
Fernando Peréz F. (Banco Central de Reserva del Perú)
Vicente Tuesta R. (Prima AFP y CENTRUM Católica.)
URL: http://d.repec.org/n?u=RePEc:rbp:wpaper:2010-013&r=mac
Keywords: Mercado Interbancario, Mecanismo de transmisión, Choques Monetarios, Choques Externos.
JEL: E51
  • Interest rate effects of demographic changes in a New-Keynesian life-cycle framework
Date: 2010-12
By: Engin Kara (Economics Department, University of Bristol, 8 Woodland Road, BS8 1TN, Bristol.)
Leopold von Thadden (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)
URL: http://d.repec.org/n?u=RePEc:ecb:ecbwps:20101273&r=mac
Keywords: Demographic change, Monetary policy, DSGE modelling.
  • Fiscal Policy and Economic Stability:Does PIGS stand for Procyclicality In Government.
Date: 2010-12-02
By: Peter Claeys (Universitat de Barcelona,)
Alessandro Maravalle (University of the Basque Country,)
URL: http://d.repec.org/n?u=RePEc:ehu:dfaeii:201011&r=mac
Keywords: RBC, current account, small open economy, fiscal rule, spending
JEL: E32
  • Asset Prices and Monetary Policy in a Sticky-Price Economy with Financial Frictions
Date: 2010-12
By: NUTAHARA Kengo
URL: http://d.repec.org/n?u=RePEc:eti:dpaper:10060&r=mac
A recent study shows that equilibrium indeterminacy arises if monetary policy responds to asset prices, especially share prices, in a sticky-price economy. We show that equilibrium indeterminacy never arise if the working capital of firms is subject to their asset values by financial frictions.
  • Recent Developments in Monetary Policy
Date: 2010-12
By: Peter Howells (University of the West of England, Bristol)
Iris Biefang Frisancho-Mariscal (University of the West of England, Bristol)
URL: http://d.repec.org/n?u=RePEc:uwe:wpaper:1017&r=mac
Keywords: Monetary policy, quantity theory, Phillips curve
JEL: E4
  • World Food Prices and Monetary Policy
Date: 2010-12
By: Luis Catão
Roberto Chang
URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:16563&r=mac
JEL: E5
  • On monetary policy and stock market anomalies
Date: 2010-11
By: Alexandros Kontonikas
Alexandros Kostakis
URL: http://d.repec.org/n?u=RePEc:gla:glaewp:2010_29&r=mac
Keywords: Monetary policy, Federal funds rate, Market anomalies, Credit channel, Risk premia
JEL: E44
  • Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour
Date: 2010-11
By: António Afonso
Manuel M. F. Martins
URL: http://d.repec.org/n?u=RePEc:ise:isegwp:wp232010&r=mac
Keywords: yield curve, fiscal policy, financial markets.
JEL: E43
  • The choice of adopting inflation targeting in emerging economies: Do domestic institutions matter?
Date: 2010
By: Yannick Lucotte (LEO – Laboratoire d’économie d’Orleans – CNRS : UMR6221 – Université d’Orléans)
URL: http://d.repec.org/n?u=RePEc:hal:journl:hal-00539713_v1&r=mac
Keywords: Inflation targeting; central bank independence; financial development; political institutions; emerging countries
  • Monetary policy, capital inflows and the housing boom
Date: 2010-11-29
By: Sa, Filipa (Trinity College, University of Cambridge; IZA)
Wieladek, Tomasz (Bank of England)
URL: http://d.repec.org/n?u=RePEc:boe:boeewp:0405&r=mac
Keywords: house prices; capital inflows; monetary policy
JEL: E50
  • « The Central Bank ‘Printing Press’: Boon or Bane? Remedies for High Unemployment and Fears of Fiscal Crisis »
Date: 2010-12
By: Greg Hannsgen
Dimitri B. Papadimitriou
URL: http://d.repec.org/n?u=RePEc:lev:wrkpap:wp_640&r=mac
Keywords: Budget Deficit; Federal Debt; Debt Tolerances
JEL: E00
  • The Long-Run Impact of Inflation in South Africa
Date: 2010-12
By: Kafayat Amusa (Department of Economics, University of Pretoria and South African Treasury, Pretoria, South Africa)
Rangan Gupta (Department of Economics, University of Pretoria)
Shaakira Karaolia (Department of Economics, University of Pretoria and South African Treasury, Pretoria, South Africa)
Beatrice D. Simo Kengne (Department of Economics, University of Pretoria and South African Treasury, Pretoria, South Africa)
URL: http://d.repec.org/n?u=RePEc:pre:wpaper:201029&r=mac
Keywords: money neutrality, structural vector autoregression
JEL: E5
  • Going for broke: New Century Financial Corporation, 2004-2006
Date: 2010-09
By: Landier, Augustin
Sraer, David
Thesmar, David
URL: http://d.repec.org/n?u=RePEc:ide:wpaper:23653&r=mac
  • The Indian Exchange Rate and Central Bank Action: A GARCH Analysis
Date: 2010
By: Ashima Goyal
Sanchit Arora (Indira Gandhi Institute of Development Research)
URL: http://d.repec.org/n?u=RePEc:eab:macroe:2358&r=mac
Keywords: exchange rate volatility, monetary policy, intervention, communication, GARCH
JEL: E52
  • A country-risk approach to the business cycle. With an application to Argentina
Date: 2010-11
By: Jorge Avila
URL: http://d.repec.org/n?u=RePEc:cem:doctra:435&r=mac
JEL: E32
  • Deep habits and the macroeconomic effects of government debt
Date: 2010
By: Aloui, Rym
URL: http://d.repec.org/n?u=RePEc:zbw:bubdp1:201022&r=mac
Keywords: Wealth Effects,Fiscal Policy,Public Debt Shock,Deep Habits,Overlapping Generations,Monopolistic Competition
JEL: E63
  • Reinforcing EU Governance in Times of Crisis: The Commission Proposals and beyond
Date: 2010
By: Ansgar Belke
URL: http://d.repec.org/n?u=RePEc:diw:diwwpp:dp1082&r=mac
Keywords: EU governance, European Council, European Financial Stability Facility, European Monetary Fund, policy coordination, scoreboard, Stability and Growth Pact
JEL: E61
  • Expectativas Inflacionárias e Inflação Implícita no Mercado Brasileiro
Date: 2010-11
By: Flávio de Freitas Val
Claudio Henrique da Silveira Barbedo
Marcelo Verdini Maia
URL: http://d.repec.org/n?u=RePEc:bcb:wpaper:225&r=mac
  • The Effects Of Monetary Policy Shocks In Peru: Semi-Structural Identification Using A Factor-Augmented Vector Autoregressive Model
Date: 2010-08
By: Erick Lahura (Central Bank of Peru and LSE)
URL: http://d.repec.org/n?u=RePEc:rbp:wpaper:2010-008&r=mac
Keywords: VAR, FAVAR, Monetary Policy, Semi-Structural Identification.
JEL: C32
  • The Wage-Productivity Gap Revisited: Is the Labour Share Neutral to Employment?
Date: 2010-07
By: Marika Karanassou (School of Economics and Finance, Queen Mary, University of London)
Hector Sala Lorda (Departament d’Economia Aplicada, Universitat Autonoma de Barcelona)
URL: http://d.repec.org/n?u=RePEc:uab:wprdea:wpdea1006&r=mac
Keywords: Wages, productivity, labour income share, employment.
JEL: E24
  • Scarring Recessions and Credit Constraints: Evidence from Colombian Firm Dynamics
Date: 2010-08-31
By: Marcela Eslava
Arturo Galindo
Marc Hofstetter
Alejandro Izquierdo
URL: http://d.repec.org/n?u=RePEc:col:000089:007711&r=mac
  • Canadian Monetary Policy: Lessons from the Crisis
Date: 2010-01
By: Angelo Melino (University of Toronto; The Rimini Centre for Economic Analysis (RCEA))
URL: http://d.repec.org/n?u=RePEc:rim:rimpre:04_10&r=mac
  • Peru: Drivers of De-dollarization
Date: 2010-11
By: Mercedes García-Escribano (International Monetary Fund)
URL: http://d.repec.org/n?u=RePEc:rbp:wpaper:2010-011&r=mac
Keywords: Dollarization; de-dollarization; monetary policy
JEL: E50
  • A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector
Date: 2010-11
By: Francisco Vazquez
Benjamin M. Tabak
Marcos Souto
URL: http://d.repec.org/n?u=RePEc:bcb:wpaper:226&r=mac
  • The Option Of Last Resort: A Two-Currency Emu
Date: 2010-11
By: Arghyrou, Michael G (Cardiff Business School)
Tsoukalas, John D.
URL: http://d.repec.org/n?u=RePEc:cdf:wpaper:2010/14&r=mac
Keywords: euro; two-currency EMU
JEL: E44
  • A Simple Model of the Relationship Between Productivity, Saving and the Current Account
Date: 2010-11-23
By: Jean-Marc Fournier
Isabell Koske
URL: http://d.repec.org/n?u=RePEc:oec:ecoaaa:816-en&r=mac
Keywords: productivity, current account adjustment, saving, productivité, épargne, ajustement de la balance courante
JEL: E21
  • Remittances and Financial Openness
Date: 2010-11-30
By: Michel Beine (CREA, University of Luxembourg and CES-Ifo)
Elisabetta Lodigiani (CREA, University of Luxembourg and Centro Studi Luca d’Agliano)
Robert Vermuelen (CREA, University of Luxembourg and Maastricht University)
URL: http://d.repec.org/n?u=RePEc:csl:devewp:299&r=mac
Keywords: remittances, nancial openness, government policy
JEL: E60
  • Analysing Alternative Policy Response to High Oil Prices, Using an Energy Integrated CGE Microsimulation Approach for South Africa
Date: 2010
By: Albert Touna Mama
Jacques Ewoudou
URL: http://d.repec.org/n?u=RePEc:rza:wpaper:199&r=mac
Keywords: Borrowing constraints; Mortgage loans; Consumer search
JEL: E21
  • Inequality and Economic Growth in China: pre and post-reform periods
Date: 2010-09
By: W.Adrian Risso
Edgar J. Sanchez Carrera
URL: http://d.repec.org/n?u=RePEc:usi:wpaper:600&r=mac
Keywords: Cointegration; Economic Growth; Gini Coe¢ cient.
JEL: E62
  • The political cost of reforms
Date: 2010-01
By: Alessandra Bonfiglioli
Gino Gancia
URL: http://d.repec.org/n?u=RePEc:upf:upfgen:1250&r=mac
Keywords: Elections, Reforms, Asymmetric Information, Uncertainty.
JEL: E6

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