Macroéconomie: working papers (RePEc, 21/12/2010)

Source : NEP (New Economics Papers) | RePEc

  • Why don’t people pay attention? Endogenous Sticky Information in a DSGE Model
Date: 2010-07
By: Lena Dräger (University of Hamburg, Deutchland, and KOF Swiss Economic Institute, ETH Zurich, Switzerland)
URL: http://d.repec.org/n?u=RePEc:kof:wpskof:10-260&r=mac
Keywords: Endogenous sticky information, heterogeneous expectations, DSGE models
JEL: E31
  • Country Heterogeneity and Long-Run Determinants of Inflation in the Gulf Arab States
Date: 2010-12-09
By: Basher, Syed Abul
Elsamadisy, Elsayed Mousa
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27348&r=mac
Keywords: Inflation; Monetary policy; Fiscal policy; Exchange rates; Oil price; Panel data.
JEL: C32
  • Central banks’ macroeconomic projections and learning
Date: 2010-12
By: Giuseppe Ferrero (Bank of Italy, Economics and International Relations)
Alessandro Secchi (Bank of Italy, Economics and International Relations)
URL: http://d.repec.org/n?u=RePEc:bdi:wptemi:td_782_10&r=mac
Keywords: Monetary policy, Transparency, Interest rates, Learning, Speed of convergence
JEL: E58
  • « US ‘Quantitative Easing’ Is Fracturing the Global Economy »
Date: 2010-11
By: Michael Hudson
URL: http://d.repec.org/n?u=RePEc:lev:wrkpap:wp_639&r=mac
Keywords: Exchange Rates; Asset-price Inflation; Monetary Policy
JEL: E50
  • Assessing the Performance of Inflation Targeting in East Asian economies
Date: 2010
By: Hiroyuki Taguchi
Chizuru Kato (Policy Research Institute)
URL: http://d.repec.org/n?u=RePEc:eab:macroe:2421&r=mac
Keywords: inflation targeting framework, East Asian emerging market economy, money-inflation relationship, co-integration test, error correction estimation
JEL: E52
  • Fiscal discipline and economic growth – the case of Romania
Date: 2010-10-24
By: Dumitru, Ionut
Stanca, Razvan
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27300&r=mac
Keywords: structural budget balance; procyclicality of fiscal policy; fiscal discipline
JEL: E61
  • How Are Inflation Targets Set?
Date: 2010-10
By: Roman Horvath
Jakub Mateju
URL: http://d.repec.org/n?u=RePEc:cer:papers:wp426&r=mac
Keywords: inflation targeting; central bank; inflation; credibility; independence;
JEL: E31
  • Fiscal Consolidation with High Growth: A Policy Simulation Model for India
Date: 2010
By: Sudipto Mundle
N.R. Bhanumurthy
Surajit Das (National Institute of Public Finance and Policy)
URL: http://d.repec.org/n?u=RePEc:eab:macroe:2413&r=mac
Keywords: Macroeconomic Modelling, Policy Simulation, Fiscal Policy, India
JEL: C32
  • Quantitative Easing, Credibility and the Time-Varying Dynamics of the Term Structure of Interest rate in Japan
Date: 2010-12-05
By: Yusho Kagraoka (Musashi University – Musashi University)
Zakaria Moussa (GREQAM – Groupement de Recherche en Économie Quantitative d’Aix-Marseille – Université de la Méditerranée – Aix-Marseille II – Université Paul Cézanne – Aix-Marseille III – Ecole des Hautes Etudes en Sciences Sociales (EHESS) – CNRS : UMR6579)
URL: http://d.repec.org/n?u=RePEc:hal:wpaper:halshs-00543010_v1&r=mac
Keywords: Quantitative Easing Policy; Macro-finance model; Time-varying-parameter VAR; Japan; Expectation channel
  • The choice of adopting inflation targeting in emerging economies: Do domestic institutions matter?
Date: 2010-11
By: Lucotte, Yannick
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27118&r=mac
Keywords: Inflation targeting; central bank independence; financial development; political institutions; emerging countries
JEL: E58
  • Inflation Dynamics and Food Prices in Ethiopia
Date: 2010-12-09
By: Durevall, Dick (Department of Economics, School of Business, Economics and Law, Göteborg University)
Loening, Josef L. (World Bank)
Birru, Yohannes A. (National Bank of Ethiopia)
URL: http://d.repec.org/n?u=RePEc:hhs:gunwpe:0478&r=mac
Keywords: Ethiopia; Exchange rate; Food prices; Inflation; Money demand
JEL: E31
  • Price Setting Behaviour of Pakistani Firms: Evidence from Four Industrial Cities of Punjab
Date: 2010
By: Wasim Shahid Malik
Ahsan ul HaqSatti
Ghulam Saghir (Pakistan Institute of Development Economics)
URL: http://d.repec.org/n?u=RePEc:eab:macroe:2412&r=mac
Keywords: Price Setting Behaviour, Effectiveness of Monetary Policy, Wage and Price Contracts
JEL: E24
  • Real-time Inflation Forecast Densities from Ensemble Phillips Curves
Date: 2010-12
By: Anthony Garratt
James Mitchell
Shaun P. Vahey
Elizabeth C. Wakerly
URL: http://d.repec.org/n?u=RePEc:acb:camaaa:2010-34&r=mac
JEL: C32
  • Baby Busts and Baby Booms: The Fertility Response to Shocks in Dynastic Models
Date: 2010-12
By: Larry E. Jones
Alice Schoonbroodt
URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:16596&r=mac
JEL: E13
  • Indivisible Labor and the Business Cycle
Date: 2010-12-08
By: Gary Hansen
URL: http://d.repec.org/n?u=RePEc:cla:levarc:233&r=mac
  • Minimising monetary policy
Date: 2010-12
By: Peter Stella
URL: http://d.repec.org/n?u=RePEc:bis:biswps:330&r=mac
Keywords: monetary policy, central banking
  • Uma Nota sobre Erros de Previsão da Inflação de Curto Prazo
Date: 2010-11
By: Emanuel Kohlscheen
URL: http://d.repec.org/n?u=RePEc:bcb:wpaper:227&r=mac
  • The great diversification and its undoing
Date: 2010-01
By: Vasco Carvalho
Xavier Gabaix
URL: http://d.repec.org/n?u=RePEc:upf:upfgen:1208&r=mac
JEL: E32
  • On the Sustainability of a Monetary Union under External Shocks: a Theoretical Result and Its Application to the Gulf Countries
Date: 2010-12
By: Etienne Farvaque (Faculty of Economic and Social Sciences, University of Lille I)
Norimichi Matsueda (School of Economics, Kwansei Gakuin University)
URL: http://d.repec.org/n?u=RePEc:kgu:wpaper:66&r=mac
Keywords: Monetary Union, Optimum Currency Areas, External Shocks, Gulf Cooperation Council
JEL: E58
  • Investment, inflation and economic growth nexus
Date: 2010-04-21
By: Nasir, Iqbal
Saima, Nawaz
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27163&r=mac
Keywords: Investment; Inflation; Nonlinear; Pakistan
JEL: E31
  • Regional comovement in employment over the business cycle in Mexico
Date: 2010-12
By: Marcelo Delajara
URL: http://d.repec.org/n?u=RePEc:bdm:wpaper:2010-15&r=mac
Keywords: Employment, comovement, regions, Mexico.
JEL: E32
  • Fixed investment, household consumption, and economic growth : a structural vector error correction model (SVECM) study of Malaysia
Date: 2010-10-01
By: Abdul Karim, Zulkefly
Abdul Karim, Bakri
Ahmad, Riayati
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27146&r=mac
Keywords: Economic growth; fixed investment; consumption; SVECM
JEL: E22
  • Fiscal Decentralization and Macroeconomic Stability: Theory and Evidence from Pakistan
Date: 2010-12-02
By: Iqbal, Nasir
Nawaz, Saima
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27184&r=mac
Keywords: Fiscal Decentralization; Macroeconomic Stability; Pakistan
JEL: O11
  • Défiscalisation des heures supplémentaires: une perspective d’équilibre général.
Date: 2010
By: Matheron, J.
URL: http://d.repec.org/n?u=RePEc:bfr:banfra:304&r=mac
Keywords: Overtime de-taxation, general equilibrium
JEL: E13
  • A Conditionally Heteroskedastic Global Inflation Model
Date: 2010-11
By: Leonardo Morales-Arias
Guilherme V. Moura
URL: http://d.repec.org/n?u=RePEc:kie:kieliw:1666&r=mac
Keywords: Global inflation, conditional heteroskedasticity, inflation forecasting
JEL: E31
  • Wage and price joint dynamics at the firm level: an empirical analysis
Date: 2010
By: Horny, G.
Sevestre, P.
URL: http://d.repec.org/n?u=RePEc:bfr:banfra:305&r=mac
Keywords: wages, price stickiness, dynamic model, factor loadings.
JEL: E31
  • Capital Taxation During the U.S. Great Depression
Date: 2010-12
By: Ellen R. McGrattan
URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:16588&r=mac
JEL: E13
  • The impact of labor market entry conditions on initial job assignment, human capital accumulation, and wages
Date: 2010-12
By: Beatrice Brunner
Andreas Kuhn
URL: http://d.repec.org/n?u=RePEc:zur:iewwpx:520&r=mac
Keywords: Initial labor market conditions, endogenous labor market entry, initial job assignment, specific human capital
JEL: E3
  • Do Agency relations Mediate the Interactions between Firms’ Financial Policies and Business Cycles?
Date: 2010
By: Charles-Henri Reuter (LSF, Statec, ESCP Europe, CEROS)
URL: http://d.repec.org/n?u=RePEc:crf:wpaper:10-10&r=mac
Keywords: Agency theory, International capital structure, Business cycles, Ownership dispersion. Entrenchment, Managerial discretion, Institutional context.
  • Microeconometric evidence of financing frictions and innovative activity.
Date: 2010
By: Tiwari, Amaresh K. (Maastricht University)
URL: http://d.repec.org/n?u=RePEc:ner:maastr:urn:nbn:nl:ui:27-24562&r=mac
  • Europa en América: la modernidad y transformación urbana en Buenos Aires. Crítica y defensa.
Date: 2010-10-14
By: Amado, Raúl Oscar
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:26164&r=mac
Keywords: economic history; economic growth; political consolidation of the Argentine government; transport; trade; agriculture
JEL: E0
  • Convergence to monetary equilibrium: computational simulation of a trading post economy with transaction costs
Date: 2010-10-20
By: Hu, Xue
Whang, Yu-Jung
Zhang, Qiaoxi
URL: http://d.repec.org/n?u=RePEc:cdl:ucsdec:1679757&r=mac
Keywords: trading post
  • Model Structure and the Combined Welfare and Trade Effects of China’s Trade Related Policies
Date: 2010
By: Wang Yongzhong (Institute of World Economics and Politics)
URL: http://d.repec.org/n?u=RePEc:eab:tradew:2381&r=mac
Keywords: Effectiveness, Capital Mobility, International Reserves, Sterilization
JEL: E50
  • Local Versus Aggregate Lending Channels: The Effects Of Securitization On Corporate Credit Supply In Spain
Date: 2010-12
By: Gabriel Jiménez
Atif R. Mian
José-Luis Peydró
Jesús Saurina
URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:16595&r=mac
JEL: E44
  • Evolutionary Dynamics with Aggregate Shocks
Date: 2010-12-08
By: D. Fudenberg
C. Harris
URL: http://d.repec.org/n?u=RePEc:cla:levarc:496&r=mac
  • Business cycle effects on portfolio credit risk: A simple FX Adjustment for a factor model
Date: 2010-12-05
By: Sokolov, Yuri
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27222&r=mac
Keywords: exchange rate, factor modeling, competitiveness, credit risk, market risk
JEL: E30
  • The Current Financial and Economic Crisis: Empirical and Methodological Issues
Date: 2010-10-06
By: Strachman, Eduardo
Fucidji, José Ricardo
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27130&r=mac
Keywords: Economic Crisis; Financial Crisis; Post-Keynesian; Methodology; Macroeconomics; Economic Theory; Current Monetary; Banking and Financial Issues
JEL: E44
  • The Global Financial Crisis of 2007-08: Is it Unprecedented?
Date: 2010-12
By: Michael D. Bordo
John S. Landon-Lane
URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:16589&r=mac
JEL: E30
  • A Medium-N Approach to Macroeconomic Forecasting
Date: 2010-12-09
By: Gianluca Cubadda (Faculty of Economics, University of Rome « Tor Vergata »)
Barbara Guardabascio (Faculty of Economics, University of Rome « Tor Vergata »)
URL: http://d.repec.org/n?u=RePEc:rtv:ceisrp:176&r=mac
Keywords: Partial least squares; principal component regression; dynamic factor models; data-rich forecasting methods; dimension-reduction techniques.
  • Save now, prosper later: Increasing New Zealand’s savings rate – a preliminary dynamic CGE analysis
Date: 2010
By: James Zuccollo
John Ballingall (NZ Institute of Economic Research)
URL: http://d.repec.org/n?u=RePEc:eab:macroe:2427&r=mac
Keywords: New Zealand, savings rate, computable general equilibrium
JEL: E21
  • The World Economy in 2050: a Tentative Picture
Date: 2010-12
By: Agnes Benassy-Quere
Lionel Fontagne
Jean Foure
URL: http://d.repec.org/n?u=RePEc:cii:cepidt:2010-27&r=mac
Keywords: GDP projections; long run; global economy
JEL: E23
  • The Underground Economy in a Matching Model of Endogenous Growth
Date: 2010-12-12
By: Gaetano Lisi (University of Cassino)
Maurizio Pugno (University of Cassino)
URL: http://d.repec.org/n?u=RePEc:css:wpaper:2010-07&r=mac
Keywords: entrepreneurship, underground economy, shadow economy, unemployment, human capital, endogenous growth, search and matching models
JEL: E26
  • Contagious Mortgage Default
Date: 2010-06-29
By: Børsum, Øystein (Dept. of Economics, University of Oslo)
URL: http://d.repec.org/n?u=RePEc:hhs:osloec:2010_010&r=mac
Keywords: Housing demand; Mortgage market; Default risk; Multiple equilibria Contagion
JEL: E21
  • Impact of Financial Liberalisation and Deregulation on Banking Sector in Pakistan
Date: 2010
By: Kalbe Abbas
Manzoor Hussain Malik (Pakistan Institute of Development Economics)
URL: http://d.repec.org/n?u=RePEc:eab:financ:2411&r=mac
Keywords: Banking, Efficiency, Regulations, Financial Reforms
JEL: E51

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