Macroéconomie: working papers (RePEc, 07/01/2011)

Source : NEP (New Economics Papers) | RePEc

  • Policy Rules Under the Monetary and the Fiscal Theories of the Price-Level
Date: 2010-12
By: Jagjit S. Chadha
URL: http://d.repec.org/n?u=RePEc:ukc:ukcedp:1013&r=mac
Keywords: Monetary and Fiscal Policy Rules; Ricardian; Non-Ricardian Fiscal Policy
JEL: E21
  • Financial intermediaries, leverage ratios, and business cycles
Date: 2010-09-01
By: Mimir, Yasin
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27643&r=mac
Keywords: Banks; Financial Fluctuations; Credit Frictions; Bank Equity; Real Fluctuations
JEL: E32
  • Can we prevent boom-bust cycles during euro area accession?
Date: 2010-12
By: Michał Brzoza-Brzezina (National Bank of Poland.)
Pascal Jacquinot (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)
Marcin Kolasa (National Bank of Poland.)
URL: http://d.repec.org/n?u=RePEc:ecb:ecbwps:20101280&r=mac
Keywords: boom-bust cycles, euro area accession, dynamic general equilibrium models
  • How Does Monetary Policy Change? Evidence on Inflation Targeting Countries
Date: 2010-11
By: Jaromir Baxa
Roman Horvath
Borek Vasicek
URL: http://d.repec.org/n?u=RePEc:cnb:wpaper:2010/02&r=mac
Keywords: Endogenous regressors, inflation targeting, monetary policy, Taylor rule, time-varying parameter model.
JEL: E43
  • Money and inflation: some critical issues
Date: 2010
By: Bennett T. McCallum
Edward Nelson
URL: http://d.repec.org/n?u=RePEc:fip:fedgfe:2010-57&r=mac
  • The effect of openness in a small open monetary union
Date: 2010-12-02
By: Orjasniemi, Seppo (Bank of Finland Research)
URL: http://d.repec.org/n?u=RePEc:hhs:bofrdp:2010_018&r=mac
Keywords: monetary union; monetary policy; fiscal policy; exchange rate
JEL: E52
  • Inflation Targeting and Pass-through Rate in East Asian Economies
Date: 2010
By: Hiroyuki Taguchi
Woong-Ki Sohn (Policy Research Institute)
URL: http://d.repec.org/n?u=RePEc:eab:macroe:2458&r=mac
Keywords: inflation targeting, pass-through, East Asian emerging market economies, policy reaction function, inflation expectations
JEL: E52
  • Estimating Potential Output with a Multivariate Filter
Date: 2010-12-09
By: Jaromir Benes
Marianne Johnson
Kevin Clinton
Troy Matheson
Petar Manchev
Roberto Garcia-Saltos
Douglas Laxton
URL: http://d.repec.org/n?u=RePEc:imf:imfwpa:10/285&r=mac
Keywords: Cross country analysis , Economic growth , Economic models , Financial crisis , Fiscal policy , Global Financial Crisis 2008-2009 , Industrial production , Inflation , Monetary policy , Unemployment ,
  • Reforming China’s Monetary Policy Framework to Meet Domestic Objectives
Date: 2010-12-16
By: Paul Conway
Richard Herd
Thomas Chalaux
URL: http://d.repec.org/n?u=RePEc:oec:ecoaaa:822-en&r=mac
Keywords: regulation, macroeconomic policies, China, Money, réglementation, politique macro-économique, Chine, Monnaie
JEL: E4
  • The dynamic effects of U.S. monetary policy on state unemployment
Date: 2010-12
By: Korobilis, Dimitris
Gilmartin, Michelle
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27596&r=mac
Keywords: regional unemployment; structural VAR; factor model; monetary policy
JEL: C32
  • To be or not to be in monetary union: A synthesis
Date: 2010
By: Clerc, L.
Dellas, H.
Loisel, O.
URL: http://d.repec.org/n?u=RePEc:bfr:banfra:308&r=mac
Keywords: Currency union, credibility, stabilization, inflation bias.
JEL: E4
  • The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages
Date: 2010
By: Kimberly Beaton
René Lalonde
Stephen Snudden
URL: http://d.repec.org/n?u=RePEc:bca:bocawp:10-40&r=mac
Keywords: Business fluctuations and cycles; Economic models; International topics
JEL: E21
  • Un Análisis de Comportamiento a Nivel de Agente de la Encuesta de Expectativas de Inflación del BCU
Date: 2010-12-27
By: Borraz, Fernando
Gianelli, Diego
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27713&r=mac
Keywords: inflation expectations; rationality; forecast errors
JEL: E31
  • Is Monetary Policy in New Members States Asymmetric?
Date: 2010-12
By: Borek Vasicek (Departament d’Economia Aplicada, Universitat Autonoma de Barcelona)
URL: http://d.repec.org/n?u=RePEc:uab:wprdea:wpdea1010&r=mac
Keywords: monetary policy, inflation targeting, nonlinear Taylor rules, threshold estimation
JEL: C32
  • The Financial Crisis: What have macroeconomists learnt?
Date: 2010-12
By: Jagjit S. Chadha
URL: http://d.repec.org/n?u=RePEc:ukc:ukcedp:1012&r=mac
Keywords: Future of Macroeconomics; DSGE Models; Crisis
JEL: E42
  • Letting the anchor go: Monetary policy in neutral Norway during World War I
Date: 2010-12-21
By: Monica Værholm (Department of Economics. Norwegian School of Economics and Business Administration)
Lars Fredrik Øksendal (Department of Economics. Norwegian School of Economics and Business Administration)
URL: http://d.repec.org/n?u=RePEc:bno:worpap:2010_28&r=mac
  • U.S. Monetary Shocks and Global Stock Prices
Date: 2010-12-06
By: Luc Laeven
Hui Tong
URL: http://d.repec.org/n?u=RePEc:imf:imfwpa:10/278&r=mac
Keywords: Corporate sector , Cross country analysis , Economic models , Interest rate policy , International capital markets , Monetary policy , Monetary transmission mechanism , Stock prices , United States ,
  • Some evidence on the importance of sticky wages
Date: 2010
By: Alessandro Barattieri
Susanto Basu
Peter Gottschalk
URL: http://d.repec.org/n?u=RePEc:fip:fedbwp:10-11&r=mac
Keywords: Wages
  • International Business Cycle Accounting
Date: 2010-12
By: Keisuke Otsu
URL: http://d.repec.org/n?u=RePEc:ukc:ukcedp:1010&r=mac
Keywords: Business Cycle Accounting; International Business Cycles; Financial Globalization
JEL: E32
  • Firm entry, competitive pressures and the US inflation dynamics
Date: 2010-09
By: Martina Cecioni (Bank of Italy)
URL: http://d.repec.org/n?u=RePEc:bdi:wptemi:td_773_10&r=mac
Keywords: inflation dynamics, markups, firm entry
JEL: E31
  • Introduction to the macroeconomic dynamics: special issues on money, credit, and liquidity
Date: 2010
By: Ed Nosal
Christopher Waller
Randall Wright
URL: http://d.repec.org/n?u=RePEc:fip:fedhwp:wp-2010-14&r=mac
We motivate and provide an overview to New Monetarist Economics. We then briefly describe the individual contributions to the Macroeconomics Dynamics special issues on money, credit and liquidity.
Keywords: Macroeconomics – Econometric models
  • Trend shocks and business cycles in Sub Saharan Africa
Date: 2010-12-14
By: Claude Francis Naoussi (LEMNA – Laboratoire d’économie et de management de Nantes Atlantique – Université de Nantes : EA4272)
Fabien Tripier (LEMNA – Laboratoire d’économie et de management de Nantes Atlantique – Université de Nantes : EA4272)
URL: http://d.repec.org/n?u=RePEc:hal:wpaper:hal-00546287_v1&r=mac
Keywords: Business cycle; Permanent shocks; Growth; Africa; Small open economy
  • International real business cycles : a re-visit
Date: 2010-12
By: Nguyen, Quoc Hung
URL: http://d.repec.org/n?u=RePEc:jet:dpaper:dpaper269&r=mac
Keywords: International real business cycles, Income effects, GHH preferences, Business cycles, International economic relations, Consumption, Investments, Employment
JEL: E21
  • Monetary Policy and Excessive Bank Risk Taking
Date: 2010-12
By: Itai Agur
Maria Demertzis
URL: http://d.repec.org/n?u=RePEc:dnb:dnbwpp:271&r=mac
Keywords: Monetary policy; Financial stability; Maturity mismatch; Leverage; Regulation
JEL: E43
  • Revisiting business cycle synchronisation in the European Union
Date: 2010-11
By: António Afonso
Ana Sequeira
URL: http://d.repec.org/n?u=RePEc:ise:isegwp:wp222010&r=mac
Keywords: EU, business cycle synchronization.
JEL: E32
  • New estimates of the hybrid US Phillips curve
Date: 2010-12-17
By: Rao, B. Bhaskara
Cao, Cung
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27528&r=mac
Keywords: New Keynesian Phillips Curve; Price Rigidities; FIML Estimation
JEL: E32
  • The Norges Bank’s key rate projections and the news element of monetary policy: a wavelet based jump detection approach
Date: 2010-12
By: Lars Winkelmann
URL: http://d.repec.org/n?u=RePEc:hum:wpaper:sfb649dp2010-062&r=mac
Keywords: Central bank communication, interest rate projections, wavelets, jump probabilities
JEL: E52
  • Central bank – the root cause of poverty, tax, and deficit
Date: 2010-12-27
By: Subhendu, Das
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27719&r=mac
Keywords: central banks; Federal Funds Rate; Recessions
JEL: E0
  • The Domestic and International Effects of Interstate U.S. Banking
Date: 2010-12-17
By: Fabio Ghironi (Boston College)
Viktors Stebunovs (Board of Governors of the Federal Reserve System)
URL: http://d.repec.org/n?u=RePEc:boc:bocoec:765&r=mac
Keywords: Business cycle volatility; Current account; Deregulation; Interstate banking; Producer entry; Real exchange rate
JEL: E32
  • Central bank liquidity operations during the financial market and economic crisis: observations, thoughts and questions
Date: 2010-12-22
By: Pikkarainen, Pentti (Financial Markets, Ministry of Finance)
URL: http://d.repec.org/n?u=RePEc:hhs:bofrdp:2010_020&r=mac
Keywords: central banks; liquidity operations; balance sheets
JEL: E32
  • Monetary Autonomy in Select Asian Economies: Role of International Reserves
Date: 2010
By: Hiroyuki Taguchi
Geethanjali Nataraj
Pravakar Sahoo (Policy Research Institute)
URL: http://d.repec.org/n?u=RePEc:eab:macroe:2459&r=mac
Keywords: monetary autonomy, financial integration, currency regime, foreign reserves, Asian emerging market economies, fear of floating
JEL: E52
  • Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
Date: 2010-12-21
By: Matros, Philipp
Weber, Enzo
URL: http://d.repec.org/n?u=RePEc:bay:rdwiwi:18854&r=mac
Keywords: Uncovered Interest Rate Parity; Monetary Policy Rules; Cointegration; Vector-Error Correction Model
JEL: E44
  • Understanding the Decline in Japan’s Saving Rate in the New Millennium
Date: 2010
By: Tokuo Iwaisako
Keiko Okada (Policy Research Institute)
URL: http://d.repec.org/n?u=RePEc:eab:macroe:2456&r=mac
Keywords: Japan’s saving rate, household saving, life cycle model, corporate saving, Lost Decade
JEL: E2
  • Inflationary memory as restrictive factor of the impact of the public expense in the economic growth: lessons from high inflation Latin American countries using an innovative inflationary memory indicator
Date: 2010-11
By: Ernesto Sheriff (Universidad Privada Boliviana)
URL: http://d.repec.org/n?u=RePEc:adv:wpaper:201013&r=mac
Keywords: Inflationary memory, economic growth, Latin America
JEL: E31
  • East Asian Financial and Monetary Cooperation and Its Prospect: Beyond the CMI
Date: 2010
By: Young-Joon Park
Yonghyup Oh (Korea Institute for International Economic Policy)
URL: http://d.repec.org/n?u=RePEc:eab:financ:2455&r=mac
Keywords: Regional financial safety nets, surveillance mechanism, CMIM, ABMI
JEL: E61
  • Factor shares, the price markup, and the elasticity of substitution between capital and labor
Date: 2010
By: Xavier Raurich
Hector Sala
Valeri Sorolla (Universitat de Barcelona)
URL: http://d.repec.org/n?u=RePEc:bar:bedcje:2010250&r=mac
Keywords: price markups, factor shares, elasticity of substitution
JEL: E24
  • Financial Inclusion and Financial Stability: Current Policy Issues
Date: 2010-12-21
By: Hannig, Alfred (Asian Development Bank Institute)
Jansen, Stefan (Asian Development Bank Institute)
URL: http://d.repec.org/n?u=RePEc:ris:adbiwp:0259&r=mac
Keywords: financial inclusion; financial stability; costs and benefits; current policy issues
JEL: E44
  • Financial Inclusion and Financial Stability: Current Policy Issues
Date: 2010
By: Alfred Hannig
Stefan Jansen (Asian Development Bank Institute)
URL: http://d.repec.org/n?u=RePEc:eab:financ:2467&r=mac
Keywords: finance, financial inclusion, financial systems
JEL: E44
  • Steady-State Growth and the Elasticity of Substitution
Date: 2010
By: Andreas Irmen (University of Luxembourg and CESifo, Munich)
URL: http://d.repec.org/n?u=RePEc:luc:wpaper:10-21&r=mac
Keywords: Capital Accumulation, Elasticity of Substitution, Direction of Technical Change, Neoclassical Growth Model.
JEL: E22
  • Prices and the Real Exchange Rate in Hong Kong: 1985-2006.
Date: 2010-12-28
By: Paulina Etxeberria-Garaigort (Department of Foundations of Economic Analysis II, University of the Basque Country)
Amaia Iza (Department of Foundations of Economic Analysis II, University of the Basque Country)
URL: http://d.repec.org/n?u=RePEc:ehu:dfaeii:201014&r=mac
Keywords: Real Exchange Rate (RER), Balassa-Samuelson hypothesis, In‡ation
JEL: E13
  • « Money »
Date: 2010-12
By: L. Randall Wray
URL: http://d.repec.org/n?u=RePEc:lev:wrkpap:wp_647&r=mac
Keywords: Money; Credit; Debt; Uncertainty; Default; Unit of Account; Heterodox; Circuit Approach; Godley; Minsky; Knapp; Schumpeter; Endogenous Money
JEL: E4
  • Why are survey forecasts superior to model forecasts?
Date: 2010
By: Clements, Michael P. (University of Warwick)
URL: http://d.repec.org/n?u=RePEc:wrk:warwec:954&r=mac
Keywords: consensus forecast ; model-based forecasts ; long-run expectations JEL Classification: C53 ; E37
  • Financial Development: A Broader Perspective
Date: 2010
By: Richard Reid (Asian Development Bank Institute)
URL: http://d.repec.org/n?u=RePEc:eab:financ:2470&r=mac
Keywords: financial development, financial growth, regulatory changes
JEL: E44
  • Communal Responsibility and the Coexistence of Money and Credit Under Anonymous Matching
Date: 2010-12
By: Lars Boerner
Albrecht Ritschl
URL: http://d.repec.org/n?u=RePEc:hum:wpaper:sfb649dp2010-060&r=mac
Keywords: Communal responsibility, anonymous matching, money demand, credit, bills of exchange
JEL: E41
  • Global Burden of Disease and Economic Growth
Date: 2010
By: Martine AUDIBERT (Centre d’Etudes et de Recherches sur le Développement International)
Pascale COMBES MOTEL (Centre d’Etudes et de Recherches sur le Développement International)
Alassane DRABO
URL: http://d.repec.org/n?u=RePEc:cdi:wpaper:1223&r=mac
Keywords: Disease Global Burden, DALYs, economic growth, macroeconomic health impact, cross-country analysis
JEL: E22
  • Net Foreign Assets, Productivity and Real Exchange Rates in Constrained Economies
Date: 2010-12
By: Dimitris K. Christopoulos
Karine Gente
Miguel A. Leon-Ledesma
URL: http://d.repec.org/n?u=RePEc:ukc:ukcedp:1011&r=mac
Keywords: Real Exchange Rate; Capital Inflows Constraint; Overlapping Generations
JEL: E39
  • Domestic Capital Mobility: A Panel Data Approach
Date: 2010-11-01
By: Nagayasu, Jun
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27720&r=mac
Keywords: Capital mobility; Dynamic factor model
JEL: E21
  • Endogenous growth in a model with heterogeneous agents and voting on public goods
Date: 2010
By: Borissov, Kirill
Surkov, Alexander
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27517&r=mac
Keywords: economic growth; voting; proportional; flat-rate; linear tax; lump-sum tax; heterogeneous agents; endogenous growth
JEL: E62
  • Linking Decision and Time Utilities
Date: 2010-12-18
By: Kontek, Krzysztof
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27541&r=mac
Keywords: Discounted Utility; Hyperbolic Discounting; Decision Utility; Prospect Theory; Asset Valuation
JEL: E43
  • Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
Date: 2010-12-01
By: Felix Chan
Michael McAleer (University of Canterbury)
Marcelo C. Medeiros
URL: http://d.repec.org/n?u=RePEc:cbt:econwp:10/79&r=mac
Keywords: Nonlinear time series; regime-switching; smooth transition; STAR; GARCH; log-moment; moment conditions; asymptotic theory
JEL: E43
  • Indian G-Sec Market II: Anatomy of Short Rates
Date: 2010-12-18
By: Das, Rituparna
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:27553&r=mac
Keywords: yield curve; term structure; treasury bill; dated security; short rate; spot rate; par yield; forward rate
JEL: E43
  • Asymmetric Adjustments in the Ethanol and Grains Markets
Date: 2010-12
By: Chia-Lin Chang (National Chung Hsing University)
Li-Hsueh Chen (California State University-Los Angeles)
Shawkat Hammoudeh (Drexel University)
Michael McAleer (Erasmus University Rotterdam, Tinbergen Institute, The Netherlands, and Institute of Economic Research, Kyoto University)
URL: http://d.repec.org/n?u=RePEc:kyo:wpaper:752&r=mac
Keywords: Long-run and short-run asymmetric adjustments, ethanol, agricultural products, arbitrage opportunities, hedging, widening and narrowing adjustment.
JEL: E43
  • Asymmetric Adjustments in the Ethanol and Grains Markets
Date: 2010-12-01
By: Chia-Lin Chang
Li-Hsueh Chen
Shawkat Hammoudeh
Michael McAleer (University of Canterbury)
URL: http://d.repec.org/n?u=RePEc:cbt:econwp:10/78&r=mac
Keywords: Long-run and short-run asymmetric adjustments; ethanol; agricultural products; arbitrage opportunities; hedging; widening and narrowing adjustment
JEL: E43

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