Macroéconomie: working papers (RePEc, 09/02/2011)

Source : NEP (New Economics Papers) | RePEc

  • Can we prevent boom-bust cycles during euro area accession?
Date: 2011
By: Michał Brzoza-Brzezina (National Bank of Poland, Economic Institute)
Pascal Jacquinot (European Central Bank)
Marcin Kolasa (National Bank of Poland, Economic Institute)
URL: http://d.repec.org/n?u=RePEc:nbp:nbpmis:79&r=mac
Keywords: boom-bust cycles, euro area accession, dynamic general equilibrium models
JEL: E52
  • Why don’t people pay attention? Endogenous Sticky Information in a DSGE Model
Date: 2010-12
By: Lena Dräger (University of Hamburg and ETH Zurich)
URL: http://d.repec.org/n?u=RePEc:hep:macppr:201002&r=mac
Keywords: Endogenous sticky information, heterogeneous expectations, DSGE models.
JEL: E31
  • Central bank communication and the perception of monetary policy by financial market experts
Date: 2010
By: Schmidt, Sandra
Nautz, Dieter
URL: http://d.repec.org/n?u=RePEc:zbw:fubsbe:201029&r=mac
Keywords: Central bank communication,Interest rate forecasts,Survey expectations,Panel random coefficient model
JEL: E47
  • The Interaction between Monetary and Fiscal Policies in Turkey: An Estimated New Keynesian DSGE Model
Date: 2011
By: Cem Cebi
URL: http://d.repec.org/n?u=RePEc:tcb:wpaper:1104&r=mac
  • Interest Rate Rules, Endogenous Cycles, and Chaotic Dynamics in Open Economies
Date: 2010
By: Marco Airaudo
Luis-Felipe Zanna
URL: http://d.repec.org/n?u=RePEc:cca:wpaper:171&r=mac
Keywords: Small Open Economy; Interest Rate Rules; Taylor Rules; Multiple Equilibria; Chaos; Endogenous Fluctuations
JEL: E32
  • Why are target interest rate changes so persistent?
Date: 2011-01-23
By: Olivier Coibion (Department of Economics, College of William and Mary)
Yuriy Gorodnichenko (Department of Economics, University of California, Berkeley)
URL: http://d.repec.org/n?u=RePEc:cwm:wpaper:106&r=mac
Keywords: Taylor rules, interest rate smoothing, monetary policy shocks.
JEL: E3
  • The cost of inflation: a mechanism design approach
Date: 2011
By: Guillaume Rocheteau
URL: http://d.repec.org/n?u=RePEc:fip:fedcwp:1103&r=mac
Keywords: Inflation (Finance) – Mathematical models ; Demand for money ; Monetary theory
  • Time series estimates of the US new Keynesian Phillips curve with structural breaks
Date: 2011-01-20
By: Rao, B. Bhaskara
Paradiso, Antonio
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28413&r=mac
Keywords: US New Keynesian Phillips Curve; Forward looking expectations; Survey data; Wage share; Cointegration
JEL: E31
  • The Stagnation Regime of the New Keynesian Model and Current US Policy
Date: 2011-01
By: George W. Evans
URL: http://d.repec.org/n?u=RePEc:san:cdmawp:1101&r=mac
Keywords: Stagnation, fiscal and monetary policy, deflation trap
JEL: E63
  • Central Bank Transparency and Shocks
Date: 2010-05
By: Daniel Laskar (EEP-PSE – Ecole d’Économie de Paris – Paris School of Economics – Ecole d’Économie de Paris)
URL: http://d.repec.org/n?u=RePEc:hal:journl:halshs-00560261&r=mac
Keywords: central bank, transparency, Phillips curve, shocks.
  • Price-level targeting when there is price-level drift
Date: 2010
By: Gerberding, Christina
Gerke, Rafael
Hammermann, Felix
URL: http://d.repec.org/n?u=RePEc:zbw:bubdp1:201023&r=mac
Keywords: price-level targeting,optimal monetary policy,commitment
JEL: E58
  • Global banking and international business cycles
Date: 2011
By: Robert Kollmann
Zeno Enders
Gernot J. Mueller
URL: http://d.repec.org/n?u=RePEc:fip:feddgw:72&r=mac
Keywords: Equity ; Bank capital ; Productivity ; Default (Finance) ; Loans
  • Liquidity in frictional asset markets
Date: 2011
By: Guillaume Rocheteau
Pierre-Olivier Weill
URL: http://d.repec.org/n?u=RePEc:fip:fedcwp:1105&r=mac
Keywords: Liquidity (Economics)
  • End of the line: Exchange Rate and Monetary Policy for Sustainable Post-conflict Transition
Date: 2011
By: Ibrahim Elbadawi
Raimundo Soto Author-X-Name-First: Raimundo
URL: http://d.repec.org/n?u=RePEc:ioe:doctra:392&r=mac
Keywords: Monetary Policy, Civil Wars, Transition, Economic Growth.
JEL: E52
  • The Stability and Growth Pact: Lessons from the Great Recession
Date: 2011-01-27
By: Larch, Martin (Directorate General for Economic and Financial Affairs, European Commission)
van den Noord, Paul (Organisation for Economic Co-operation and Development (OECD))
Jonung, Lars (School of Economics and Management)
URL: http://d.repec.org/n?u=RePEc:hhs:lunewp:2011_006&r=mac
Keywords: Stability and Growth Pact; EU; Europe; the euro; Great Recession; fiscal sovereignty
JEL: E62
  • Interest rate risk and other determinants of post WWII U.S. government debt/GDP dynamics
Date: 2010-11
By: George J. Hall (Department of Economics, Brandeis University)
Thomas J. Sargent (Department of Economics, New York University)
URL: http://d.repec.org/n?u=RePEc:brd:wpaper:01&r=mac
Keywords: Holding period returns, capital gains, inflation, growth, debt- GDP ratio, government budget constraint
  • Estimates of the US Phillips curve with the general to specific method
Date: 2011-01-16
By: Rao, B. Bhaskara
Paradiso, Antonio
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28411&r=mac
Keywords: US New Keynesian Phillips Curve; Forward looking expectations; Alternative measures of the Driving Forces; GETS
JEL: E31
  • Financial Spillovers Across Countries: The Case of Canada and the United States
Date: 2011
By: Kimberly Beaton
Brigitte Desroches
URL: http://d.repec.org/n?u=RePEc:bca:bocadp:11-1&r=mac
Keywords: Business fluctuations and cycles; Economic models; Financial stability; International topics
JEL: E27
  • Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary
Date: 2011-01
By: Jaromír Baxa (Institute of Economic Studies, Charles University, Prague and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic)
Roman Horváth (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:wpdea1101&r=mac
Keywords: financial stress, Taylor rule, monetary policy, time-varying parameter model, endogenous regressors.
JEL: E43
  • Monetary Policy in Emerging Markets: A Survey
Date: 2011-01
By: Frankel, Jeffrey (Harvard Kennedy School)
URL: http://d.repec.org/n?u=RePEc:ecl:harjfk:rwp11-003&r=mac
JEL: E00
  • Unemployment Expectations and the Business Cycle
Date: 2010-04
By: Daniel Tortorice (Department of Economics, Brandeis University)
URL: http://d.repec.org/n?u=RePEc:brd:wpaper:05&r=mac
Keywords: Consumer Sentiment, Rational Expectations, Business Fluctuations, Cycles
JEL: E32
  • The Impact of Monetary Policy on Financial Markets in Small Open Economies: More or Less Effective During the Global Financial Crisis?
Date: 2011-01-01
By: Pennings, Steven (Department of Economics)
Ramayandi, Arief (Asian Development Bank)
Tang, Hsiao Chink (Asian Development Bank)
URL: http://d.repec.org/n?u=RePEc:ris:adbrei:0072&r=mac
Keywords: Monetary policy effectiveness; exchange rate; stock prices; crisis; Asian economies
JEL: E44
  • Instability and indeterminacy in a simple search and matching model
Date: 2010
By: Krause, Michael
Lubik, Thomas
URL: http://d.repec.org/n?u=RePEc:zbw:bubdp1:201025&r=mac
Keywords: search and matching,indeterminacy,match elasticity
JEL: E24
  • Determinants of the Exchange Rate in Colombia under Inflation Targeting
Date: 2011-01-23
By: Fredy Alejandro Gamboa Estrada
URL: http://d.repec.org/n?u=RePEc:col:000094:007870&r=mac
  • Living with Macro-financial Linkages: Policy Perspectives and Challenges for SEACEN Countries
Date: 2011-01-15
By: Siregar, Reza
Lim, Vincent, C.S.
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28417&r=mac
Keywords: Macro-financial linkages; Macro-prudential; Stress-testing; Cross-border supervision; Basel III.
JEL: E58
  • Notes on Agents’ Behavioral Rules Under Adaptive Learning and Studies of Monetary Policy
Date: 2011-01
By: Seppo Honkapohja
Kaushik Mitra
George W. Evans
URL: http://d.repec.org/n?u=RePEc:san:cdmawp:1102&r=mac
Keywords: Euler equation, NewKeynesian, Adaptive learning
JEL: E4
  • Monitoring the unsecured interbank money market using TARGET2 data
Date: 2011-01
By: Ronald Heijmans
Richard Heuver
Daniëlle Walraven
URL: http://d.repec.org/n?u=RePEc:dnb:dnbwpp:276&r=mac
Keywords: payment systems; financial stability; experiment; decision making
JEL: E42
  • Phillips curve in a small open economy: A time series exploration of North Cyprus
Date: 2011-01-19
By: Islam, Faridul
Shahbaz, Muhammad
Shabbir, Muhammad
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28397&r=mac
Keywords: Inflation; Unemployment; ADF; Cointegration; DOLS
JEL: E24
  • The GDP Impact of Reform: A Simple Simulation Framework
Date: 2011-01-18
By: Sebastian Barnes
Romain Bouis
Philippe Briard
Sean Dougherty
Mehmet Eris
URL: http://d.repec.org/n?u=RePEc:oec:ecoaaa:834-en&r=mac
Keywords: growth, productivity, employment, structural reforms, productivité, croissance, réforme structurelle, emploi
JEL: E27
  • Money creation and control from Islamic perspective
Date: 2011-01-23
By: Hasan, Zubair
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28366&r=mac
Keywords: Key words: Monetary policies; Gold standard; managed currency; Islamic banking; Central banks
JEL: E62
  • Is Private Leverage Excessive?
Date: 2010-06
By: Nikolov, Kalin
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28407&r=mac
Keywords: Collateral constraints; Capital Requirements
JEL: E21
  • Investment in Financial Literacy and Saving Decisions
Date: 2011-01-28
By: Tullio Jappelli (University of Naples Federico II, CSEF and CEPR)
Mario Padula (University “Ca’ Foscari” of Venice and CSEF)
URL: http://d.repec.org/n?u=RePEc:sef:csefwp:272&r=mac
Keywords: Financial Literacy, Cognitive Abilities, Human Capital, Saving.
JEL: E2
  • Efficient Firm Dynamics in a Frictional Labor Market
Date: 2011-01
By: Kaas, Leo (University of Konstanz)
Kircher, Philipp (London School of Economics)
URL: http://d.repec.org/n?u=RePEc:iza:izadps:dp5452&r=mac
Keywords: labor market search, multi-worker firms, job creation and job destruction
JEL: E24
  • Raising Potential Growth After the Crisis: A Quantitative Assessment of the Potential Gains from Various Structural Reforms in the OECD Area and Beyond
Date: 2011-01-18
By: Romain Bouis
Romain Duval
URL: http://d.repec.org/n?u=RePEc:oec:ecoaaa:835-en&r=mac
Keywords: growth, productivity, employment, structural reforms, productivité, croissance, réforme structurelle, emploi
JEL: E27
  • The Asset Cost of Poor Health
Date: 2011-01
By: Poterba, James M. (NBER)
Venti, Steven F. (Dartmouth College)
Wise, David A. (Harvard Kennedy School)
URL: http://d.repec.org/n?u=RePEc:ecl:harjfk:rwp11-005&r=mac
JEL: E21
  • Role of the U.S. Dollar in International Financial System
Date: 2011-01-28
By: Mária Vojtková (University of Economics in Bratislava, Faculty of National Economy, Department of Banking and International Finance)
URL: http://d.repec.org/n?u=RePEc:brt:wpaper:002&r=mac
Keywords: Bretton-Wood monetary system, U.S. dollar, pegged exchange regime, fixed exchange regime, balance of payment, terms of trade
JEL: E42

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