Macroéconomie: working papers (RePEc, 15/02/2011)

Source : NEP (New Economics Papers) | RePEc

  • Third Quarter Review of Monetary Policy 2010-11
Date: 2011
By: D Subbarao
URL: http://d.repec.org/n?u=RePEc:ess:wpaper:id:3530&r=mac
This statement sets out the Reserve Bank’s assessment of the current macroeconomic situation and forward projections.
Keywords: monetary policy, inflation, growth, credit, reserve bank, India, macroeconomic, projections,
  • The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada
Date: 2011
By: Garima Vasishtha
Philipp Maier
URL: http://d.repec.org/n?u=RePEc:bca:bocawp:11-2&r=mac
Keywords: International topics; Econometric and statistical methods; Business fluctuations and cycles
JEL: C32
  • Modelling Monetary and Fiscal Policy in the US: A Cointegration Approach
Date: 2011-01
By: J. James Reade
URL: http://d.repec.org/n?u=RePEc:bir:birmec:11-02&r=mac
Keywords: Monetary policy, fiscal policy, policy interactions, cointegrated VAR method
JEL: E52
  • Financial volatility and optimal instrument choice: A revisit to Poole’s analysis
Date: 2010-02-18
By: Dai, Meixing
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28547&r=mac
Keywords: Poole’s analysis; optimal instrument choice; financial volatility; monetary policy operating procedures.
JEL: E58
  • How to measure inflation in India?
Date: 2011-02
By: Patnaik, Ila (National Institute of Public Finance and Policy)
Shah, Ajay (National Institute of Public Finance and Policy)
Veronese, Giovanni (Bank of Italy)
URL: http://d.repec.org/n?u=RePEc:npf:wpaper:11/83&r=mac
Keywords: Monetary policy ; Inflation measure ; Statistical system
JEL: E52
  • The Dynamic Effects of U.S. Monetary Policy on State Unemployment
Date: 2011-02
By: Dimitris Korobilis (Université Catholique de Louvain)
Michelle Gilmartin (University of Strathclyde)
URL: http://d.repec.org/n?u=RePEc:rim:rimwps:12_11&r=mac
Keywords: regional unemployment, structural VAR, factor model, monetary policy
JEL: R15
  • International Transmission of Business Cycles
Date: 2010-10
By: Siedschlag, Iulia
URL: http://d.repec.org/n?u=RePEc:esr:wpaper:rb2010/3/2&r=mac
  • Monetary policy and its impact on stock market liquidity: Evidence from the euro zone
Date: 2011-02
By: Octavio Fernández-Amador
Martin Gächter
Martin Larch
Georg Peter
URL: http://d.repec.org/n?u=RePEc:inn:wpaper:2011-06&r=mac
Keywords: Stock liquidity, monetary policy, euro zone
JEL: E44
  • Monetary policy transmission in an emerging market setting.
Date: 2011-01
By: Bhattacharya, Rudrani (National Institute of Public Finance and Policy)
Patnaik, Ila (National Institute of Public Finance and Policy)
Shah, Ajay (National Institute of Public Finance and Policy)
URL: http://d.repec.org/n?u=RePEc:npf:wpaper:11/78&r=mac
Keywords: Monetary policy transmission ; Exchange rate pass-through ; Exchange rate regime ; Financial development ; India
JEL: E31
  • Systemic financial fragility and the monetary circuit: a stock-flow consistent approach
Date: 2011-01-28
By: Marco, Passarella
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28498&r=mac
Keywords: Financial Instability; Stock-Flow Consistency; Monetary Theory of Production
JEL: E32
  • On the monetary nature of the interest rate in Keynes’s thought
Date: 2011-02
By: Giancarlo Bertocco (Department of Economics, University of Insubria, Italy)
URL: http://d.repec.org/n?u=RePEc:ins:quaeco:qf1102&r=mac
  • Sorting and the Output Loss Due to Search Frictions
Date: 2011-02
By: Gautier, Pieter (VU University Amsterdam)
Teulings, Coen (CPB Netherlands Bureau for Economic Policy Analysis)
URL: http://d.repec.org/n?u=RePEc:iza:izadps:dp5477&r=mac
Keywords: search, sorting, wage dispersion, on-the-job search, unemployment
JEL: E24
  • Regulating Asset Price Risk
Date: 2011-01
By: Philippe Bacchetta, Cédric Tille, Eric van Wincoop (IHEID, The Graduate Institute of International and Development Studies, Geneva)
URL: http://d.repec.org/n?u=RePEc:gii:giihei:heidwp02-2011&r=mac
Keywords: Asset Pricing, Risk Management, Leverage.
JEL: E44
  • Macroprudential policy – a literature review
Date: 2011-02
By: Gabriele Galati
Richhild Moessner
URL: http://d.repec.org/n?u=RePEc:bis:biswps:337&r=mac
Keywords: macroprudential policy
  • Mean-Variance Cointegration and the Expectations Hypothesis
Date: 2011-02
By: Till Strohsal
Enzo Weber
URL: http://d.repec.org/n?u=RePEc:hum:wpaper:sfb649dp2011-007&r=mac
Keywords: Expectations Hypothesis, Holding Premium, Persistence, Cointegration, GARCH
JEL: E43
  • Central-Bank Government Relationship in the Context of Emerging Economic Environment
Date: 2011
By: P. B. Jauasundera
URL: http://d.repec.org/n?u=RePEc:ess:wpaper:id:3520&r=mac
Keywords: central bank, financial crisis, central bank-government relationship, South Asia, Sri Lanka
  • A simplified stock-flow consistent dynamic model of the systemic financial fragility in the ‘New Capitalism’
Date: 2011-01-19
By: Marco, Passarella
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28499&r=mac
Keywords: Financial Instability; Stock-Flow Consistency; Capital-asset Inflation
JEL: E32
  • Δυναμική του δημοσίου χρέους, οικονομική πολιτική και κοινωνική συνοχή στην Ελλάδα: μία σημείωση
Date: 2010-12
By: Mariolis, Theodore
Papoulis, Κostas
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28551&r=mac
This paper explores the dynamics of the Greek public debt. It supports that, first, the public debt is unsustainable and, second, the reduction in government expenditures and the cut in unit labour costs in the private sector seems to be the only available, al-though too little too late ‘remedy’.
Keywords: Debt dynamics; economic policy; EMU; international competitiveness; social cohesion
JEL: E62
  • Equity Issuance and Divident Policy under Commitment
Date: 2010-12
By: Alexis Anagnostopoulos (Department of Economics, Stony Brook University)
Eva Carceles-Poveda (Department of Economics, Stony Brook University)
Albert Marcet (Department of Economics, The London School of Economics and Political Science)
URL: http://d.repec.org/n?u=RePEc:nys:sunysb:10-07&r=mac
Keywords: Stock Issuance; time inconsistency; dividend policy
JEL: E44
  • Macroeconomic and Financial Determinants of the Term Premium
Date: 2011-10
By: Dewachter, Hans
Iania, Leonardo
Lyrio, Marco
URL: http://d.repec.org/n?u=RePEc:ibm:ibmecp:wpe_221&r=mac
  • Housing Prices and Fundamentals: The Role of a Supply Shifter
Date: 2011-02-01
By: Durmaz, Nazif
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28556&r=mac
Keywords: Housing prices, cointegration
JEL: E32
  • OECD Educationtoday Crisis Survey 2010: The Impact of the Economic Recession and Fiscal Crisis on Education in OECD Countries
Date: 2011-02
By: Dirk Van Damme
Kiira Karkkainen
URL: http://d.repec.org/n?u=RePEc:oec:eduaab:56-en&r=mac
  • Measuring the Welfare Gain from Personal Computers: A Macroeconomic Approach
Date: 2011-01
By: Jeremy Greenwood (University of Pennsylvania)
Karen A. Kopecky (Federal Reserve Bank of Atlanta)
URL: http://d.repec.org/n?u=RePEc:roc:rocher:559&r=mac
Keywords: Compensating Variation, Computers, Electricity, Equivalent Variation, Technological Progress, Tornqvist Price Index, Welfare Gain.
JEL: E01
  • Financial crisis response plan
Date: 2010-05
By: Aldean, Cory
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28166&r=mac
Keywords: The paper recommends a government Financial Crisis Response Plan; with several options and guidelines described.
JEL: E61
  • ON INTERNATIONAL RISK SHARING AND FINANCIAL GLOBALIZATION: SOME GLOOMY EVIDENCE
Date: 2011-01
By: Eleonora Pierucci
Luigi Ventura
URL: http://d.repec.org/n?u=RePEc:rtr:wpaper:124&r=mac
Keywords: Risk Sharing, Financial Globalization, Capital Flows
JEL: E2
  • Noi provocări pentru stabilitatea financiară în contextul crizei internaționale
Date: 2010-12-07
By: Avadanei, Anamaria
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28555&r=mac
Keywords: financial crisis; risks; financial stability; financial reform.
JEL: E44
  • Surse ale instabilitatii financiare in contextul crizei internationale. A Literature Review
Date: 2010-11-19
By: Avadanei, Anamaria
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:28449&r=mac
Keywords: financial instability; financial crisis; risks
JEL: E44

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