Macroéconomie: working papers (RePEc, 15/03/2011)

Source : NEP (New Economics Papers) | RePEc

  • Inventories, Markups and Real Rigidities in Sticky Price Models of the Canadian Economy
Date: 2011
By: Oleksiy Kryvtsov
Virgiliu Midrigan
URL: http://d.repec.org/n?u=RePEc:bca:bocawp:11-9&r=mac
Keywords: Business fluctuations and cycles; Transmission of monetary policy
JEL: E31
  • Capital Regulation, Monetary Policy and Financial Stability
Date: 2011
By: Pierre-Richard Agénor
Koray Alper
Luiz Pereira da Silva
URL: http://d.repec.org/n?u=RePEc:man:cgbcrp:154&r=mac
  • When is Quantitative Easing effective?
Date: 2011-01-04
By: Markus Hoermann (TU Dortmund University)
Andreas Schabert (University of Amsterdam, and TU Dortmund University)
URL: http://d.repec.org/n?u=RePEc:dgr:uvatin:20110001&r=mac
Keywords: Monetary policy; collateralized lending; quantitative easing; credit easing; liquidity premium; zero lower bound
JEL: E4
  • Comparing the delegation of monetary and fiscal policy
Date: 2011
By: Simon Wren-Lewis
URL: http://d.repec.org/n?u=RePEc:oxf:wpaper:540&r=mac
Keywords: Delegation, fiscal councils, deficit bias, government debt
JEL: E62
  • The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates
Date: 2010-10
By: Junko Koeda (Assistant Professor, Department of Economics, University of Tokyo, 7-3-1, Hongo, Bunkyo-ku, Tokyo, Japan. Tel: +81-3- 5841-5649, (E-mail: jkoeda@e.u-tokyo.ac.jp))
Ryo Kato (Director and Senior Economist, Institute for Monetary and Economic Studies, Bank of Japan (E-mail: ryou.katou@boj.or.jp))
URL: http://d.repec.org/n?u=RePEc:ime:imedps:10-e-24&r=mac
Keywords: GARCH, Estimation, Term Structure of Interest Rates, Financial Markets and the Macro-economy, Monetary Policy
JEL: C13
  • Measuring disagreement in UK consumer and central bank inflation forecasts
Date: 2011-02
By: Richhild Moessner
Feng Zhu
Colin Ellis
URL: http://d.repec.org/n?u=RePEc:bis:biswps:339&r=mac
Keywords: Adaptive kernel method, adaptive multimodality test, consumer survey, inflation forecasts, nonparametric density estimation
  • Measuring Monetary Conditions in A Small Open Economy: The Case of Malaysia
Date: 2010-09-01
By: Abdul Majid, Muhamed Zulkhibri
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29154&r=mac
Keywords: Monetary condition index; Monetary Policy; Malaysia
JEL: E58
  • Inflation and unemployment in Switzerland: from 1970 to 2050
Date: 2011-02
By: Oleg Kitov
Ivan Kitov
URL: http://d.repec.org/n?u=RePEc:arx:papers:1102.5405&r=mac
  • Communication Matters: U.S. Monetary Policy and Commodity Price Volatility
Date: 2011
By: Bernd Hayo (Philipps-University Marburg)
Ali M. Kutan (Southern Illinois University Edwardsville; The Emerging Markets Group, London; William Davidson Institute, Michigan)
Matthias Neuenkirch (Philipps-University Marburg)
URL: http://d.repec.org/n?u=RePEc:mar:magkse:201105&r=mac
Keywords: Central Bank Communication, Commodities, Federal Reserve Bank, Monetary Policy, Price Volatility
JEL: E52
  • Boosting Confidence: Is there a Role for Fiscal Policy?
Date: 2011-03
By: Panagiotis Konstantinou (Department of Economics, University of Macedonia)
Athanasios Tagkalakis (Economic Research Department, Bank of Greece)
URL: http://d.repec.org/n?u=RePEc:mcd:mcddps:2011_03&r=mac
Keywords: Fiscal Policy, Consumer Confidence, Business Confidence, Fiscal Stimulus of Confidence.
JEL: E62
  • Estimating a High-Frequency New-Keynesian Phillips Curve
Date: 2011-03
By: Steffen Ahrens
Stephen Sacht
URL: http://d.repec.org/n?u=RePEc:kie:kieliw:1686&r=mac
Keywords: Calvo Staggering, High-Frequency NKM, GMM
JEL: C63
  • A Macroprudential Perspective in Central Banking
Date: 2011-02
By: Shigenori Shiratsuka (Institute for Monetary and Economic Studies, Bank of Japan (E-mail: shigenori.shiratsuka@boj.or.jp))
URL: http://d.repec.org/n?u=RePEc:ime:imedps:11-e-03&r=mac
Keywords: Macroprudential policy, Procyclicality, Financial imbalances, Asset-price and credit bubble, Constrained discretion.
JEL: E58
  • Expectations Traps and Monetary Policy with Limited Commitment
Date: 2011
By: Christoph Himmels (Department of Economics, University of Exeter)
Tatiana Kirsanova (Department of Economics, University of Exeter)
URL: http://d.repec.org/n?u=RePEc:exe:wpaper:1102&r=mac
Keywords: Limited Commitment, Commitment, Discretion, Multiple Equilibria
JEL: E31
  • Cycles Inside Cycles. Spanish Regional Aggregation
Date: 2011-03-01
By: Maria Dolores Gadea
Ana Gomez Loscos
Antonio Montañes (University of Zaragoza)
URL: http://d.repec.org/n?u=RePEc:wfo:wpaper:y:2011:i:390&r=mac
Keywords: Business Cycle. Synchronisation measures. Dynamic factor models
  • « The Dismal State of Macroeconomics and the Opportunity for a New Beginning »
Date: 2011-03
By: L. Randall Wray
URL: http://d.repec.org/n?u=RePEc:lev:wrkpap:wp_652&r=mac
Keywords: Efficient Markets Hypothesis, Keynesian Economics, Orthodoxy, Heterodox Economics, Minsky, Uncertainty, Rational Expectations, New Classical, New Monetary Consensus, Monetary Theory of Production, Effective Demand, Special Properties of Money, the End of Laissez-Faire, Financial Instability Hypothesis
JEL: A2
  • Optimal inflation and firms’ productivity dynamics
Date: 2011-02
By: Henning Weber
URL: http://d.repec.org/n?u=RePEc:kie:kieliw:1685&r=mac
Keywords: Optimal long-run inflation, trend inflation, heterogenous firms
JEL: E01
  • The Term Structure of Interest Rates in Small Open Economy DSGE Model
Date: 2011-02
By: Aleš Maršál (Institute of Economic Studies, Faculty of Social Sciences, Charles University, Prague, Czech Republic)
URL: http://d.repec.org/n?u=RePEc:fau:wpaper:wp2011_07&r=mac
Keywords: DSGE small open economy model, term structure of interest rates, perturbation method, second order approximation
JEL: G12
  • The threat of ‘currency wars’: A European perspective
Date: 2011-01
By: Zsolt Darvas (Institute of Economics Hungarian Academy of Sciences)
Jean Pisani-Ferry (Bruegel, Brussels)
URL: http://d.repec.org/n?u=RePEc:has:discpr:1102&r=mac
Keywords: currency war; quantitative easing; currency intervention; international monetary system
JEL: E52
  • Financial Innovation and Regional Money
Date: 2011-01
By: Nagayasu, Jun
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29194&r=mac
Keywords: Regional money; panel cointegration
JEL: E41
  • Asian Business Cycle Synchronisation
Date: 2011-02
By: Dong He (Hong Kong Institute for Monetary Research)
Wei Liao (Hong Kong Institute for Monetary Research)
URL: http://d.repec.org/n?u=RePEc:hkm:wpaper:062011&r=mac
Keywords: Business Cycle Synchronization, Asia’s External Dependency, Decoupling, Multi-Level Factor Model, Structural VAR
  • Fiscal Policy Coordination in Europe
Date: 2010-08-18
By: Calmfors, Lars (Institute for International Economic Studies, Stockholm University)
URL: http://d.repec.org/n?u=RePEc:hhs:iiessp:0765&r=mac
Keywords: EU; economic governance; fiscal policy; macroeconomics
JEL: A00
  • What should fiscal councils do?
Date: 2011
By: Lars Calmfors
Simon Wren-Lewis
URL: http://d.repec.org/n?u=RePEc:oxf:wpaper:537&r=mac
Keywords: Fiscal policy, debt, deficit bias, fiscal council
JEL: E62
  • Money and risk aversion in a DSGE framework
Date: 2010-04
By: Jonathan Benchimol (Economics Department – ESSEC Business School)
André Fourçans (Economics Department – ESSEC Business School)
URL: http://d.repec.org/n?u=RePEc:hal:journl:hal-00572374&r=mac
Keywords: Estimation bayésienne ; Modèle DSGE ; Monnaie ; Zone euro
  • A Financial Crisis in a Monetary Economy
Date: 2011-02
By: KOBAYASHI Keiichiro
URL: http://d.repec.org/n?u=RePEc:eti:dpaper:11009&r=mac
  • Le ciblage d’inflation : un essai de comparaison internationale
Date: 2011
By: Zied Ftiti (GATE Lyon Saint-Etienne – Groupe d’analyse et de théorie économique – CNRS : UMR5824 – Université Lumière – Lyon II – École Normale Supérieure de Lyon)
Jean-François Goux (GATE Lyon Saint-Etienne – Groupe d’analyse et de théorie économique – CNRS : UMR5824 – Université Lumière – Lyon II – École Normale Supérieure de Lyon)
URL: http://d.repec.org/n?u=RePEc:hal:journl:halshs-00573742&r=mac
Keywords: ciblage d’inflation, performance, efficacité, stabilité
  • Reoccurring Financial Crises in the United States
Date: 2011-07-01
By: Yochanan Shachmurove (Department of Economics, University of Pennsylvania and The City College of The City University of New York)
URL: http://d.repec.org/n?u=RePEc:pen:papers:11-006&r=mac
Keywords: Financial Crises; Financial Regulations and Reforms; Banking Panics; Banking Runs; Nineteenth and Twentieth Century Crises; Bankruptcies; Federal Reserve Bank; Subprime Mortgage; Troubled Asset Relief Program (TARP); Collateralized Debt Obligations (CDO); Mortgage Backed Securities (MBO); Glass-Steagall Act; J.P. Morgan Chase; Bear Stearns; Augustus Heinze; Timothy Geithner; Paul Volcker.
JEL: E0
  • Can We Predict Recessions?
Date: 2010-12-09
By: Don Harding (La Trobe University)
Adrian Pagan (QUT and UTS)
URL: http://d.repec.org/n?u=RePEc:qut:auncer:2010_16&r=mac
Keywords: Global Financial Crisis, Great Recession,
  • Credit Termination and the Technology Bubbles
Date: 2010-11
By: Jin, Yu
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29010&r=mac
Keywords: credit terminations; technology bubbles
JEL: E32
  • « Measuring Macroprudential Risk: Financial Fragility Indexes »
Date: 2011-03
By: Éric Tymoigne
URL: http://d.repec.org/n?u=RePEc:lev:wrkpap:wp_654&r=mac
Keywords: Financial Fragility; Financial Regulation; Financial Crises; Macroprudential Risk; Debt-Deflation Process; Ponzi Finance
JEL: E32
  • The Financial Crisis from a Forecaster’s Perspective
Date: 2011-03
By: Katja Drechsel
Rolf Scheufele
URL: http://d.repec.org/n?u=RePEc:iwh:dispap:5-11&r=mac
Keywords: leading indicators, recession, consensus forecast, non-linearities
JEL: E37
  • Wirtschafts- und finanzpolitische Koordinierung in der EU – Erfahrungen aus einem Jahrzehnt Politikkoordinierung
Date: 2011-02
By: Ebert, Werner
Eckardt, Martina
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29281&r=mac
Keywords: EU policy coordination; fiscal policy
JEL: E62
  • BASEL III: Long-term impact on economic performance and fluctuations
Date: 2011-02
By: Paolo Angelini
Laurent Clerc
Vasco Cúrdia
Leonardo Gambacorta
Andrea Gerali
Alberto Locarno
Roberto Motto
Werner Roeger
Skander Van den Heuvel
Jan Vlcek
URL: http://d.repec.org/n?u=RePEc:bis:biswps:338&r=mac
Keywords: Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential
  • New measures of the costs of unemployment: Evidence from the subjective well-being of 2.3 million Americans
Date: 2011-02-24
By: Helliwell, John (University of British Columbia)
Huang, Haifang (University of Alberta, Department of Economics)
URL: http://d.repec.org/n?u=RePEc:ris:albaec:2011_003&r=mac
Keywords: unemployment; well-being
JEL: E24
  • Have Consumption Risks in the G7 Countries Become Diversified?
Date: 2011-02
By: Nikolaos Antonakakis
Johann Scharler
URL: http://d.repec.org/n?u=RePEc:wsr:wpaper:y:2011:i:067&r=mac
Keywords: Dynamic conditional correlation, consumption risk sharing
JEL: E3
  • Will a Growth Miracle Reduce Debt in Japan?
Date: 2011-01
By: Selahattin Imrohoroglu (Professor, Department of Finance and Business Economics, Marshall School of Business, University of Southern California (E-mail: simrohor@marshall.usc.edu))
Nao Sudo (Deputy Director, Institute for Monetary and Economic Studies, Bank of Japan (E-mail: nao.sudou@boj.or.jp))
URL: http://d.repec.org/n?u=RePEc:ime:imedps:11-e-01&r=mac
Keywords: Government Debt, Productivity, Fiscal Policy
JEL: E00
  • Capital Controls: Myth and Reality–A Portfolio Balance Approach
Date: 2011-03
By: Nicolas E. Magud E. (International Monetary Fund)
Carmen M. (Peterson Institute for International Economics)
Kenneth S. Rogoff (Harvard University – Department of Economics)
URL: http://d.repec.org/n?u=RePEc:iie:wpaper:wp11-7&r=mac
Keywords: Capital Controls
JEL: E44
  • Entrepreneurship, Innovation and Institutions
Date: 2011-02
By: Erik Stam
Bart Nooteboom
URL: http://d.repec.org/n?u=RePEc:use:tkiwps:1103&r=mac
Keywords: entrepreneurship, innovation, institutions, innovation policy
JEL: E61

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