Macroéconomie: working papers (RePEc, 24/03/2011)

Source : NEP (New Economics Papers) | RePEc

  • Financial frictions and the zero lower bound on interest rates: a DSGE analysis
Date: 2010-07
By: Merola, Rossana
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29365&r=mac
Keywords: Optimal monetary policy; financial accelerator; lower bound on nominal interest rates; price-level targeting; fiscal stimulus.
JEL: E31
  • Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation
Date: 2011-03
By: Giorgio Motta
Patrizio Tirelli
URL: http://d.repec.org/n?u=RePEc:mib:wpaper:204&r=mac
Keywords: Rule of Thumb Consumers, DSGE, Determinacy, Limited Asset Market Participation, Taylor Principle, Optimal Simple Rule
JEL: E52
  • Endogenous Growth, Monetary Shocks and Nominal Rigidities
Date: 2011-03-08
By: Barbara Annicchiarico (Faculty of Economics, University of Rome « Tor Vergata »)
Alessandra Pelloni (Faculty of Economics, University of Rome « Tor Vergata »)
Lorenza Rossi (University of Pavia)
URL: http://d.repec.org/n?u=RePEc:rtv:ceisrp:187&r=mac
Keywords: Growth, volatility, business cycle, monetary policy
JEL: E32
  • Real indeterminacy and the timing of money in open economies
Date: 2011-03
By: Stephen McKnight (El Colegio de México)
URL: http://d.repec.org/n?u=RePEc:emx:ceedoc:2011-01&r=mac
Keywords: real indeterminacy, open economy monetary models, trade openness, interest rate rules
JEL: E32
  • Leaning Against Boom-Bust Cycles in Credit and Housing Prices
Date: 2011
By: Luisa Lambertini (EPFL)
Caterina Mendicino (Bank of Portugal)
Maria Teresa Punzi (Central Bank of Ecuador)
URL: http://d.repec.org/n?u=RePEc:lui:celegw:1104&r=mac
  • Overdeterminacy and endogenous cycles: Trygve Haavelmo’s business cycle model and its implications for monetary policy
Date: 2011-03-10
By: Kallåk Anundsen , André (Dept. of Economics, University of Oslo)
Sigurd Holmsen Krogh, Tord (Dept. of Economics, University of Oslo)
Nymoen, Ragnar (Dept. of Economics, University of Oslo)
Vislie, Jon (Dept. of Economics, University of Oslo)
URL: http://d.repec.org/n?u=RePEc:hhs:osloec:2011_003&r=mac
Keywords: investments; business cycles; monetary policy
JEL: E22
  • Learning and judgment shocks in U.S. business cycles
Date: 2011-03-02
By: Murray, James
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29257&r=mac
Keywords: Learning; judgment; add-factors; New Keynesian model; Metropolis-Hastings
JEL: C13
  • Non-stationary inflation and panel estimates of the n ew Keynesian Phillips curve for Australia
Date: 2011-03-02
By: Rao, B. Bhaskara
Paradiso, Antonio
Esposito, Piero
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29242&r=mac
Keywords: Panel data estimates; new Keynesian Phillips curve; Australia and Unit roots in the rate of inflation.
JEL: E31
  • How Should Environmental Policy Respond to Business Cycles? Optimal Policy under Persistent Productivity Shocks
Date: 2011-03-08
By: Heutel, Garth (University of North Carolina at Greensboro, Department of Economics)
URL: http://d.repec.org/n?u=RePEc:ris:uncgec:2011_008&r=mac
Keywords: Climate change; Environmental policy
JEL: E32
  • How do inflation expectations form? New insights from a high-frequency survey
Date: 2011-03
By: Gabriele Galati
Peter Heemeijer
Richhild Moessner
URL: http://d.repec.org/n?u=RePEc:dnb:dnbwpp:283&r=mac
Keywords: Inflation expectations; monetary policy; crisis
JEL: E31
  • Expectations Traps and Monetary Policy with Limited Commitment
Date: 2011-02-28
By: Himmels, Christoph
Kirsanova, Tatiana
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29208&r=mac
Keywords: Limited Commitment; Commitment; Discretion; Multiple Equilibria
JEL: E58
  • Monetary Shocks and the Cyclical Behavior of Loan Spreads
Date: 2011
By: Pierre-Richard Agénor
George Bratsiotis
D. Pfajfar
URL: http://d.repec.org/n?u=RePEc:man:cgbcrp:156&r=mac
  • Time- or State-Dependence? An Analysis of Inflation Dynamics using German Business Survey Data
Date: 2011-03-07
By: Carstensen, Kai
Schenkelberg, Heike
URL: http://d.repec.org/n?u=RePEc:lmu:muenec:12170&r=mac
Keywords: Price setting behavior; time dependent pricing; state dependent pricing; monetary policy transmission
JEL: E31
  • Endogenous Market Structures and Labor Market Dynamics
Date: 2011-02
By: Colciago, Andrea
Rossi, Lorenza
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29311&r=mac
Keywords: Endogenous Market Structures; Firms’ Entry; Search and Matching Frictions
JEL: E32
  • Price dispersion in Europe: Does the business cycle matter?
Date: 2011-03
By: Marco Hoeberichts
Ad Stokman
URL: http://d.repec.org/n?u=RePEc:dnb:dnbwpp:285&r=mac
Keywords: economic integration; price level convergence; Law of One Price; EMU; business cycle
JEL: E31
  • Monetary disorder and financial regimes – The demand for money in Argentina, 1900-2006
Date: 2011-03-09
By: Matteo Mogliani (EEP-PSE – Ecole d’Économie de Paris – Paris School of Economics – Ecole d’Économie de Paris, PSE – Paris-Jourdan Sciences Economiques – CNRS : UMR8545 – Ecole des Hautes Etudes en Sciences Sociales (EHESS) – Ecole des Ponts ParisTech – Ecole Normale Supérieure de Paris – ENS Paris)
Giovanni Urga (Cass Business School – City University London – City University London, University of Bergamo – University of Bergamo)
Carlos Winograd (EEP-PSE – Ecole d’Économie de Paris – Paris School of Economics – Ecole d’Économie de Paris, PSE – Paris-Jourdan Sciences Economiques – CNRS : UMR8545 – Ecole des Hautes Etudes en Sciences Sociales (EHESS) – Ecole des Ponts ParisTech – Ecole Normale Supérieure de Paris – ENS Paris, Université d’Evry – Val d’Essonne – Université d’Evry – Val d’Essonne)
URL: http://d.repec.org/n?u=RePEc:hal:psewpa:halshs-00575107&r=mac
Keywords: money demand ; financial regimes ; structural breaks ; single-equation cointegration ; cointegration test ; Argentina monetary history
  • The role of monetary policy in managing the euro – dollar exchange rate
Date: 2011-03-01
By: Mylonidis, Nikolaos
Stamopoulou, Ioanna
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29291&r=mac
Keywords: Exchange rates; Monetary model; Cointegration; Impulse response functions
JEL: E52
  • Motivations for Remittances: Evidence from Moldova
Date: 2011-02
By: Keisuke Otsu
Masashi Saito
URL: http://d.repec.org/n?u=RePEc:ukc:ukcedp:1102&r=mac
Keywords: Labor Reallocations; Financial Relationship; Organizational Capital; TFP; Aggregate Fluctuations
JEL: E13
  • 28 Months Later: How Inflation Targeters Outperformed Their Peers in the Great Recession
Date: 2011-03
By: de Carvalho Filho, Irineu
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29100&r=mac
Keywords: Inflation targeting; economic crisis; monetary policy; Great Recession
JEL: E00
  • Electoral Business Cycles in OECD Countries
Date: 2010-09
By: Canes-Wrone, Brandice (Princeton University)
Park, Jee-Kwang (Princeton University)
URL: http://d.repec.org/n?u=RePEc:ecl:prirpe:9-12-2010a&r=mac
  • On the stability properties of optimal interest rules under learning
Date: 2011
By: Michele Berardi
URL: http://d.repec.org/n?u=RePEc:man:cgbcrp:155&r=mac
  • The macroeconomic impact of Basel III on the Italian economy
Date: 2011-02
By: Alberto Locarno (Banca d’Italia)
URL: http://d.repec.org/n?u=RePEc:bdi:opques:qef_88_11&r=mac
Keywords: Basel III, Modigliani-Miller theorem, flow/stock costs of equity finance, capital/liquidity requirements
JEL: E44
  • Reverse Electoral Business Cycles and Housing Markets
Date: 2010-09
By: Canes-Wrone, Brandice (Princeton University)
Park, Jee-Kwang (Princeton University)
URL: http://d.repec.org/n?u=RePEc:ecl:prirpe:9-12-2010b&r=mac
  • Monetary Union Stability: The Need for a Government Banker and the Case for a European Public Finance Authority
Date: 2011
By: Thomas I. Palley (New America Foundation, Washington DC)
URL: http://d.repec.org/n?u=RePEc:imk:wpaper:2-2011&r=mac
Keywords: monetary union, stability, government banker, euro.
  • Basel III: Long-term impact on economic performance and fluctuations
Date: 2011-02
By: Paolo Angelini (Bank of Italy)
Laurent Clerc (Banque de France)
Vasco Cúrdia (Federal Reserve Bank of New York)
Leonardo Gambacorta (Bank for International Settlements)
Andrea Gerali (Bank of Italy)
Alberto Locarno (Bank of Italy)
Roberto Motto (European Central Bank)
Werner Roeger (European Commission)
Skander Van den Heuvel (Board of Governors of the Federal Reserve System)
Jan Vlcek (International Monetary Fund)
URL: http://d.repec.org/n?u=RePEc:bdi:opques:qef_87_11&r=mac
Keywords: Basel III, countercyclical capital buffers, financial (in)stability, procyclicality, macroprudential
JEL: E44
  • Introduction to Macroeconomic Dynamics Special Issue on Oil Price Shocks
Date: 2011-01-01
By: Apostolos Serletis
John Elder
URL: http://d.repec.org/n?u=RePEc:clg:wpaper:2011-06&r=mac
This special issue of Macroeconomic Dynamics is devoted to papers that use recent advances in macroeconometrics and Â…financial econometrics to investigate the effects of oil price shocks and uncertainty about the price of oil on the level of economic activity.
JEL: G31
  • Economy wide risk diversification in a three-pillar pension system
Date: 2011-03
By: Cai Cai Du
Joan Muysken
Olaf Sleijpen
URL: http://d.repec.org/n?u=RePEc:dnb:dnbwpp:286&r=mac
  • The possible shapes of recoveries in Markov-Switching models
Date: 2011
By: Bec Frederique
Othman Bouabdallah
Laurent Ferrara (THEMA, Universite de Cergy-Pontoise and CREST)
URL: http://d.repec.org/n?u=RePEc:ema:worpap:2011-02&r=mac
Keywords: Markov-Switching models; bounce-back effects; asymmetric business cycles.
JEL: E32
  • Product market regulation, firm size, unemployment and informality in developing economies
Date: 2011
By: Charlot Olivier
Malherbet Franck
Terra Cristina (THEMA, Universite de Cergy-Pontoise)
URL: http://d.repec.org/n?u=RePEc:ema:worpap:2011-03&r=mac
Keywords: Informality; Product and Labor Market Imperfections; Firm Size
JEL: E24
  • The Irish Crisis
Date: 2011-03
By: Lane, Philip R.
URL: http://d.repec.org/n?u=RePEc:cpr:ceprdp:8287&r=mac
Keywords: EMU; Irish crisis
JEL: E5
  • The Role of Housing Tax Provisions in the 2008 Financial Crisis
Date: 2011-03
By: Thomas Hemmelgarn (European Commission)
Gaetan Nicodeme (European Commission)
Ernesto Zangari (Banca d’Italia)
URL: http://d.repec.org/n?u=RePEc:tax:taxpap:0027&r=mac
Keywords: financial crisis, tax policy, housing, interest deductibility, capital gains
JEL: E62
  • Did Housing Policies Cause the Post-War Boom in Homeownership? A General Equilibrium Analysis
Date: 2011-02
By: Matthew Chambers (Department of Economics, Towson University)
Carlos Garriga (Federal Reserve Bank of St. Louis)
Don E. Schlagenhauf (Department of Economics, Florida State University)
URL: http://d.repec.org/n?u=RePEc:tow:wpaper:2011-01&r=mac
Keywords: Housing Finance, First-time buyers, life-cycle.
JEL: E2
  • Debt Stabilization in a Non-Ricardian Economy
Date: 2011
By: Campbell Leith
Ioana Moldovan
Simon Wren-Lewis
URL: http://d.repec.org/n?u=RePEc:oxf:wpaper:542&r=mac
Keywords: Non-Ricardian consumers, macroeconomic stability, distortionary taxes
JEL: E21
  • Credit availability and investment in Italy: lessons from the « Great Recession »
Date: 2011-02
By: Eugenio Gaiotti (Bank of Italy)
URL: http://d.repec.org/n?u=RePEc:bdi:wptemi:td_793_11&r=mac
Keywords: credit availability; credit channel; Great Recession
JEL: E22
  • Küresel Finans Krizinin Türkiye’ye Etkileri
Date: 2010-09-24
By: Kibritçioğlu, Aykut
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29470&r=mac
Keywords: Global crisis; economic crisis; financial crisis; Turkish economy; macroeconomic performance; unemployment; short-run economic growth
JEL: E62
  • Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain
Date: 2011-03-07
By: Jerger, Jürgen
Röhe, Oke
URL: http://d.repec.org/n?u=RePEc:bay:rdwiwi:20060&r=mac
Keywords: DSGE; EMU; Monetary Policy; Structural Breaks
JEL: E31
  • Politique budgétaire et discipline budgétaire renforcée dans une union monétaire.
Date: 2011
By: Irem Zeyneloglu
URL: http://d.repec.org/n?u=RePEc:ulp:sbbeta:2011-07&r=mac
Keywords: politique budgétaire, règle budgétaire, dette publique, union monétaire.
JEL: E62
  • Learning the optimal buffer-stock consumption rule of Carroll
Date: 2011
By: Murat YILDIZOGLU (GREQAM, CNRS, UMR 6579)
Marc-Alexandre SENEGAS (GREThA, CNRS, UMR 5113)
Isabelle SALLE (GREThA, CNRS, UMR 5113)
Martin ZUMPE (GREThA, CNRS, UMR 5113)
URL: http://d.repec.org/n?u=RePEc:grt:wpegrt:2011-11&r=mac
Keywords: Consumption decisions; Learning; Expectations; Adaptive behaviour, Computational economics
JEL: E21
  • Growth Effects of Fiscal Policies: A Critical Appraisal of Colombier’s (2009) Study
Date: 2011-03-03
By: Bergh, Andreas (Research Institute of Industrial Economics (IFN))
Öhrn, Nina (Research Institute of Industrial Economics (IFN))
URL: http://d.repec.org/n?u=RePEc:hhs:iuiwop:0864&r=mac
Keywords: Economic growth; Government size; Taxation; Robust estimators; Panel data
JEL: E62
  • Co-operative Credit Delinquency: Identification of Factors Discriminating Defaulters
Date: 2010-11-03
By: Justin, Nelson Michael
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29508&r=mac
Keywords: credit risk; credit delinquency; co-operative credit; willful default
JEL: E51

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