Macroéconomie: working papers (RePEc, 31/03/2011)

Source : NEP (New Economics Papers) | RePEc

  • Leaning Against Boom-Bust Cycles in Credit and Housing Prices
Date: 2011-03
By: Luisa Lambertini (Chair of International Finance, Ecole Polytechnique Federale de Lausanne (EPFL), Switzerland)
Caterina Mendicino
Maria Teresa Punzi
URL: http://d.repec.org/n?u=RePEc:cif:wpaper:201101&r=mac
Keywords: Expectations-driven cycles, Macro-prudential policy, Monetary policy, Welfare analysis
JEL: E32
  • The optimal inflation rate revisited
Date: 2011-03
By: Di Bartolomeo Giovanni
Tirelli Patrizio
Acocella Nicola
URL: http://d.repec.org/n?u=RePEc:ter:wpaper:0069&r=mac
Keywords: Trend inflation, monetary and fiscal policy, Ramsey plan
JEL: E52
  • Does Money Help Predict Inflation? An Empirical Assessment for Central Europe
Date: 2010-12
By: Roman Horvath
Lubos Komarek
Filip Rozsypal
URL: http://d.repec.org/n?u=RePEc:cnb:wpaper:2010/05&r=mac
Keywords: Central Europe, forecasting, inflation, money.
JEL: E41
  • Endogenous Market Structures and the Business Cycle
Date: 2011-02
By: colciago , andrea
Rossi, Lorenza
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29629&r=mac
Keywords: Endogenous Market Structures; Firms’ Entry; Search and Matching Frictions
JEL: E32
  • Labor market imperfections, real wage rigidities and financial shocks
Date: 2011-03
By: Acocella Nicola
Bisio Laura
Di Bartolomeo Giovanni
Pelloni Alessandra
URL: http://d.repec.org/n?u=RePEc:ter:wpaper:0070&r=mac
Keywords: Financial accelerator, credit frictions, wage-setters, business cycle, volatility
JEL: E32
  • A New Keynesian Phillips curve for Tunisia : Estimation and analysis of sensitivity
Date: 2010-11-10
By: Ben Ali, Samir
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29624&r=mac
Keywords: monetary policy; New Keynesian Phillips curve; Inflation; sensitivity;Tunisia
JEL: E31
  • Spatial Propagation of Macroeconomic Shocks in Europe
Date: 2010-04
By: Romain Houssa (Center for Research in the Economics of Development, University of Namur)
URL: http://d.repec.org/n?u=RePEc:nam:wpaper:1009&r=mac
Keywords: Macroeconomics, Spatial Models, VAR
JEL: E3
  • Money cycles
Date: 2011-03
By: Andrew Clausen
Carlo Strub
URL: http://d.repec.org/n?u=RePEc:zur:econwp:008&r=mac
  • The Implementation of Scenarios Using DSGE Models
Date: 2010-08-25
By: Igor Vetlov (Bank of Lithuania)
Ricardo Mourinho Félix (Banco de Portugal)
Laure Frey (Banque de France)
Tibor Hlédik (Czech National Bank)
Zoltán Jakab (Office of the Fiscal Council, Republic of Hungary)
Niki Papadopoulou (Central Bank of Cyprus)
Lukas Reiss (Oesterreichische Nationalbank)
Martin Schneider (Oesterreichische Nationalbank)
URL: http://d.repec.org/n?u=RePEc:lie:wpaper:8&r=mac
Keywords: business fluctuations, monetary policy, fiscal policy, forecasting and simulation
JEL: E32
  • Price-level targeting versus inflation targeting over the long-term
Date: 2011-03
By: Hatcher, Michael C. (Cardiff Business School)
URL: http://d.repec.org/n?u=RePEc:cdf:wpaper:2011/5&r=mac
Keywords: inflation targeting; price-level targeting; optimal indexation; government bonds
JEL: E52
  • A Bayesian approach to optimal monetary policy with parameter and model uncertainty
Date: 2011-03-02
By: Cogley, Timothy (New York University)
de Paoli, Bianca (Bank of England)
Matthes, Christian (Universitat Pompeu Fabra)
Nikolov, Kalin (European Central Bank)
Yates, Tony (Bank of England)
URL: http://d.repec.org/n?u=RePEc:boe:boeewp:0414&r=mac
  • News, Intermediation Efficiency and Expectations-driven Boom-bust Cycles
Date: 2011-03
By: Christopher M. Gunn
Alok Johri
URL: http://d.repec.org/n?u=RePEc:mcm:deptwp:2011-02&r=mac
Keywords: externalities; expectations-driven business cycles, intermediation shocks, credit shocks, financial intermediation, financial innovation, news shocks, business cycles.
JEL: E3
  • Money, Financial Stability and Efficiency
Date: 2011
By: Franklin Allen
Elena Carletti
Douglas Gale
URL: http://d.repec.org/n?u=RePEc:eui:euiwps:eco2011/04&r=mac
  • Inflation expectations, real rates, and risk premia: evidence from inflation swaps
Date: 2011
By: Joseph G. Haubrich
George Pennacchi
Peter Ritchken
URL: http://d.repec.org/n?u=RePEc:fip:fedcwp:1107&r=mac
Keywords: Inflation (Finance) ; Interest rates ; Asset pricing
  • On the (non-)equivalence of capital adequacy and monetary policy: A response to Cechetti and Kohler
Date: 2011
By: Stan du Plessis (Department of Economics, University of Stellenbosch)
Gideon du Rand (Department of Economics, University of Stellenbosch)
URL: http://d.repec.org/n?u=RePEc:sza:wpaper:wpapers132&r=mac
Keywords: Monetary policy, Instrument problem, Interest rates, Alternative monetary policy instruments, Balance sheet operations, Policy co-ordination
JEL: E52
  • The gains from delegation revisited: price-level targeting, speed-limit and interest rate smoothing policies
Date: 2011-03-15
By: Blake, Andy (Bank of England)
Kirsanova, Tatiana (University of Exeter)
Yates, Tony (Bank of England)
URL: http://d.repec.org/n?u=RePEc:boe:boeewp:0415&r=mac
  • Uncertainty about Welfare Effects of Consumption Fluctuations
Date: 2011-01
By: Romain Houssa (Center for Research in the Economics of Development, University of Namur)
URL: http://d.repec.org/n?u=RePEc:nam:wpaper:1101&r=mac
Keywords: Business Cycles, Growth Welfare
  • Fiscal policy and growth with complementarities and constraints on government
Date: 2011
By: Misch, Florian
Gemmell, Norman
Kneller, Richard
URL: http://d.repec.org/n?u=RePEc:zbw:zewdip:11018&r=mac
Keywords: Imperfect Knowledge,Economic Growth,Productive Public Spending,Optimal Fiscal Policy
JEL: E62
  • Exchange rate pass-through to consumer prices in Ghana: Evidence from structural vector auto-regression
Date: 2010-06
By: Sanusi, Aliyu Rafindadi
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29491&r=mac
Keywords: Exchange Rate Pass-Through; Inflation; Structural Vector-Autoregression; Foreign Aid; Ghana
JEL: E31
  • Kaleckian vs. Marxian specifications of the investment function: Some empirical evidence for the US
Date: 2011
By: Schoder, Christian
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29584&r=mac
Keywords: Kaleckian growth model; Marxian growth model; investment functions; post-Keynesian economics
JEL: E12
  • Extracting deflation probability forecasts from Treasury yields
Date: 2011
By: Jens H. E. Christensen
Jose A. Lopez
Glenn D. Rudebusch
URL: http://d.repec.org/n?u=RePEc:fip:fedfwp:2011-10&r=mac
Keywords: Deflation (Finance)
  • The impact of oil prices, real effective exchange rate and inflation on economic activity: Novel evidence for Vietnam
Date: 2011-03
By: Le Viet Trung (Research Institute for Economics and Business Administration, Kobe University)
Nguyen Thi Thuy Vinh (Graduate School of Economics, Kobe University)
URL: http://d.repec.org/n?u=RePEc:kob:dpaper:dp2011-09&r=mac
Keywords: Oil price, Economic activity, Vietnam
JEL: E60
  • Does International Trade Really Lead to Business Cycle Synchronization?−A panel data approach
Date: 2011-01
By: Michael Artis (Swansea University)
Toshihiro Okubo (Research Institute for Economics and Business Administration, Kobe University)
URL: http://d.repec.org/n?u=RePEc:kob:dpaper:dp2011-05&r=mac
Keywords: business cycle synchronization, trade, panel approach
JEL: E32
  • Deconstructing Structural Unemployment
Date: 2011-03
By: John Schmitt
Kris Warner
URL: http://d.repec.org/n?u=RePEc:epo:papers:2011-06&r=mac
Keywords: unemployment, structural unemployment, stimulus, Great Recession
JEL: E
  • The Optimum Currency Area. Is the Euro Zone an Optimum Currency Area?
Date: 2011-03-17
By: Geza, Paula
Giurca Vasilescu, Laura
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29656&r=mac
Keywords: Optimum Currency Area; Monetary Integration; Currency; Economic and Monetary Union
JEL: E42
  • Retirement Flexibility and Portfolio Choice in General Equilibrium
Date: 2011-02-17
By: Yvonne Adema (Erasmus University Rotterdam, and Netspar)
Jan Bonenkamp (CPB Netherlands Bureau for Economic Policy Analysis, and Netspar)
Lex Meijdam (University of Tilburg, and Netspar)
URL: http://d.repec.org/n?u=RePEc:dgr:uvatin:20110038&r=mac
Keywords: portfolio choice; retirement (in)flexibility; productivity and depreciation risk; intratemporal substitution; general equilibrium
JEL: E21
  • To switch or not to switch – Can individual lending do better in micronance than group lending?
Date: 2011-03-07
By: Helke Waelde (Department of Economics, Johannes Gutenberg-Universitaet Mainz, Germany)
URL: http://d.repec.org/n?u=RePEc:jgu:wpaper:1015&r=mac
JEL: E43
  • Capital Regulation and Tail Risk
Date: 2011-02-17
By: Enrico Perotti (University of Amsterdam, Duisenberg school of finance, and CEPR)
Lev Ratnovski (International Monetary Fund)
Razvan Vlahu (Dutch Central Bank)
URL: http://d.repec.org/n?u=RePEc:dgr:uvatin:20110039&r=mac
Keywords: Bank Regulation; Risk Shifting; Capital Requirements; Tail Risk; Systemic Risk
JEL: E6
  • Financial liberalization and contagion with unobservable savings
Date: 2011-03-01
By: Panetti, Ettore
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29540&r=mac
Keywords: financial intermediation; financial liberalization; financial contagion; unobservable savings
JEL: E44

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