Macroéconomie: working papers (RePEc, 13/04/2011)

Source : NEP (New Economics Papers) | RePEc

  • Asset Prices, Nominal Rigidities, and Monetary Policy: Role of Price Indexation
Date: 2011-02-01
By: Nutahara, Kengo
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29859&r=mac
Keywords: asset prices; monetary policy; equilibrium determinacy; price indexation
JEL: E32
  • Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S.
Date: 2011-03-25
By: Matthias Gubler (Faculty of Business and Economics, University of Basel, Switzerland)
Matthias S. Hertweck (Department of Economics, University of Konstanz, Germany)
URL: http://d.repec.org/n?u=RePEc:knz:dpteco:1103&r=mac
Keywords: business cycles, commodity price shocks, structural VAR
JEL: C32
  • Endogenous Entry, International Business Cycles, and Welfare
Date: 2011-03-31
By: Stéphane Auray (CNRS – THEMA (UMR 8184), EQUIPPE (EA 4018) – Universités Lille Nord de France (ULCO), Université de Sherbrooke (GREDI) and CIRPEE, Canada)
Aurélien Eyquem (GATE LSE, Université de Lyon, and Ecole Normale Supérieure de Lyon, France, and GREDI, Université de Sherbrooke, Canada)
URL: http://d.repec.org/n?u=RePEc:shr:wpaper:11-05&r=mac
Keywords: International Business Cycles, Endogenous Entry, Financial Markets Incompleteness, Sticky Prices, Monetary Policy, Welfare
JEL: E51
  • Endogenous Entry, International Business Cycles, and Welfare
Date: 2011
By: Stéphane Auray (CNRS, THEMA, EQUIPPE, Universités Lille Nord de France (ULCO),Université de Sherbrooke (GREDI) and CIRPEE, Canada.)
Aurélien Eyquem (Université de Lyon, Lyon, F-69003, France ; CNRS, GATE Lyon St Etienne,F-69130 Ecully, France)
URL: http://d.repec.org/n?u=RePEc:gat:wpaper:1114&r=mac
Keywords: International business cycles, Endogenous entry, Financial markets incompleteness, Sticky prices, Monetary policy, Welfare
JEL: C92
  • Endogenous Entry, International Business Cycles, and Welfare
Date: 2011
By: Stéphane Auray (EQUIPPE – ECONOMIE QUANTITATIVE, INTEGRATION, POLITIQUES PUBLIQUES ET ECONOMETRIE – Université des Sciences et Technologies de Lille – Lille I)
Aurélien Eyquem (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-00581165&r=mac
Keywords: International business cycles; Endogenous entry; Financial markets incompleteness; Sticky prices; Monetary policy; Welfare
  • The Great Inflation: Did the Shadow Know Better?
Date: 2011-03
By: William Poole
Robert H. Rasche
David C. Wheelock
URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:16910&r=mac
JEL: E31
  • The optimal inflation rate revisited
Date: 2011-03
By: Giovanni Di Bartolomeo
Patrizio Tirelli
Nicola Acocella
URL: http://d.repec.org/n?u=RePEc:mib:wpaper:208&r=mac
Keywords: trend inflation, monetary and fiscal policy, Ramsey plan.
JEL: E52
  • The real effects of financial stress in the Euro zone
Date: 2011
By: Sushanta K. Mallick (Queen Mary University of London)
Ricardo M. Sousa (Universidade do Minho – NIPE)
URL: http://d.repec.org/n?u=RePEc:nip:nipewp:12/2011&r=mac
Keywords: monetary policy, financial stress, Bayesian Structural VAR, Sign-Restrictions, Euro-zone.
JEL: E37
  • Frictions, Persistence, and Central Bank Policy in an Experimental Dynamic Stochastic General Equilibrium Economy
Date: 2011
By: Noussair, C.N.
Pfajfar, D.
Zsiros, J. (Tilburg University, Center for Economic Research)
URL: http://d.repec.org/n?u=RePEc:dgr:kubcen:2011030&r=mac
Keywords: Experimental Economics;DSGE economy;Monetary Policy;Menu costs.
JEL: C91
  • The Effects of Endogenous Firm Exit on Business Cycle Dynamics and Optimal Fiscal Policy
Date: 2011-02-01
By: Vilmi, Lauri (Department of Economics)
URL: http://d.repec.org/n?u=RePEc:hhs:rbnkwp:0250&r=mac
Keywords: firm defaults; money supply shock; labor productivity
JEL: E32
  • Markets, Income and Policy
Date: 2011-03
By: Hongfei Sun (Queen’s University)
URL: http://d.repec.org/n?u=RePEc:qed:wpaper:1262&r=mac
Keywords: markets, frictions, income, policy, competitive search
JEL: E0
  • A win-win monetary policy in Canada
Date: 2011-03-30
By: Kitov, Oleg
Kitov, Ivan
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29975&r=mac
Keywords: structural break; inflation; unemployment; labour force; modelling; Canada; monetary policy
JEL: E31
  • Ramsey Policies in a Small Open Economy with Sticky Prices and Capital
Date: 2011
By: Stéphane Auray (EQUIPPE – ECONOMIE QUANTITATIVE, INTEGRATION, POLITIQUES PUBLIQUES ET ECONOMETRIE – Université des Sciences et Technologies de Lille – Lille I)
Beatriz De Blaz (Departamento de Teoría Económica e Historia Económica – Universidad Autónoma de Madrid)
Aurélien Eyquem (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-00581173&r=mac
Keywords: small open economy; sticky prices; optimal monetary and fiscal policies
  • Macroeconomic Aspects of European Integration: Fiscal Policy, Trade Integration and the European Business Cycle
Date: 2011-03
By: Jesús Crespo-Cuaresma
Michael Pfaffermayr
Octavio Fernández Amador
Catherine Keppel
URL: http://d.repec.org/n?u=RePEc:wsr:ecbook:2011:i:iii-004&r=mac
Keywords: Monetary union, business cycles, synchronization, trade integration, fiscal policy
JEL: E32
  • Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom
Date: 2011-01
By: Xiaoshan Chen
Ronald MacDonald
URL: http://d.repec.org/n?u=RePEc:gla:glaewp:2011_04&r=mac
Keywords: DSGE models; Markov-switching; Bayesian analysis
JEL: C11
  • Effects of discretionary fiscal policy: new empirical evidence for Germany
Date: 2011-03
By: Bank, Alexander
URL: http://d.repec.org/n?u=RePEc:han:dpaper:dp-470&r=mac
Keywords: Discretionary fiscal policy, Germany, structural vector autoregression
JEL: C32
  • Autoregression-Based Estimation of the New Keynesian Phillips Curve
Date: 2011-03
By: Lanne, Markku
Luoto, Jani
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29801&r=mac
Keywords: Noncausal time series; Non-Gaussian time series; inflation; Phillips curve
JEL: C51
  • A win-win monetary policy in Canada
Date: 2011-03
By: Oleg Kitov
Ivan Kitov
URL: http://d.repec.org/n?u=RePEc:arx:papers:1103.5994&r=mac
  • Daytime is money
Date: 2010
By: Sébastien Kraenzlin
Thomas Nellen
URL: http://d.repec.org/n?u=RePEc:snb:snbwpa:2010-06&r=mac
Keywords: interbank money market, intraday credit, term structure
JEL: E58
  • No News in Business Cycles
Date: 2011
By: Mario Forni
Luca Gambetti
Luca Sala
URL: http://d.repec.org/n?u=RePEc:igi:igierp:383&r=mac
  • Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback
Date: 2011-03
By: Paolo Zagaglia (Department of Economics, University of Bologna)
URL: http://d.repec.org/n?u=RePEc:rim:rimwps:19_11&r=mac
Keywords: Yield curve, general equilibrium models, Bayesian estimation, forecasting
JEL: E43
  • End of the line: Relative Price Variability and Inflation in a Fixed Price Regime
Date: 2011
By: Rodrigo Cerda
Rolf Lüders
URL: http://d.repec.org/n?u=RePEc:ioe:doctra:395&r=mac
Keywords: Wage premium, Skill Upgrading, Trade Openness, Skill Biased Technical Change, Chile, Latin America.
JEL: E3
  • Ordering policy rules with an unconditionalwelfare measure
Date: 2011-02
By: Tatiana Damjanovic
Vladislav Damjanovic
Charles Nolan
URL: http://d.repec.org/n?u=RePEc:san:wpecon:1102&r=mac
Keywords: Linear-quadratic approximation; unconditional expectations;optimal monetary policy; ranking simple policy rules.
JEL: E20
  • Real Business Cycles with a Human Capital Investment Sector and Endogenous Growth: Persistence, Volatility and Labor Puzzles
Date: 2011-03
By: Dang, Jing
Gillman, Max (Cardiff Business School)
Kejak, Michal
URL: http://d.repec.org/n?u=RePEc:cdf:wpaper:2011/8&r=mac
Keywords: Real business cycle; human capital; persistence; volatility; labor
JEL: E24
  • Financial Sector Shocks, External Finance Premium and Business Cycle .
Date: 2011-03
By: Zhang, Hongru (Cardiff Business School)
URL: http://d.repec.org/n?u=RePEc:cdf:wpaper:2011/7&r=mac
Keywords: DSGE modeling; corporate net wealth shock; loan productivity shock; external financing; shock construction; historical decomposition; variance decomposition
JEL: E32
  • Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy
Date: 2011
By: Huixin Bi
URL: http://d.repec.org/n?u=RePEc:bca:bocawp:11-10&r=mac
Keywords: Fiscal policy; International topics
JEL: E62
  • U.S. Core Inflation: A Wavelet Analysis
Date: 2011-03
By: kevin dowd
john cotter
URL: http://d.repec.org/n?u=RePEc:arx:papers:1103.5659&r=mac
  • Fiscal developments and financial stress: a threshold VAR analysis
Date: 2011-03
By: António Afonso
Jaromír Baxa
Michal Slavík
URL: http://d.repec.org/n?u=RePEc:ise:isegwp:wp112011&r=mac
Keywords: fiscal policy, financial markets, threshold VAR.
JEL: E62
  • Exploring an uncharted market: Evidence on the unsecured Swiss franc money market
Date: 2011
By: Basil Guggenheim
Sébastien Philippe Kraenzlin
Silvio Schumacher
URL: http://d.repec.org/n?u=RePEc:snb:snbwpa:2011-05&r=mac
Keywords: unsecured interbank money market, development,money market turmoil, financial stability, Switzerland
JEL: E40
  • Repo Market Microstructure in Unusual Monetary Policy Conditions
Date: 2011-03
By: Dunne, Peter (Central Bank of Ireland)
Fleming, Michael J. (Federal Reserve Bank of New York)
Zholos, Andrey (Queen’s University Management School)
URL: http://d.repec.org/n?u=RePEc:cbi:wpaper:8/rt/11&r=mac
Keywords: Repo, Financial crisis, liquidity, market microstructure, monetary policy operations
  • Where it all began: lending of last resort and the Bank of England during the Overend-Gurney panic of 1866
Date: 2011-03-29
By: Marc Flandreau (Graduate Institute of International and Development Studies, Geneva)
Stefano Ugolini (Scuola Normale Superiore, Pisa)
URL: http://d.repec.org/n?u=RePEc:bno:worpap:2011_03&r=mac
Keywords: Financial crises, lending of last resort, history of monetary policy, shadow banking system, banking supervision.
JEL: E42
  • « Can Portugal Escape Stagnation without Opting Out from the Eurozone? »
Date: 2011-03
By: Pedro Leao
Alfonso Palacio-Vera
URL: http://d.repec.org/n?u=RePEc:lev:wrkpap:wp_664&r=mac
Keywords: Nominal Wage Cuts; Eurozone; Relative Unit Labor Costs; Zero-sum Game
JEL: E32
  • Sovereign Default Risk and Bank Fragility in Financially Integrated Economies
Date: 2011-03
By: Patrick Bolton
Olivier Jeanne
URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:16899&r=mac
JEL: E44
  • Trans-Pacific Rebalancing: Thailand Case Study
Date: 2011-03-31
By: Sussangkarn, Chalongphob (Asian Development Bank Institute)
Nikomborirak, Deunden (Asian Development Bank Institute)
URL: http://d.repec.org/n?u=RePEc:ris:adbiwp:0273&r=mac
Keywords: asian financial crisis; global economic crisis; global financial crisis; economic growth rebalancing; thailand growth rebalancing; thai economy
JEL: E21
  • Self-reinforcing effects between housing prices and credit. Evidence from Norway
Date: 2011-03
By: André K. Anundsen and Eilev S. Jansen (Statistics Norway)
URL: http://d.repec.org/n?u=RePEc:ssb:dispap:651&r=mac
Keywords: Housing prices; household borrowing; financial accelerator
JEL: E44
  • UK Fiscal Policy Sustainability, 1955-2006
Date: 2011-03
By: Fan, Jingwen (Cardiff Business School)
Arghyrou, Michael G (Cardiff Business School)
URL: http://d.repec.org/n?u=RePEc:cdf:wpaper:2011/9&r=mac
Keywords: Fiscal policy; Sustainability; UK; Structural breaks; Non-linear adjustment
JEL: E62
  • Some preliminary but troubling evidence on group credits in microfinance programmes
Date: 2010-12-07
By: Helke Waelde (Department of Economics, Johannes Gutenberg-Universitaet Mainz, Germany)
URL: http://d.repec.org/n?u=RePEc:jgu:wpaper:1101&r=mac
JEL: E43
  • Optimal Degree of Commitment in a Tax Policy
Date: 2011-03
By: Yusuke Kinai (Graduate School of Economics, Osaka University)
URL: http://d.repec.org/n?u=RePEc:osk:wpaper:1111&r=mac
Keywords: Commitment vs. Flexibility; Degree of Commitment; Imperfect Public Monitoring; Repeated Games; Tax Policy.
JEL: E61
  • Solution Concept for Intergenerational Conflict: the Role of Intergenerational Bargaining
Date: 2011-03
By: Yusuke Kinai (Graduate School of Economics, Osaka University)
URL: http://d.repec.org/n?u=RePEc:osk:wpaper:1110&r=mac
Keywords: Dual Intergenerational Conflicts; Intergenerational Bargaining;Time-inconsistency; Modified Public Goods Provision Rule.
JEL: E61
  • Bretton Woods Fixed Exchange Rate System versus Floating Exchange Rate System
Date: 2011-03-29
By: Geza, Paula
Giurca Vasilescu, Laura
URL: http://d.repec.org/n?u=RePEc:pra:mprapa:29932&r=mac
Keywords: Fixed exchange rate; floating exchange rate; Bretton Woods system
JEL: E42
  • Crisis, Imbalances, and India
Date: 2011-03-29
By: Kumar, Rajiv (Asian Development Bank Institute)
Vashisht, Pankaj (Asian Development Bank Institute)
URL: http://d.repec.org/n?u=RePEc:ris:adbiwp:0272&r=mac
Keywords: global financial crisis; rebalancing economic growth; indian economy; export diversification
JEL: E66
  • The Stock Market and the Consumer Confidence Channel in Canada
Date: 2010-09-27
By: Lilia Karnizova (Department of Economics, University of Ottawa)
Hashmat U. Khan (Department of Economics, Carleton University)
URL: http://d.repec.org/n?u=RePEc:car:carecp:10-08&r=mac
Keywords: Stock market, Consumer confidence, Wealth, Asymmetry
JEL: E21
  • Design of a Social Security System: Pension System vs. Unemployment Insurance
Date: 2011-03
By: Yusuke Kinai (Graduate School of Economics, Osaka University)
URL: http://d.repec.org/n?u=RePEc:osk:wpaper:1112&r=mac
Keywords: Social Security, Pension System vs. Unemployment Insurance, Majority Voting, Structureinduced equilibrium.
JEL: E61

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