Economie européenne: working papers (RePEc, 20/04/2011)

Source : NEP (New Economics Papers) | RePEc

  1. Household sector borrowing in the euro area – a micro data perspective

Date:

2011-04

By:

Ramon Gomez-Salvador (European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main)
Adriana Lojschova (European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main)
Thomas Westermann (European Central Bank, Kaiserstrasse 29, 60311 Frankfurt am Main)

URL:

http://d.repec.org/n?u=RePEc:ecb:ecbops:20110125&r=eec

Keywords:

Household indebtedness, financial vulnerability, micro survey data, monetary transmission.
  1. Imperfect information, real-time data and monetary policy in the euro area

Date:

2011-03

By:

Stefano Neri (Bank of Italy)
Tiziano Ropele (Bank of Italy)

URL:

http://d.repec.org/n?u=RePEc:bdi:wptemi:td_802_11&r=eec

Keywords:

monetary policy, imperfect information, real-time data

JEL:

E47
  1. The ECB’s New Multi-Country Model for the euro area: NMCM – simulated with rational expectations

Date:

2011-04

By:

Alistair Dieppe (European Central Bank, Kaiserstraße 29, D-60311 Frankfurt am Main, Germany.)
Alberto González Pandiella (European Central Bank, Kaiserstraße 29, D-60311 Frankfurt am Main, Germany.)
Alpo Willman (European Central Bank, Kaiserstraße 29, D-60311 Frankfurt am Main, Germany.)

URL:

http://d.repec.org/n?u=RePEc:ecb:ecbwps:20111315&r=eec

Keywords:

Macro model, Open-economy macroeconomics, Rational expectations.
  1. The US Dollar-Euro exchange rate and US-EMU bond yield differentials: A Causality Analysis

Date:

2011-03

By:

Simón Sosvilla-Rivero
María del Carmen Ramos-Herrera

URL:

http://d.repec.org/n?u=RePEc:aee:wpaper:1101&r=eec

Keywords:

Causality, Exchange rate, Long-term interest rates, Rolling regression

JEL:

C32
  1. Fiscal developments and financial stress: a threshold VAR analysis

Date:

2011-04

By:

António Afonso (European Central Bank, Directorate General Economics, Kaiserstraße 29, D-60311 Frankfurt am Main, Germany.)
Jaromír Baxa (Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, Smetanovo nábřeží 6, 111 01 Prague 1, Czech Republic.)
Michal Slavík (European Central Bank, Fiscal Policies Division, Kaiserstraße 29, D-60311 Frankfurt am Main, Germany.)

URL:

http://d.repec.org/n?u=RePEc:ecb:ecbwps:20111319&r=eec

Keywords:

fiscal policy, financial markets, threshold VAR.
  1. Mediterranean business cycles: structure and characteristics

Date:

2011-02

By:

Fabio Canova
Alain Schlaepfer

URL:

http://d.repec.org/n?u=RePEc:upf:upfgen:1267&r=eec

Keywords:

Turning point dates, Reference cycle, Euro Mediterranean partnership, Trade interdependences

JEL:

E32
  1. The ECB’s New Multi-Country Model for the euro area: NMCM – with boundedly rational learning expectations

Date:

2011-04

By:

Alistair Dieppe (European Central Bank, Kaiserstraße 29, D-60311 Frankfurt am Main, Germany.)
Alberto González Pandiella (European Central Bank, Kaiserstraße 29, D-60311 Frankfurt am Main, Germany.)
Stephen Hall (National Institute of Economic and Social Research and University of Leicester.)
Alpo Willman (European Central Bank, Kaiserstraße 29, D-60311 Frankfurt am Main, Germany.)

URL:

http://d.repec.org/n?u=RePEc:ecb:ecbwps:20111316&r=eec

Keywords:

Expectation, bounded rationality, learning, imperfect information, heterogeneity, macro modelling, open-economy macroeconomics.
  1. The new rules of the Stability and Growth Pact. Threats from heterogeneity and interdependence

Date:

2011

By:

Roberto Tamborini

URL:

http://d.repec.org/n?u=RePEc:trn:utwpde:1104&r=eec

Keywords:

Stability and Growth Pact, Public debt management

JEL:

E6
  1. Fiscal policy, pricing frictions and monetary accommodation

Date:

2011-03

By:

Fabio Canova
Evi Pappa

URL:

http://d.repec.org/n?u=RePEc:upf:upfgen:1268&r=eec

Keywords:

Government consumption expenditure shocks; pricing frictions; monetary policy accommodation; debt and inflation dynamics

JEL:

C32
  1. Lisbon strategy and EU countries’ performance: social inclusion and sustainability

Date:

2010-03

By:

Paola Bertolini
Francesco Pagliacci

URL:

http://d.repec.org/n?u=RePEc:mod:depeco:0648&r=eec

Keywords:

European policies; Lisbon Strategy; social models; sustainability;

JEL:

R11
  1. How big is the ‘German locomotive’? A perpective from Central and Eastern Europen countries’ unemployment rates

Date:

2011-04

By:

Juan Carlos Cuestas (Department of Economics, The University of Sheffield)
Mercedes Monfort (Department of Economics, Jaume I University)
Javier Ordóñez (Department of Economics, Jaume I University)

URL:

http://d.repec.org/n?u=RePEc:shf:wpaper:2011008&r=eec

JEL:

C32
  1. Perspectives on Fulfilling the Nominal and Real Convergence Criteria by Romania for the Adoption of Euro Currency

Date:

2011-04-01

By:

Geza, Paula
Giurca Vasilescu, Laura

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30011&r=eec

Keywords:

Real convergence criteria; Nominal convergence criteria; Euro adoption; Romania

JEL:

E42
  1. The Transatlantic Productivity Gap: Is R&D the Main Culprit?

Date:

2011-03

By:

Raquel Ortega-Argilés (Faculty of Economics, University of Barcelona)
Mariacristina Piva (-)
Marco Vivarelli (-)

URL:

http://d.repec.org/n?u=RePEc:ira:wpaper:201103&r=eec

Keywords:

R&D, productivity, embodied technological change, US, EU. JEL classification:O33
  1. What lies beneath? A time-varying FAVAR model for the UK transmission mechanism

Date:

2011-04

By:

Haroon Mumtaz (Centre for Central Banking Studies, Bank of England.)
Pawel Zabczyk (Bank of England and European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)
Colin Ellis (University of Birmingham and BVCA.)

URL:

http://d.repec.org/n?u=RePEc:ecb:ecbwps:20111320&r=eec

Keywords:

Transmission mechanism, monetary policy, Factor Augmented VAR, timevarying coefficients, sign restrictions.

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