Macroéconomie: working papers (RePEc, 12/05/2011)

Source : NEP (New Economics Papers) | RePEc

  1. Dynamics of Monetary Policy Uncertainty and the Impact on the Macroeconomy

Date:

2011-04-19

By:

Herro, Nicholas
Murray, James

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30387&r=mac

Keywords:

Uncertainty; learning; volatility; Taylor rule; vector autoregression; ARCH.

JEL:

E32
  1. New Instruments of Monetary Policy

Date:

2011-01

By:

Jagjit S. Chadha
Sean Holly

URL:

http://d.repec.org/n?u=RePEc:ukc:ukcedp:1109&r=mac

Keywords:

zero bound, open-market operations, quantitative easing, monetary policy

JEL:

E31
  1. Capital Regulation, Monetary Policy and Financial Stability

Date:

2011-04

By:

Pierre-Richard Agénor
K. Alper
Luiz A. Pereira da Silva

URL:

http://d.repec.org/n?u=RePEc:bcb:wpaper:237&r=mac
  1. The effects of capital market openness on exchange rate pass-through and welfare in an inflation targeting small open economy

Date:

2011-04-12

By:

Mukherjee, Sanchita

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30478&r=mac

Keywords:

Monetary policy; Inflation Targeting; Exchange rate pass-through; Capital account openness; Small open economy

JEL:

E58
  1. Has the EMU Reduced Wage Growth and Unemployment? Testing a Model of Trade Union Behaviour

Date:

2011-04

By:

Heiner Mikosch (KOF Swiss Economic Institute, ETH Zurich, Switzerland)
Jan-Egbert Sturm (KOF Swiss Economic Institute, ETH Zurich, Switzerland)

URL:

http://d.repec.org/n?u=RePEc:kof:wpskof:11-280&r=mac

Keywords:

Common currency areas, EMU, Phillips curve, unemployment, wages

JEL:

E52
  1. Dove or Hawk? characterizing monetary regime switches during financial liberalization in India

Date:

2011-04-20

By:

Hutchison, Michael
Sengupta, Rajeswari
Singh, Nirvikar

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30423&r=mac

Keywords:

Monetary policy; Regime switches; Central banking; Inflation targeting

JEL:

E0
  1. Non-Conventional Monetary Policies: QE and the DSGE literature

Date:

2011-01

By:

Evren Caglar
Jagjit S. Chadha
Jack Meaning
James Warren
Alex Waters

URL:

http://d.repec.org/n?u=RePEc:ukc:ukcedp:1110&r=mac

Keywords:

zero bound, open-market operations, quantitative easing

JEL:

E31
  1. Macro-prudential Policy on Liquidity: What does a DSGE Model tell us?

Date:

2011-04

By:

Jagjit S. Chadha
Luisa Corrado

URL:

http://d.repec.org/n?u=RePEc:ukc:ukcedp:1108&r=mac

Keywords:

Liquidity, interest on reserves, policy instruments, Basel

JEL:

E31
  1. Changing economic structures and impacts of shocks — evidence from a DSGE model for China

Date:

2011-04-28

By:

Mehrotra, Aaron (BOFIT)
Nuutilainen, Riikka (BOFIT)
Pääkkönen, Jenni (BOFIT)

URL:

http://d.repec.org/n?u=RePEc:hhs:bofitp:2011_005&r=mac

Keywords:

DSGE; rebalancing; monetary policy shocks; technology shocks; China

JEL:

E52
  1. Real wage growth over the business cycle:contractual versus spot markets

Date:

2011

By:

Bellou, Andriana
Kaymak, Baris

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30401&r=mac

Keywords:

Business Cycles;Wage Rigidity; Implicit Contracts; Cyclical Selection

JEL:

E32
  1. The bank lending channel: lessons from the crisis

Date:

2011-05

By:

Leonardo Gambacorta
David Marques-Ibanez

URL:

http://d.repec.org/n?u=RePEc:bis:biswps:345&r=mac

Keywords:

bank lending channel, monetary policy, financial innovation
  1. Fiscal Policy Multipliers in a New Keynesian Model under Positive and Zero Nominal Interest Rate

Date:

2011-04

By:

Kaszab, Lorant (Cardiff Business School)

URL:

http://d.repec.org/n?u=RePEc:cdf:wpaper:2011/11&r=mac

Keywords:

New-Keynesian model; fiscal multipliers; zero lower bound; monetary policy; government spending; tax cut; permanent; transitory
  1. Systemic Risks and the Macroeconomy

Date:

2011-04

By:

Gianni De Nicolò
Marcella Lucchetta

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:16998&r=mac

JEL:

E17
  1. The Portuguese Business Cycle: Chronology and Duration Dependence

Date:

2011-04

By:

Vitor Castro (University of Coimbra, GEMF and NIPE)

URL:

http://d.repec.org/n?u=RePEc:gmf:wpaper:2011-07&r=mac

Keywords:

business cycles; duration dependence; Markov-switching.

JEL:

E32
  1. Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments

Date:

2011-04

By:

Philip Hans Franses (Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam)
Michael McAleer (Erasmus University Rotterdam, Tinbergen Institute, The Netherlands, and Institute of Economic Research, Kyoto University)
Rianne Legerstee (Erasmus School of Economics, Erasmus University Rotterdam and Tinbergen Institute)

URL:

http://d.repec.org/n?u=RePEc:kyo:wpaper:771&r=mac

Keywords:

Macroeconomic forecasts, econometric models, human intuition, biased forecasts, forecast performance, forecast evaluation, forecast comparison.

JEL:

C22
  1. Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments

Date:

2011

By:

Philip Hans Franses (Econometrisch Instituut (Econometric Institute), Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit)
Michael McAleer (Econometrisch Instituut (Econometric Institute), Faculteit der Economische Wetenschappen (Erasmus School of Economics) Erasmus Universiteit, Tinbergen Instituut (Tinbergen Institute).)
Rianne Legerstee: (Nyenrode Business Universiteit)

URL:

http://d.repec.org/n?u=RePEc:ucm:doicae:1111&r=mac

Keywords:

Macroeconomic forecasts, econometric models, human intuition, biased forecasts, forecast performance, forecast evaluation, forecast comparison.

JEL:

C22
  1. Hechos Estilizados de la Economía Ecuatoriana: El Ciclo Económico 1965-2008

Date:

2011-03

By:

Gachet, Ivan
Maldonado, Diego
Oliva, Nicolas
Ramirez, Jose

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30280&r=mac

Keywords:

Hechos Estilizados; Ciclos Económicos; Filtro Hodrick y Prescott; Ecuador

JEL:

E32
  1. The threat of ‘currency wars’: a European perspective

Date:

2010-12

By:

Jean Pisani-Ferry
Zsolt Darvas

URL:

http://d.repec.org/n?u=RePEc:bre:polcon:482&r=mac
  1. Has the Government Lowered the Hours Worked? Evidence from Japan

Date:

2011-04

By:

Ko, Jun-Hyung

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30058&r=mac

Keywords:

marginal tax rate; subsidy; hours worked; pension benefit

JEL:

E62
  1. Shocks and Crashes

Date:

2011-04

By:

Martin Lettau
Sydney V. Ludvigson

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:16996&r=mac

JEL:

E10
  1. Release of the kraken: a novel money multiplier equation’s debut in 21st century banking

Date:

2011

By:

Hanley, Brian P.

URL:

http://d.repec.org/n?u=RePEc:zbw:ifwedp:20118&r=mac

Keywords:

GFC,CDS,AIG,money multiplier,banking multiplier

JEL:

E20
  1. Illiquid Banks, Financial Stability, and Interest Rate Policy

Date:

2011-04

By:

Douglas W. Diamond
Raghuram Rajan

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:16994&r=mac

JEL:

E4
  1. The Determinants of the Brazilian Farm Price

Date:

2011

By:

Spolador, Humberto F. S.
Barros, Geraldo S. C.
Bacchi, Mirian R. P.

URL:

http://d.repec.org/n?u=RePEc:ags:aaea11:103221&r=mac

Keywords:

Brazilian farm prices, interest rate differentials, international commodity prices and exchange rate., Agribusiness, Political Economy, Q, E4, E5,
  1. Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe

Date:

2011-04

By:

Andrew Ang
Francis A. Longstaff

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:16982&r=mac

JEL:

E44
  1. The rise and fall of Spain (1270-1850)

Date:

2011-04

By:

Carlos Álvarez Nogal
Leandro Prados de la Escosura

URL:

http://d.repec.org/n?u=RePEc:cte:whrepe:wp11-02&r=mac

Keywords:

Preindustrial Spain, Frontier economy, Reconquest, Black Death, Rise, Decline, Western Europe

JEL:

E01
  1. Credit conditions indices: Controlling for regime shifts in the Norwegian credit market

Date:

2011-04-28

By:

S. Jansen, Eilev (Statistics Norway)
S.H. Krogh, Tord (Dept. of Economics, University of Oslo)

URL:

http://d.repec.org/n?u=RePEc:hhs:osloec:2011_010&r=mac

Keywords:

credit conditions; exible trend; financial deregulation; household loans

JEL:

E44
  1. Mineral Rents and Social Development in Norway

Date:

2011-03-16

By:

Mehlum, Halvor (Dept. of Economics, University of Oslo)
Moene, Karl (Dept. of Economics, University of Oslo)
Torvik, Ragnar (Department of Economics, Norwegian University of Science and Technology)

URL:

http://d.repec.org/n?u=RePEc:hhs:osloec:2011_014&r=mac

Keywords:

Sovereign wealth fund; Norway; multi-sector growth; labor supply

JEL:

E60
  1. Representative Ryan’s $30 Trillion Medicare Waste Tax

Date:

2011-04

By:

David Rosnick
Dean Baker

URL:

http://d.repec.org/n?u=RePEc:epo:papers:2011-10&r=mac

Keywords:

Medicare, Ryan, budget

JEL:

E
  1. Financial Crises and Bilateral Foreign Direct Investment Flows

Date:

2011-01-16

By:

Abdelaal Mahmoud, Ashraf

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30417&r=mac

Keywords:

Foreign direct investment; financial crisis; Bilateral Foreign direct investment; dynamic panel data; spatial dependence.

JEL:

E2
  1. The Trade Unit Values Database

Date:

2011-04

By:

Antoine Berthou
Charlotte Emlinger

URL:

http://d.repec.org/n?u=RePEc:cii:cepidt:2011-10&r=mac

Keywords:

Unit value; trade price; international trade

JEL:

E3

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