Macroéconomie: working papers (RePEc, 17/05/2011)

Source : NEP (New Economics Papers) | RePEc

  1. Trend inflation and Monetary policy rules: Determinacy analyses in New Keynesian model with capital accumulation

Date:

2011-01-11

By:

Elena, Gerko
Kirill, Sossounov

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30551&r=mac

Keywords:

Indeterminacy Interest rate policy rule

JEL:

E32
  1. The Timeless Perspective vs. Discretion: Theory and Monetary Policy Implications for an Open Economy

Date:

2011-04-13

By:

Alfred Guender (University of Canterbury)

URL:

http://d.repec.org/n?u=RePEc:cbt:econwp:11/19&r=mac

Keywords:

CPI Inflation Targeting; UIP Puzzle; Instrument Rule; Target Rule; Optimal Monetary Policy

JEL:

E52
  1. Lessons for Monetary Policy: What Should the Consensus Be?

Date:

2011-04-29

By:

Otmar Issing

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/97&r=mac

Keywords:

Asset prices , Central banks , Credit , European Central Bank , Financial stability , Inflation targeting , Monetary aggregates , Monetary policy , Money ,
  1. Variety Matters

Date:

2011-03

By:

Oscar Pavlov
Mark Weder

URL:

http://d.repec.org/n?u=RePEc:san:cdmawp:1106&r=mac

Keywords:

Sunspot equilibria, Indeterminacy, Markups, Variety effects, Business cycles.

JEL:

E32
  1. Variety Matters

Date:

2011-05

By:

Oscar Pavlov (School of Economics, University of Adelaide)
Mark Weder (School of Economics, University of Adelaide)

URL:

http://d.repec.org/n?u=RePEc:adl:wpaper:2011-23&r=mac

Keywords:

sunspot equilibria, indeterminacy, markups, variety effects, business cycles

JEL:

E32
  1. Toward Inflation Targeting in Sri Lanka

Date:

2011-04-13

By:

Shanaka J. Peiris
Rahul Anand
Ding Ding

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/81&r=mac

Keywords:

Central banks , Forecasting models , Inflation targeting , Monetary policy , Sri Lanka ,
  1. How Do Business and Financial Cycles Interact?

Date:

2011-04-20

By:

M. Ayhan Kose
Stijn Claessens
Marco Terrones

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/88&r=mac

Keywords:

Business cycles , Economic models , Economic recession , Economic recovery , Financial sector , Fiscal policy , Monetary policy ,
  1. CPI Inflation Targeting and the UIP Puzzle: An Appraisal of Instrument and Target Rules

Date:

2011-05-01

By:

Alfred Guender (University of Canterbury)

URL:

http://d.repec.org/n?u=RePEc:cbt:econwp:11/18&r=mac

Keywords:

CPI Inflation Targeting; UIP Puzzle; Instrument Rule; Target Rule; Optimal Monetary Policy

JEL:

E4
  1. Monetary Policy Transmission Mechanisms in Pacific Island Countries

Date:

2011-04-28

By:

Yongzheng Yang
Matt Davies
Shengzu Wang
Yiqun Wu
Jonathan C. Dunn

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/96&r=mac

Keywords:

Central banks , Cross country analysis , Demand , Exchange rate regimes , Exchange rates , Fiscal policy , Interest rates , Monetary policy , Pacific Island Countries ,
  1. A monetary policy strategy in good and bad times: lessons from the recent past

Date:

2011-05

By:

Stephan Fahr (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)
Roberto Motto (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)
Massimo Rostagno (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)
Frank Smets (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)
Oreste Tristani (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)

URL:

http://d.repec.org/n?u=RePEc:ecb:ecbwps:20111336&r=mac

Keywords:

Monetary Policy, Monetary transmission, Credit, Supply factors, Financial crisis, Non-standard policy measures.
  1. Inflation Dynamics and the Great Recession

Date:

2011-05

By:

Laurence Ball and Sandeep Mazumder

URL:

http://d.repec.org/n?u=RePEc:jhu:papers:580&r=mac
  1. Are the Effects of Monetary Policy Shocks Big or Small?

Date:

2011-05

By:

Olivier Coibion

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17034&r=mac

JEL:

E3
  1. Estimating a Small Open-Economy Model for Egypt: Spillovers, Inflation Dynamics, and Implications for Monetary Policy

Date:

2011-05-06

By:

Kenji Moriyama
Elif C Arbatli

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/108&r=mac
  1. Monetary and fiscal policy should be merged, which in turn changes the role of central banks

Date:

2011-04-25

By:

Musgrave, Ralph S.

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30521&r=mac

Keywords:

fiscal policy: monetary policy: distortions: Abba Lerner: central banks: national debt: modern monetary theory: functional finance

JEL:

E62
  1. Credit Risk and Disaster Risk

Date:

2011-05

By:

Francois Gourio

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17026&r=mac

JEL:

E22
  1. In the quest of macroprudential policy tools

Date:

2011-03

By:

Samano, Daniel

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30738&r=mac

Keywords:

macroprudential tools; macroprudential policy; capital adequacy ratio; Taylor rule

JEL:

E58
  1. The Contemporaneous Correlation of Structural Shocks and Inflation— Output Variability in Pakistan

Date:

2011

By:

Muhammad Nasir (Pakistan Institute of Development Economics, Islamabad.)
Wasim Shahid Malik (Quaid-i-Azam University, Islamabad.)

URL:

http://d.repec.org/n?u=RePEc:pid:wpaper:2011:70&r=mac

Keywords:

Monetary Policy, Contemporaneous Correlation, Pakistan, Structural Shocks, Vector Autoregression

JEL:

E31
  1. Macro-prudential Policy on Liquidity: What Does a DSGE Model Tell Us?

Date:

2011-05-02

By:

Jagjit S. Chadha (Keynes College, University of Kent)
Luisa Corrado (Faculty of Economics, University of Rome « Tor Vergata »)

URL:

http://d.repec.org/n?u=RePEc:rtv:ceisrp:193&r=mac

Keywords:

Liquidity, interest on reserves, policy instruments, Basel.

JEL:

E31
  1. Should Central Banks Raise their Inflation Targets? Some Relevant Issues

Date:

2011-05

By:

Bennett T. McCallum

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17005&r=mac

JEL:

E31
  1. The dynamics of Italian public debt: Alternative paths for fiscal consolidation

Date:

2011-04-21

By:

Casadio, Paolo
Paradiso, Antonio
Rao, B. Bhaskara

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30646&r=mac

Keywords:

Debt to GDP Ratio; Italian Economy; International Factors; SUR.

JEL:

E62
  1. Pro-Cyclical Unemployment Benefits? Optimal Policy in an Equilibrium Business Cycle Model

Date:

2011-02-15

By:

Kurt Mitman (Department of Economics, University of Pennsylvania)
Stanislav Rabinovich (Department of Economics, University of Pennsylvania)

URL:

http://d.repec.org/n?u=RePEc:pen:papers:11-010&r=mac

Keywords:

Unemployment Insurance, Business Cycles, Optimal Policy, Search and Matching

JEL:

E24
  1. Reconsidering the Role of Food Prices in Inflation

Date:

2011-04-06

By:

James P Walsh

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/71&r=mac

Keywords:

Agricultural commodities , Commodity price fluctuations , Consumer price indexes , External shocks , Inflation , Low-income developing countries , Prices ,
  1. The new Keynesian Phillips curve: Does it fit Norwegian data?

Date:

2011-05

By:

Pål Boug, Ådne Cappelen and Anders R. Swensen (Statistics Norway)

URL:

http://d.repec.org/n?u=RePEc:ssb:dispap:652&r=mac

Keywords:

The new Keynesian Phillips curve; imperfect competition model; cointegrated vector autoregressive models (CVAR); equilibrium correction models; likelihood based methods and general method of moments (GMM).

JEL:

C51
  1. Keeping Up with the Joneses and the Welfare Effects of Monetary Policy

Date:

2011-04

By:

Juha Tervala (Aboa Centre for Economics and University of Turku)

URL:

http://d.repec.org/n?u=RePEc:tkk:dpaper:dp65&r=mac

Keywords:

Monetary policy, jealousy, consumption externality

JEL:

E40
  1. Communicational Bias in Monetary Policy: Can Words Forecast Deeds?

Date:

2011-02-28

By:

Pablo Pincheira
Mauricio Calani

URL:

http://d.repec.org/n?u=RePEc:col:000425:008451&r=mac
  1. Instrument Versus Target Rules As Specifications of Optimal Monetary Policy: What are the Issues, If Any?

Date:

2011-02-01

By:

Richard T. Froyen
Alfred Guender (University of Canterbury)

URL:

http://d.repec.org/n?u=RePEc:cbt:econwp:11/20&r=mac

JEL:

E3
  1. The bank lending channel: lessons from the crisis

Date:

2011-05

By:

Leonardo Gambacorta (Bank for International Settlements (BIS).)
David Marques-Ibanez (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)

URL:

http://d.repec.org/n?u=RePEc:ecb:ecbwps:20111335&r=mac

Keywords:

bank lending channel, monetary policy, financial innovation.
  1. Identifying Fiscal Policy Transmission in Stochastic Debt Forecasts

Date:

2011-05-05

By:

Rafael Romeu
Kei Kawakami

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/107&r=mac
  1. Inflation and Bank of Russia’s policy: is there a link?

Date:

2011-02-28

By:

Yulia Vymyatnina
Anna Ignatenko (St. Petersburg Institute for Economics and Mathematics, Russian Academy of Sciences (RAS))

URL:

http://d.repec.org/n?u=RePEc:eus:wpaper:ec0311&r=mac

Keywords:

monetary policy, inflation, Bank of Russia, oil prices, exchange rate pass through

JEL:

E41
  1. The price puzzle and monetary policy transmission mechanism in Pakistan: Structural vector autoregressive approach

Date:

2011

By:

Javid, Muhammad
Munir, Kashif

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30670&r=mac

Keywords:

Monetary policy; Price puzzle; Structural VAR; Pakistan

JEL:

E52
  1. Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements

Date:

2011-05-04

By:

Jan Vlcek
Scott Roger

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/103&r=mac
  1. Monetary Transmission in Dollarized and Non-Dollarized Economies: The Cases of Chile, New Zealand, Peru and Uruguay

Date:

2011-04-20

By:

David O Coble Fernandez
Santiago Acosta Ormaechea

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/87&r=mac

Keywords:

Chile , Cross country analysis , Dollarization , Economic models , Exchange rates , Inflation targeting , Interest rates , Monetary policy , Monetary transmission mechanism , New Zealand , Peru , Uruguay ,
  1. Real wage cyclicality and the Great Depression: evidence from British engineering and metal working firms

Date:

2011-05

By:

Hart, Robert A.
Roberts, J. Elizabeth

URL:

http://d.repec.org/n?u=RePEc:stl:stledp:2011-09&r=mac

Keywords:

aggregation bias; timework; piecework; the Great Depression; Real wage cyclicality
  1. Cycles in Crime and Economy Revised

Date:

2011

By:

Claudio Detotto
Edoardo Otranto

URL:

http://d.repec.org/n?u=RePEc:cns:cnscwp:201107&r=mac

Keywords:

business cycle; crime; common factors; dynamic factor models

JEL:

E32
  1. International Welfare Effects of Monetary Policy

Date:

2011-04

By:

Juha Tervala (Aboa Centre for Economics and University of Turku)

URL:

http://d.repec.org/n?u=RePEc:tkk:dpaper:dp66&r=mac

Keywords:

Open economy macroeconomics, monetary policy, beggar-thyself, beggar-thy-neighbour, Taylor rule, welfare analysis

JEL:

E32
  1. Personal-bankruptcy cycles

Date:

2010-08-23

By:

Garrett, Thomas A.
Wall, Howard J.

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30759&r=mac

Keywords:

Personal Bankruptcy; Recessions

JEL:

E32
  1. Boom and Bust of the spanish Economy

Date:

2011-05-03

By:

Tomer Shachmurove (Pennsylvania State University)
Yochanan Shachmurove (Department of Economics, University of Pennsylvania)

URL:

http://d.repec.org/n?u=RePEc:pen:papers:11-011&r=mac

Keywords:

Spain; Spanish Economy; Financial Crises, Federal Budget Deficit, Banking Crises, Subprime Mortgage; Spanish Industrial Revolution; Economic History; Political Economy; International Trade; Government Regulation

JEL:

E0
  1. New Evidence on Cyclical and Structural Sources of Unemployment

Date:

2011-05-05

By:

Prakash Kannan
Jinzhu Chen
Bharat Trehan
Prakash Loungani

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/106&r=mac
  1. The threat of ‘currency wars’: a European perspective

Date:

2010-12

By:

Zsolt Darvas
Jean Pisani-Ferry

URL:

http://d.repec.org/n?u=RePEc:bre:polcon:461&r=mac
  1. Mongolia: Measuring the Output Gap

Date:

2011-04-06

By:

Julia Bersch
Tara Sinclair

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/79&r=mac

Keywords:

Demand , Economic growth , Economic models , External shocks , Inflation rates , Mining sector , Mongolia , Production , Supply ,
  1. Determinants of the EONIA spread and the financial crisis

Date:

2011

By:

Carla Soares
Paulo M.M. Rodrigues

URL:

http://d.repec.org/n?u=RePEc:ptu:wpaper:w201112&r=mac

JEL:

E43
  1. Financial Cycles: What? How? When?

Date:

2011-04-05

By:

M. Ayhan Kose
Stijn Claessens
Marco Terrones

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/76&r=mac

Keywords:

Business cycles , Capital markets , Credit , Developed countries , Housing prices , Stock prices ,
  1. New Shocks and Asset Price Volatility in General Equilibrium

Date:

2011-05-06

By:

Akito Matsumoto
Pietro Cova
Massimiliano Pisani
Alessandro Rebucci

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/110&r=mac
  1. Structural reforms and macroeconomic performance in the euro area countries: a model-based assessment

Date:

2011

By:

Sandra Gomes
P. Jacquinot
M. Mohr
M. Pisani

URL:

http://d.repec.org/n?u=RePEc:ptu:wpaper:w201113&r=mac

JEL:

C53
  1. Convergence of Euro Area Inflation Rates

Date:

2011

By:

Lopez, C.
Papell, David H.

URL:

http://d.repec.org/n?u=RePEc:bfr:banfra:326&r=mac

Keywords:

groupwise convergence, inflation, Euro area, 2008 crisis.

JEL:

C32
  1. Discordant city employment cycles

Date:

2010-08-12

By:

Owyang, Michael T.
Piger, Jeremy
Wall, Howard J.

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30757&r=mac

Keywords:

City Employment Cycles

JEL:

E32
  1. The effect of monetary policy on investors’ risk perception: Evidence from the UK and Germany

Date:

2011-05

By:

Dan Luo (University of Nottingham)
Iris Biefang-Frisancho Mariscal (University of the West of England)
Peter Howells (University of the West of England)

URL:

http://d.repec.org/n?u=RePEc:uwe:wpaper:1107&r=mac

Keywords:

Monetary policy, Risk aversion, impulse responses

JEL:

G12
  1. Macroeconomic Conditions and Capital Raising

Date:

2011-04

By:

Erel, Isil (OH State University)
Julio, Brandon (London Business School)
Kim, Woojin (Korea University Business School)
Weisbach, Michael S. (OH State University)

URL:

http://d.repec.org/n?u=RePEc:ecl:ohidic:2011-9&r=mac
  1. Anticipation, learning and welfare: the case of distortionary taxation

Date:

2011-04-18

By:

Gasteiger, Emanuel
Zhang, Shoujian

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30625&r=mac

Keywords:

Fiscal Policy; Adaptive Learning; Oscillations

JEL:

E62
  1. A Dynamic Macroeconometric Model of Pakistan’s Economy

Date:

2011

By:

Muhammad Arshad Khan (Pakistan Institute of Development Economics, Islamabad.)
Musleh ud Din (Pakistan Institute of Development Economics, Islamabad.)

URL:

http://d.repec.org/n?u=RePEc:pid:wpaper:2011:69&r=mac

Keywords:

Macroeconometric Model; Pakistan Economy, Cointegration, Forecasting

JEL:

C20
  1. Credit Spreads and Business Cycle Fluctuations

Date:

2011-05

By:

Simon Gilchrist
Egon Zakrajšek

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17021&r=mac

JEL:

E22
  1. Debt and net financial wealth: a comparative analysis for some European countries

Date:

2010-11-20

By:

Cinquegrana, Giuseppe

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30556&r=mac

Keywords:

financial framework; civil law; common law; bank and market oriented; financial accounts; Goldsmith’s ratios.

JEL:

E44

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