Macroéconomie: working papers (RePEc, 28/05/2011)

Source : NEP (New Economics Papers) | RePEc

  1. Hyperbolic Discounting and Positive Optimal Inflation

Date:

2011-05

By:

Graham, Liam (University College London)
Snower, Dennis J. (Kiel Institute for the World Economy)

URL:

http://d.repec.org/n?u=RePEc:iza:izadps:dp5694&r=mac

Keywords:

optimal monetary policy, inflation targeting, unemployment, Phillips curve, nominal inertia, monetary policy

JEL:

E20
  1. Monetary Policy and Stock Market Booms

Date:

2011-03

By:

Christiano, Lawrence (Northwestern University)
Ilut, Cosmin (Duke University)
Motto, Roberto (European Central Bank)
Rostagno, Massimo (European Central Bank)

URL:

http://d.repec.org/n?u=RePEc:rbp:wpaper:2011-005&r=mac

Keywords:

inflation targeting, sticky prices, sticky wages, stock price boom, DSGE model, New Keynesian model, news, interest rate rule

JEL:

E42
  1. News Shocks, Price Levels, and Monetary Policy

Date:

2011-03

By:

Ryo Jinnai

URL:

http://d.repec.org/n?u=RePEc:hst:ghsdps:gd10-173&r=mac

Keywords:

news shock, R&D, inflation, sticky wages, monetary policy

JEL:

E00
  1. Inflation Targeting and Regional Inflation Persistence: Evidence from Korea

Date:

2011

By:

Peter Tillmann (University of Giessen)

URL:

http://d.repec.org/n?u=RePEc:mar:magkse:201122&r=mac

Keywords:

inflation targeting, inflation persistence, monetary policy regime, regional inflation, factor model

JEL:

E31
  1. The monetary transmission mechanism in the euro area: has it changed and why?

Date:

2011-04

By:

Martina Cecioni (Bank of Italy)
Stefano Neri (Bank of Italy)

URL:

http://d.repec.org/n?u=RePEc:bdi:wptemi:td_808_11&r=mac

Keywords:

monetary policy, transmission mechanism, Bayesian methods

JEL:

E32
  1. Inflation Dynamics and the Great Recession

Date:

2011-05

By:

Laurence M. Ball
Sandeep Mazumder

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17044&r=mac

JEL:

E31
  1. A Graphical Representation of an Estimated DSGE Model

Date:

2011-05

By:

Kulish, Mariano
Jones, Callum

URL:

http://d.repec.org/n?u=RePEc:cpm:dynare:003&r=mac

JEL:

E27
  1. Financial frictions and optimal monetary policy in an open economy

Date:

2011-05

By:

Marcin Kolasa (National Bank of Poland and Warsaw School of Economics.)
Giovanni Lombardo (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)

URL:

http://d.repec.org/n?u=RePEc:ecb:ecbwps:20111338&r=mac

Keywords:

financial frictions, open economy, optimal monetary policy.
  1. Can Sterilized FX Purchases under Inflation Targeting be Expansionary?

Date:

2011-04

By:

MArcio Gomes Pinto Garcia (Department of Economics PUC-Rio)

URL:

http://d.repec.org/n?u=RePEc:rio:texdis:589&r=mac
  1. Evaluating the performance of the search and matching model with sticky wages

Date:

2010-12

By:

Christopher Reicher

URL:

http://d.repec.org/n?u=RePEc:kie:kieliw:1674&r=mac

Keywords:

wages, sticky prices, staggered Nash bargaining, inflation, new hires, search and matching, business cycles

JEL:

E24
  1. Central banking in Latin America: changes, achievements, challenges

Date:

2011-05

By:

Klaus Schmidt-Hebbel (Catholic Universty of Chile)

URL:

http://d.repec.org/n?u=RePEc:bde:opaper:1102&r=mac

Keywords:

Monetary Policy, Central Banks, Latin America

JEL:

E52
  1. Housing, consumption and monetary policy: how different are the U.S. and the euro area?

Date:

2011-04

By:

Alberto Musso (European Central Bank)
Stefano Neri (Banca d’Italia)
Livio Stracca (European Central Bank)

URL:

http://d.repec.org/n?u=RePEc:bdi:wptemi:td_807_11&r=mac

Keywords:

residential investment, house prices, credit, monetary policy

JEL:

E22
  1. Price Stickiness Asymmetry, Persistence and Volatility in a New Keynesian Model

Date:

2011-05

By:

Alessandro Flamini (Department of Economics, The University of Sheffield)

URL:

http://d.repec.org/n?u=RePEc:shf:wpaper:2011013&r=mac

Keywords:

Sectoral asymmetries, price stickiness, New Keynesian model, persistence, volatility.

JEL:

E31
  1. « Was Keynes’s Monetary Policy, a outrance in the Treatise, a Forerunnner of ZIRP and QE? Did He Change His Mind in the General Theory? »

Date:

2011-05

By:

Jan Kregel

URL:

http://d.repec.org/n?u=RePEc:lev:levypn:11-04&r=mac
  1. Capital Flows, Monetary Policy and FOREX Interventions in Peru

Date:

2011-05

By:

Rossini, Renzo (Central Reserve Bank of Peru)
Quispe, Zenon (Central Reserve Bank of Peru)
Rodriguez, Donita (Central Reserve Bank of Peru)

URL:

http://d.repec.org/n?u=RePEc:rbp:wpaper:2011-008&r=mac

Keywords:

Central banks, policy framework

JEL:

E52
  1. Land-price dynamics and macroeconomic fluctuations

Date:

2011-05

By:

Zheng Liu
Pengfei Wang
Tao Zha

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17045&r=mac

JEL:

E21
  1. Expectations, employment and prices: a suggested interpretation of the new ‘farmerian’ economics

Date:

2010-05-10

By:

Guerrazzi, Marco

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30832&r=mac

Keywords:

Old Keynesian Economics; search; demand constrained equilibrium; Shimer puzzle; economic policy.

JEL:

E12
  1. Political cycles in income from privatization: The case of Albania

Date:

2011

By:

Imami, Drini
Lami, Endrit
Kächelein, Holger

URL:

http://d.repec.org/n?u=RePEc:zbw:bamber:77&r=mac

Keywords:

Albania,Political Business Cycle,Privatization

JEL:

E32
  1. Portrait of the Economist as a Young Man: Raúl Prebisch’s evolving views on the business cycle and money, 1919-1949

Date:

2011

By:

Esteban Pérez Caldentey and Matías Vernengo

URL:

http://d.repec.org/n?u=RePEc:uta:papers:2011_13&r=mac

Keywords:

Business Cycle, Macroeconomic Policy, History of Economic Thought JEL Codes: B31, E32, E65
  1. Switching Monetary Policy Regimes and the Nominal Term Structure

Date:

2011-05

By:

Ferman, Marcelo

URL:

http://d.repec.org/n?u=RePEc:cpm:dynare:005&r=mac
  1. Reinforcing EU Governance in Times of Crisis: The Commission Proposals and Beyond

Date:

2010-12

By:

Ansgar Belke

URL:

http://d.repec.org/n?u=RePEc:rwi:repape:0232&r=mac

Keywords:

EU governance; European Council; European Financial Stability Facility; European Monetary Fund; policy coordination; scoreboard, Stability and Growth Pact

JEL:

E61
  1. The anatomy of standard DSGE models with financial frictions

Date:

2011

By:

Michał Brzoza-Brzezina (National Bank of Poland, Economic Institute)
Marcin Kolasa (National Bank of Poland, Economic Institute)
Krzysztof Makarski (National Bank of Poland, Economic Institute)

URL:

http://d.repec.org/n?u=RePEc:nbp:nbpmis:80&r=mac

Keywords:

financial frictions, DSGE models, business cycle accounting

JEL:

E30
  1. Uncertainty and capacity constraints: reconsidering the aggregate production function

Date:

2011

By:

Gracia, Eduard

URL:

http://d.repec.org/n?u=RePEc:zbw:ifwedp:20119&r=mac

Keywords:

production function,Cobb-Douglas,capital controversy

JEL:

E22
  1. Choques não Antecipados de Política Monetária e a Estrutura a Termo das Taxas de Juros no Brasil

Date:

2011-04

By:

Fernando N. de Oliveira
Leonardo Ramos

URL:

http://d.repec.org/n?u=RePEc:bcb:wpaper:238&r=mac
  1. Products, patents and productivity persistence: A DSGE model of endogenous growth

Date:

2011-05

By:

Holden, Tom

URL:

http://d.repec.org/n?u=RePEc:cpm:dynare:004&r=mac

Keywords:

productivity persistence; patent protection; oligopoly; research and development

JEL:

E32
  1. The impact of the global financial crisis on output performance across the European Union: vulnerability and resilience.

Date:

2011-05-13

By:

Karin Kondor
Karsten Staehr

URL:

http://d.repec.org/n?u=RePEc:eea:boewps:wp2011-03&r=mac

Keywords:

global financial crisis, contagion, business cycles, GDP

JEL:

E32
  1. VAR Estimates of the Housing and Stock Wealth Effects: Cross-country Evidence

Date:

2011-05

By:

Sheng Guo (Department of Economics, Florida International University)
Umut Unal (Department of Economics, Florida International University)

URL:

http://d.repec.org/n?u=RePEc:fiu:wpaper:1103&r=mac

Keywords:

Wealth Effect, Consumption, Housing, Stock Market

JEL:

E21
  1. A Small Open Economy New Keynesian DSGE model for a foreign exchange constrained economy

Date:

2011-05

By:

Regassa Senbeta S.

URL:

http://d.repec.org/n?u=RePEc:ant:wpaper:2011004&r=mac
  1. How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models

Date:

2011-03

By:

Daisuke Nagakura

URL:

http://d.repec.org/n?u=RePEc:hst:ghsdps:gd10-172&r=mac

Keywords:

Unobserved components model, Trend, Cycle, Business Cycle Analysis
  1. Who Bears the Cost of the Business Cycle? Labor-Market Institutions and Volatility of the Youth Unemployment Rate

Date:

2011-03

By:

Daiji Kawaguchi
Tetsushi Murao

URL:

http://d.repec.org/n?u=RePEc:hst:ghsdps:gd10-184&r=mac

JEL:

E24
  1. The Macroeconomic Impacts of Natural Disasters: New Evidence from Floods

Date:

2011-05-03

By:

Cunado, Juncal
Ferreira, Susana

URL:

http://d.repec.org/n?u=RePEc:ags:aaea11:103721&r=mac

Keywords:

Natural Disasters, Floods, VAR, Economic growth, Macroeconomic Shocks, Environmental Economics and Policy, International Development, Public Economics,
  1. Why are Trend Cycle Decompositions of Alternative Models So Different?

Date:

2011-03

By:

Shigeru Iwata
Han Li

URL:

http://d.repec.org/n?u=RePEc:hst:ghsdps:gd10-171&r=mac

Keywords:

Beveridge-Nelson decomposition, Unobserved Component Models

JEL:

E44
  1. Measuring Globalization: A hierarchical network approach

Date:

2011-04-18

By:

David Matesanz Gomez (University of Oviedo)
Guillermo J. Ortega (Universidad Nacional de Quilmes)
Benno Torgler (QUT)

URL:

http://d.repec.org/n?u=RePEc:qut:dpaper:267&r=mac

Keywords:

Globalization, regionalism, correlation matrix, clustering, synchronization

JEL:

E32
  1. The prospect of migration, sticky wages, and ‘educated unemployment’

Date:

2011

By:

Fan, C. Simon
Stark, Oded

URL:

http://d.repec.org/n?u=RePEc:zbw:tuewef:9&r=mac

Keywords:

The prospect of migration,Sticky wages,’Educated unemployment’,Government intervention

JEL:

E24
  1. Competing bimetallic ratios: Amsterdam, London and bullion arbitrage in the 18th century

Date:

2011-04

By:

Pilar Nogues-Marco

URL:

http://d.repec.org/n?u=RePEc:cte:whrepe:wp11-03&r=mac

Keywords:

Bimetallism, Bimetallic stability, Bullion markets, Arbitrage, Specie-point mechanism, Melting-minting points

JEL:

E42
  1. The pure logic of value, profit, interest

Date:

2011-05-11

By:

Kakarot-Handtke, Egmont

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:30853&r=mac

Keywords:

New framework of concepts; Structure-centric; Axiom set; Labour theory of value; Structural value theorem; Profit; Distributed profit; Rate of interest; Reproducibility

JEL:

E43
  1. Up for count? Central bank words and financial stress

Date:

2011-04-01

By:

Blix Grimaldi, Marianna (Monetary Policy Department, Central Bank of Sweden)

URL:

http://d.repec.org/n?u=RePEc:hhs:rbnkwp:0252&r=mac

Keywords:

Financial stress; central bank communication; textual analysis; logit distribution

JEL:

E50
  1. The safe are rationed, the risky not – an extension of the Stiglitz-Weiss model

Date:

2011-05-04

By:

Helke Waelde (Department of Economics, Johannes Gutenberg-Universitaet Mainz, Germany)

URL:

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

JEL:

E43
  1. Considering Macroeconomic Indicators in the Food versus Fuel Issues

Date:

2011

By:

Qiu, Cheng
Colson, Greg
Wetzstein, Michael

URL:

http://d.repec.org/n?u=RePEc:ags:aaea11:103689&r=mac

Keywords:

Food, fuel, Food Consumption/Nutrition/Food Safety, Resource /Energy Economics and Policy,
  1. Leverage as a Predictor for Real Activity and Volatility

Date:

2011-04

By:

Robert Kollmann
Stefan Zeugner

URL:

http://d.repec.org/n?u=RePEc:eca:wpaper:2013/85421&r=mac

Keywords:

Leverage; Financial crisis; Forecasts; Real activity; Volatility

JEL:

E32

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