Macroéconomie: working papers (RePEc, 06/06/2011)

Source : NEP (New Economics Papers) | RePEc

  1. Macroeconomic Regimes

 

Date:

2011-05

By:

Lieven Baele
Geert Bekaert
Seonghoon Cho
Koen Inghelbrecht
Antonio Moreno

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17090&r=mac

JEL:

C42

 

  1. Commodity Price Shocks and the Business Cycle: Structural Evidence for the U.S.

 

Date:

2011

By:

Matthias Gubler
Matthias S. Hertweck (University of Basel)

URL:

http://d.repec.org/n?u=RePEc:bsl:wpaper:2011/05&r=mac

Keywords:

business cycles, commodity price shocks, structural VAR

JEL:

C32

 

  1. Is there any evidence of a Greenspan put?

 

Date:

2011

By:

Hall Pamela

URL:

http://d.repec.org/n?u=RePEc:snb:snbwpa:2011-06&r=mac

Keywords:

monetary policy, nominal feedback rule, asset prices, United States

JEL:

C11

 

  1. Sectoral Inflation Dynamics, Idiosyncratic Shocks and Monetary Policy

 

Date:

2011

By:

Daniel Kaufmann
Sarah Lein

URL:

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

Keywords:

monetary policy transmission, idiosyncratic shocks, rational inattention, heterogeneity in price setting, cost channel, price puzzle

JEL:

E31

 

  1. FiMod – a DSGE model for fiscal policy simulations

 

Date:

2011-05

By:

Nikolai Stähler (Deutsche Bundesbank)
Carlos Thomas (Banco de España)

URL:

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

Keywords:

DSGE model, fiscal policy, two-country monetary union, disaggregation of fiscal expenditures, labor market frictions

JEL:

E62

 

  1. Household Leverage and the Recession

 

Date:

2011-05

By:

Midrigan, Virgiliu
Philippon, Thomas

URL:

http://d.repec.org/n?u=RePEc:cpr:ceprdp:8381&r=mac

Keywords:

cash-in-advance; household credit; housing; leverage; monetary policy; Recession

JEL:

E2

 

  1. Monetary Policy, Capital Inflows, and the Housing Boom

 

Date:

2011-05-30

By:

Sá, F.
Wieladek, T.

URL:

http://d.repec.org/n?u=RePEc:cam:camdae:1141&r=mac

JEL:

E5

 

  1. Fiscal and Monetary Institutions in Central, Eastern and South-Eastern European Countries

 

Date:

2011-04

By:

Zsolt Darvas
Valentina Kostyleva (OECD Public Governance and Territorial Development Directorate)

URL:

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

Keywords:

CESEE countries, Budgetary Discipline Index, budget process, fiscal institutions, budgetary institutions, monetary institutions, macroeconomic stability, econometric analysis, budgetary procedures, fiscal outcomes, fiscal rules

JEL:

E32

 

  1. On the Endogeneity of Inflation Targeting: Preferences Over Inflation

 

Date:

2011-02-20

By:

Nicolás de Roux
Marc Hofstetter

URL:

http://d.repec.org/n?u=RePEc:col:000089:008731&r=mac
  1. Financial Cycles: What? How? When?

 

Date:

2011-05

By:

Claessens, Stijn
Kose, Ayhan
Terrones, Marco E

URL:

http://d.repec.org/n?u=RePEc:cpr:ceprdp:8379&r=mac

Keywords:

asset busts; credit booms; credit cycles; crunches; equity prices; house prices

JEL:

E32

 

  1. The Role of Macroprudential Policy for Financial Stability in East Asia’s Emerging Economies

 

Date:

2011-05-26

By:

Park, Yung Chul (Asian Development Bank Institute)

URL:

http://d.repec.org/n?u=RePEc:ris:adbiwp:0284&r=mac

Keywords:

macroprudential policy; monetary policy; east asian economies; asian housing market; financial imbalances; asian financial crisis

JEL:

E52

 

  1. International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy

 

Date:

2011-05-27

By:

Liu, Philip (International Monetary Fund)
Mumtaz, Haroon (Bank of England)
Theophilopoulou, Angeliki (University of Westminister)

URL:

http://d.repec.org/n?u=RePEc:boe:boeewp:0425&r=mac

Keywords:

Factor augmented VAR; Time-variation; Gibbs sampling.

 

  1. Unemployment in an Estimated New Keynesian Model

 

Date:

2011-05

By:

Jordi Galí
Frank Smets
Rafael Wouters

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17084&r=mac

JEL:

D58

 

  1. Fiscal data revisions in Europe

 

Date:

2011-05

By:

Francisco de Castro (Banco de España, Madrid, Spain.)
Javier J. Pérez (Banco de España, Madrid, Spain.)
Marta Rodríguez-Vives (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)

URL:

http://d.repec.org/n?u=RePEc:ecb:ecbwps:20111342&r=mac

Keywords:

data revisions, real-time data, news and noise, fiscal statistics, rationality.

 

  1. Business Cycles in the Phillips Machine

 

Date:

2011

By:

Allan McRobie

URL:

http://d.repec.org/n?u=RePEc:trn:utwpas:1102&r=mac
  1. Global imbalances and the financial crisis: Link or no link?

 

Date:

2011-05

By:

Claudio Borio
Piti Disyatat

URL:

http://d.repec.org/n?u=RePEc:bis:biswps:346&r=mac

Keywords:

global imbalances, saving glut, money, credit, capital flows, current account, interest rates, financial crisis

 

  1. Postkeynesian Precepts for Nonlinear, Endogenous, Nonstochastic, Business Cycle Theories

 

Date:

2011

By:

K. Vela Velupillai

URL:

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

 

  1. Credit cycles: Evidence based on a non linear model for developed countries

 

Date:

2011-05

By:

Rebeca Anguren Martín (Banco de España)

URL:

http://d.repec.org/n?u=RePEc:bde:wpaper:1113&r=mac

Keywords:

credit cycle, banking crisis, fi nancial crisis, Markov, business cycle

JEL:

E44

 

  1. The Time-to-Build Tradition in Business Cycle Modelling

 

Date:

2011

By:

N. Dharmaraj
K. Vela Velupillai

URL:

http://d.repec.org/n?u=RePEc:trn:utwpas:1109&r=mac
  1. Keynes’s missing axioms

 

Date:

2011-05-14

By:

Kakarot-Handtke, Egmont

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:31179&r=mac

Keywords:

New framework of concept; Structure-centric; Axiom set; Full employment; Intermediate situation; Emergent money; Singularity; System immanent risk; Distributed profit; Saving; Investment; Allais-Identity

JEL:

E12

 

  1. Beginning, crises, and end of the money economy in three consistent steps

 

Date:

2011-05-29

By:

Kakarot-Handtke, Egmont

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:31175&r=mac

Keywords:

New framework of conceps; Structure-centric; Axiom set; Zero profit economy; Distributed profit; Systemic crisis point; Logical end states

JEL:

E32

 

  1. Bibliography of Research using the NZIER’s Quarterly Survey of Business Opinion

 

Date:

2011-05-24

By:

Robert A. Buckle (Victoria University of Wellington)
Brian Silverstone (University of Waikato)

URL:

http://d.repec.org/n?u=RePEc:wai:econwp:11/07&r=mac

Keywords:

bibliography; business surveys; business tendency surveys; NZIER; QSBO; New Zealand

JEL:

E32

 

  1. The Role of Intangible Assets on the Economic Performances in Japan and Korea (Japanese)

 

Date:

2011-03

By:

MIYAGAWA Tsutomu
TAKIZAWA Miho

URL:

http://d.repec.org/n?u=RePEc:eti:rdpsjp:11018&r=mac
  1. Schumpeter and the essence of profit

 

Date:

2011-05-29

By:

Kakarot-Handtke, Egmont

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:31176&r=mac

Keywords:

New framework of concepts; Structure-centric; Axiom set; Profit; Money; Credit; Structural stress; Catching-up process; Monopoly

JEL:

E25

 

  1. What is wrong with heterodox economics? Kalecki’s profit theory as an example

 

Date:

2011-05-18

By:

Kakarot-Handtke, Egmont

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:31177&r=mac

Keywords:

National income accounting; Zero profit economy; Distributed profit; Income definition; Master equation

JEL:

E12

 

  1. Mortgage Rate Pass-Through in Switzerland

 

Date:

2011

By:

Iva Cecchin

URL:

http://d.repec.org/n?u=RePEc:snb:snbwpa:2011-08&r=mac

Keywords:

Interest Rate Pass-Through, Monetary Policy, Mortgages, Cointegration analysis, Panel Data

JEL:

E43

 

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

 

Date:

2011

By:

Jansen, Eilev S.
Krogh, Tord S. H.

URL:

http://d.repec.org/n?u=RePEc:zbw:ifwedp:201112&r=mac

Keywords:

credit conditions,flexible trend,financial deregulation,household loans

JEL:

E44

 

  1. Survey evidence on wage and price setting in Estonia

 

Date:

2011-05-27

By:

Aurelijus Dabušinskas
Tairi Rõõm

URL:

http://d.repec.org/n?u=RePEc:eea:boewps:wp2011-06&r=mac

Keywords:

survey data, wage setting, price setting, Estonia

JEL:

E3

 

  1. Life and Growth

 

Date:

2011-05

By:

Charles I. Jones

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17094&r=mac

JEL:

E0

 

  1. Can economic crises be good for your diet?

 

Date:

2011-03

By:

Ralitza Dimova
Ira N. Gang (Osteuropa-Institut, Regensburg (Institut for East European Studies))
Monnet Gbakou
Daniel Hoffman

URL:

http://d.repec.org/n?u=RePEc:ost:wpaper:299&r=mac

Keywords:

Crisis, Diet, Fluctuation, Health, Nutrition

JEL:

E32

 

 

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