Macroéconomie: working papers (RePEc, 21/06/2011)

Source : NEP (New Economics Papers) | RePEc

  1. The Effects of Monetary Policy « News » and « Surprises »

 

Date:

2011-05

By:

Fabio Milani (Department of Economics, University of California-Irvine)
John Treadwell (Department of Economics, University of California-Irvine)

URL:

http://d.repec.org/n?u=RePEc:irv:wpaper:101109&r=mac

Keywords:

Anticipated and unanticipated monetary policy shocks; News shocks; New Keynesian model with news shocks; Effects of monetary policy onoutput

JEL:

E32

 

  1. Fiscal Multipliers and Policy Coordination

 

Date:

2011-05

By:

Gauti B. Eggertsson

URL:

http://d.repec.org/n?u=RePEc:chb:bcchwp:628&r=mac
  1. Estimating Central Bank preferences in a small open economy: Sweden 1995-2009

 

Date:

2011-05

By:

Gaetano D’Adamo (Department of Economics, University of Bologna)

URL:

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

Keywords:

Interest Rate Rules, Inflation Targeting, Central Bank Preferences, Fear of Floating.

JEL:

E42

 

  1. Oil Price Shocks and Cyclical Dynamics in an Asymmetric Monetary Union

 

Date:

2011-03

By:

Volker Clausen
Hans-Werner Wohltmann

URL:

http://d.repec.org/n?u=RePEc:rwi:repape:0247&r=mac

Keywords:

EMU; international policy transmission; oil price shock; time inconsistency; monetary policy

JEL:

E63

 

  1. Conduite et efficacité de la politique économique : les leçons de la crise

 

Date:

2011-06-01

By:

Landais, Bernard

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:31223&r=mac

Keywords:

Politique monétaire; Politique budgétaire; Crise économique; Principales leçons

JEL:

E32

 

  1. Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?

 

Date:

2011-05

By:

Kenneth Kuttner (Williams College)

URL:

http://d.repec.org/n?u=RePEc:wil:wileco:2011-04&r=mac

JEL:

E52

 

  1. Potential output in DSGE models

 

Date:

2011-06

By:

Igor Vetlov (Bank of Lithuania, Department of Economics, Economic Research Division, Gedimino pr. 6, LT-01103 Vilnius, Lithuania.)
Tibor Hlédik (Czech National Bank.)
Magnus Jonsson (Sveriges Riksbank.)
Henrik Kucsera (Magyar Nemzeti Bank.)
Massimiliano Pisani (Banca d’Italia.)

URL:

http://d.repec.org/n?u=RePEc:ecb:ecbwps:20111351&r=mac

Keywords:

potential output, simulation and forecasting models, monetary policy.

 

  1. Financial Frictions and Credit Spreads

 

Date:

2010-12

By:

Ke Pang
Pierre L. Siklos

URL:

http://d.repec.org/n?u=RePEc:cnb:wpaper:2010/15&r=mac

Keywords:

Credit easing, credit spread, financial friction, quantitative easing.

JEL:

E43

 

  1. Analiza empirică a sincronizării ciclului de afaceri şi a similarităţii şocurilor între România şi zona euro

 

Date:

2011-06-06

By:

Bojeşteanu, Elena
Manu, Ana Simona

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:31295&r=mac

Keywords:

ciclu de afaceri; şoc structural; convergenţă; zone monetare optime

JEL:

E32

 

  1. The Global Financial Crisis: Countercyclical Fiscal Policy Issues and Challenges in Malaysia, Indonesia, the Philippines, and Singapore

 

Date:

2011-06-08

By:

Doraisami, Anita (Asian Development Bank Institute)

URL:

http://d.repec.org/n?u=RePEc:ris:adbiwp:0288&r=mac

Keywords:

countercyclical fiscal policy; asia fiscal policy; fiscal policy; global financial crisis

JEL:

E60

 

  1. Sticky Prices vs. Sticky Information – A Cross-Country Study of Inflation Dynamics

 

Date:

2011-04

By:

Christian Bredemeier
Henry Goecke

URL:

http://d.repec.org/n?u=RePEc:rwi:repape:0255&r=mac

Keywords:

Phillips curve; sticky information; sticky prices

JEL:

E31

 

  1. Should central banks lean against changes in asset prices?

 

Date:

2011

By:

Sylvain Leduc
Jean-Marc Natal

URL:

http://d.repec.org/n?u=RePEc:fip:fedfwp:2011-15&r=mac

Keywords:

Monetary policy ; Asset pricing

 

  1. Joint Estimates of Automatic and Discretionary Fiscal Policy: the OECD 1981-2003

 

Date:

2011-05

By:

Julia Darby
Jacques Melitz

URL:

http://d.repec.org/n?u=RePEc:cii:cepidt:2011-14&r=mac

Keywords:

Automatic stabilization; discretionary fiscal policy; government social and health spending; Maastricht Treaty; Stability and Growth Pact; real time reaction functions

JEL:

E62

 

  1. Chile’s Fiscal Rule as Social Insurance

 

Date:

2011-05

By:

Eduardo Engel
Christopher Neilson
Rodrigo Valdés

URL:

http://d.repec.org/n?u=RePEc:chb:bcchwp:627&r=mac
  1. The information content of central bank interest rate projections: Evidence from New Zealand

 

Date:

2011-06

By:

Gunda-Alexandra Detmers
Dieter Nautz

URL:

http://d.repec.org/n?u=RePEc:hum:wpaper:sfb649dp2011-032&r=mac

Keywords:

Central bank interest rate projections, central bank communication, expectations management of central banks

JEL:

E52

 

  1. Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States

 

Date:

2011-01

By:

Mario Jovanovic

URL:

http://d.repec.org/n?u=RePEc:rwi:repape:0240&r=mac

Keywords:

Stock market confi dence; temporal dependence; copula

JEL:

C12

 

  1. Procyclicality of Fiscal Policy in Emerging Countries: the Cycle is the Trend

 

Date:

2011-02

By:

Michel Strawczynski
Joseph Zeira

URL:

http://d.repec.org/n?u=RePEc:chb:bcchwp:624&r=mac
  1. Lumpy investment in sticky information general equilibrium

 

Date:

2011-06

By:

Fabio Verona (Universidade do Porto, Faculdade de Economia and CEF.UP)

URL:

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

Keywords:

Sticky information, lumpy investment, general equilibrium, business cycles

JEL:

E10

 

  1. Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective

 

Date:

2010-12

By:

Filip Novotny
Marie Rakova

URL:

http://d.repec.org/n?u=RePEc:cnb:wpaper:2010/14&r=mac

Keywords:

Forecasting accuracy, prediction process, survey forecasts.

JEL:

E37

 

  1. Introducing Financial Assets into Structural Models

 

Date:

2011-05

By:

Jorge Fornero

URL:

http://d.repec.org/n?u=RePEc:chb:bcchwp:625&r=mac
  1. Fiscal Stimulus and Distortionary Taxation

 

Date:

2011-06

By:

Thorsten Drautzburg
Harald Uhlig

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17111&r=mac

JEL:

E62

 

  1. Fiscal Adjustment to Shocks in Commodity-Producing Countries

 

Date:

2011

By:

Karlygash Kuralbayeva

URL:

http://d.repec.org/n?u=RePEc:oxf:oxcrwp:060&r=mac

Keywords:

fiscal policy, adjustment, external shocks, commodity-producing countries

JEL:

E32

 

  1. IMPACT OF MACROECONOMIC VARIABLES ON STOCK MARKET: THE CASE OF IRAN

 

Date:

2011-03

By:

Shahnaz Mashayekh
Hadise Haji Moradkhani
Mahboobeh Jafari (Economic& Social Sciences Faculty, Al-Zahra University, Tehran, Iran)

URL:

http://d.repec.org/n?u=RePEc:cms:2icb11:2011-134&r=mac
This paper investigates the relationship between a set of economic variables (i.e. inflation rate, interest rate of one-year investing deposits in state banks, interest rate of bonds and the growth rate of gold price) and Tehran Stock Exchange (TSE) indicators during April 1998 to March 2008

Keywords:

Economic variables, Tehran stock Exchange(TSE), Vector auto-regressive model, Johansen co- integration test, Vector-error correction model

JEL:

M0

 

  1. Presentation of the Three-ME model: Multi-sector Macroeconomic Model for the Evaluation of Environmental and Energy policy

 

Date:

2011-05

By:

Frédéric Reynes (VU University Amsterdam, IVM – Institute for Environmental Studies)
Yasser Yeddir-Tamsamani (Observatoire Français des Conjonctures Économiques)
Gaël Callonec (Agence de l’environnement et de la maîtrise de l’énergie)

URL:

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

Keywords:

neo-Keynesian model, macroeconomic modeling, energy and environmental policy modeling

JEL:

E12

 

  1. Has the Financial Crisis eroded Citizens’ Trust in the European Central Bank? – Evidence from 1999-2010

 

Date:

2011-05-20

By:

Felix Roth
Daniel Gros
Felicitas Nowak-Lehmann

URL:

http://d.repec.org/n?u=RePEc:got:cegedp:124&r=mac

Keywords:

Trust, financial crisis, European Central Bank

JEL:

E58

 

  1. Central Bank Forecasts as a Coordination Device

 

Date:

2010-12

By:

Jan Filacek
Branislav Saxa

URL:

http://d.repec.org/n?u=RePEc:cnb:wpaper:2010/13&r=mac

Keywords:

Central bank, coordination, forecast.

JEL:

E27

 

  1. Central bank transparency, the accuracy of professional forecasts, and interest rate volatility

 

Date:

2011

By:

Menno Middeldorp

URL:

http://d.repec.org/n?u=RePEc:fip:fednsr:496&r=mac
  1. A Model of Shadow Banking

 

Date:

2011-06

By:

Nicola Gennaioli
Andrei Shleifer
Robert W. Vishny

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17115&r=mac

JEL:

E44

 

  1. The effectiveness of economic policy and position in the cycle The case of tax reductions on overtime in France

 

Date:

2011-04

By:

Eric Heyer (Observatoire Français des Conjonctures Économiques)

URL:

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

 

  1. Public Infrastructure Investment and Fiscal Sustainability in Latin America: Incompatible Goals?

 

Date:

2011-06-07

By:

Luis Carranza
Christian Daude
Ángel Melguizo

URL:

http://d.repec.org/n?u=RePEc:oec:devaaa:301-en&r=mac

Keywords:

fiscal policy, fiscal rules, Latin America, infrastructure, politique budgétaire, Amérique latine, infrastructure

JEL:

E62

 

  1. An empirical estimation of Balassa – Samuelson Effect in case of Eastern European Countries

 

Date:

2010-03-15

By:

Paun, Cristian

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:31407&r=mac

Keywords:

EMU; Euro; Optimal Currency Area; Balassa Samuelson Effect

JEL:

E42

 

  1. Do Government Purchases Affect Unemployment?

 

Date:

2011-05-23

By:

Holden, Steinar (Dept. of Economics, University of Oslo)
Sparrman, Victoria (Dept. of Economics, University of Oslo)

URL:

http://d.repec.org/n?u=RePEc:hhs:osloec:2011_017&r=mac

Keywords:

Fiscal policy; unemployment

JEL:

E62

 

  1. Explicit Evidence on an Implicit Contract

 

Date:

2011-03

By:

Andrew T. Young (West Virginia University)
Daniel Levy (Bar-Ilan University, Emory University, and RCEA)

URL:

http://d.repec.org/n?u=RePEc:biu:wpaper:2011-17&r=mac

Keywords:

Implicit Contract, Explicit Contract, Invisible Handshake, Customer Market, Long- Term Relationship, Price Rigidity, Nickel Coke, Coca-Cola

JEL:

E12

 

  1. Wage Adjustment Practices and the Link between Price and Wages: Survey Evidence from Colombian Firms

 

Date:

2011-06-07

By:

Ana María Iregui B.
Ligia Alba Malo B.
María Teresa Ramírez G.

URL:

http://d.repec.org/n?u=RePEc:col:000094:008753&r=mac
  1. Financial stability, new macro prudential arrangements and shadow banking: regulatory arbitrage and stringent Basel III regulations

 

Date:

2011-06-10

By:

Ojo, Marianne

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:31319&r=mac

Keywords:

counter party risks; liquidity; European Systemic Risk Board; stability; systemic risk; Shadow Banking; central banks; regulatory arbitrage; OTC derivatives; European Central Bank; supervision; coordination

JEL:

E0

 

  1. Federal Reserve policies and financial market conditions during the crisis

 

Date:

2011

By:

Scott Brave
Hesna Genay

URL:

http://d.repec.org/n?u=RePEc:fip:fedhwp:wp-2011-04&r=mac
  1. OLong-run Money Demand in OECD Countries – Cross-Member Cointegration

 

Date:

2011-01

By:

Frauke Dobnik

URL:

http://d.repec.org/n?u=RePEc:rwi:repape:0237&r=mac

Keywords:

Money demand; wealth effects; panel unit roots; vector error-correction models

JEL:

E41

 

  1. Short-Term GDP Forecasting Using Bridge Models: a Case for Chile

 

Date:

2011-05

By:

Marcus Cobb
Gonzalo Echavarría
Pablo Filippi
Macarena García
Carolina Godoy
Wildo González
Carlos Medel
Marcela Urrutia

URL:

http://d.repec.org/n?u=RePEc:chb:bcchwp:626&r=mac
 

 

 

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