Macroéconomie: working papers (RePEc, 30/11/2011)

Source : NEP (New Economics Papers) | RePEc

  1. Firms entry, monetary policy and the international business cycle

Date:

2011-11

By:

Cavallari Lilia

URL:

http://d.repec.org/n?u=RePEc:ter:wpaper:0086&r=mac

Keywords:

product variety, firm entry, international business cycle, monetary policy, interest rate rules, exchange rate regimes

JEL:

E31
  1. Improving the Monetary Policy Frameworks in Central America

Date:

2011-10-26

By:

Stephanie Medina Cas
Alejandro Carrión-Menéndez
Florencia Frantischek

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/245&r=mac

Keywords:

Central America , Central banks , Chile , Cross country analysis , Inflation targeting , Monetary policy , Peru , Uruguay ,
  1. Investment shocks and macroeconomic co-movement

Date:

2011-08-31

By:

Francesco Furlanetto (Norges Bank (Central Bank of Norway))
Gisle J. Natvik (Norges Bank (Central Bank of Norway))
Martin Seneca (Norges Bank (Central Bank of Norway))

URL:

http://d.repec.org/n?u=RePEc:bno:worpap:2011_14&r=mac

Keywords:

Investment shocks, consumption, rule-of-thumb consumers, nominal rigidities, co-movement

JEL:

E32
  1. The theoretical framework of monetary policy revisited

Date:

2011-09

By:

Hiona Balfoussia (Bank of Greece)
Sophocles N. Brissimis
Manthos D. Delis (City University)

URL:

http://d.repec.org/n?u=RePEc:bog:wpaper:138&r=mac

Keywords:

Monetary theory; Central banking; New-Keynesian model; Impulse response analysis

JEL:

E40
  1. Fiscal Policy and Current Account Dynamics in Case of Pakistan

Date:

2011

By:

Javid, Attiya Y.
Javid, Muhammad
Arif, Umaima

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:34858&r=mac

Keywords:

Restricted Vector Autoregressive model; current account; government budget deficit; fiscal policy; exchange rate

JEL:

E62
  1. A Dynamic General Equilibrium Analysis of Monetary Policy Rules, Adverse Selection and Long-Run Financial Risk

Date:

2011-11

By:

Blommestein, Hans J.
Eijffinger, Sylvester C W
Qian, Zongxin

URL:

http://d.repec.org/n?u=RePEc:cpr:ceprdp:8652&r=mac

Keywords:

Adverse Selection; Financial Crisis; Monetary Policy

JEL:

E44
  1. The Policy Interest-Rate Pass-Through in Central America

Date:

2011-10-19

By:

Stephanie Medina Cas
Alejandro Carrión-Menéndez
Florencia Frantischek

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/240&r=mac

Keywords:

Central America , Central banks , Cross country analysis , Dollarization , Inflation targeting , Interest rate policy , Monetary policy ,
  1. Macroeconomic implications of downward wage rigidities

Date:

2011-11

By:

Fahr Stephen

URL:

http://d.repec.org/n?u=RePEc:ter:wpaper:0088&r=mac

Keywords:

labor market, unemployment, downward wage rigidity, asymmetric adjustment costs, non—linear dynamics

JEL:

E31
  1. Inflation Dynamics in the CEMAC Region

Date:

2011-10-07

By:

Marcos Poplawski-Ribeiro
Carlos Caceres
Darlena Tartari

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/232&r=mac

Keywords:

Central Africa , Central African Economic and Monetary Community , Commodity price fluctuations , Commodity prices , Cross country analysis , Economic models , Energy prices , External shocks , Food imports , Government expenditures , Imports , Inflation , Price controls ,
  1. Relative prices, the price level and inflation: Effects of asymmetric and sticky adjustment

Date:

2011-10

By:

Shruti Tripathi (Indira Gandhi Institute of Development Research)
Ashima Goyal (Indira Gandhi Institute of Development Research)

URL:

http://d.repec.org/n?u=RePEc:ind:igiwpp:2011-026&r=mac

Keywords:

WPI, NKPC, asymmetric, stickiness, size, frequency, inflation

JEL:

E31
  1. Talking to the inattentive public: How the media translates the Reserve Bank’s communications

Date:

2011

By:

Monique Reid
Stan Du Plessis

URL:

http://d.repec.org/n?u=RePEc:rza:wpaper:254&r=mac

Keywords:

South Africa, central bank communication, consistency, monetary policy transmission mechanism, transparent monetary policy.

JEL:

E42
  1. Fiscal Policy Discretion, Private Spending, and Crisis Episodes

Date:

2011

By:

Luca Agnello (Banque de France)
Davide Furceri (International Monetary Fund)
Ricardo M. Sousa (Universidade do Minho – NIPE)

URL:

http://d.repec.org/n?u=RePEc:nip:nipewp:31/2011&r=mac

Keywords:

Fiscal policy discretion, GDP growth, private consumption, private investment, crowding-in, crowding-out

JEL:

E0
  1. Monetary operating procedures: Principles and the Indian process

Date:

2011-10

By:

Ashima Goyal (Indira Gandhi Institute of Development Research)

URL:

http://d.repec.org/n?u=RePEc:ind:igiwpp:2011-028&r=mac

Keywords:

Monetary policy, operating procedures, instrument problem, LAF

JEL:

E58
  1. Niurong as the target for NGDP targeting: Mario Draghi’s nightmare?

Date:

2011-11-20

By:

Belgodere, Antoine

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:34871&r=mac

Keywords:

NDGP targeting; monetary policy; Optimal Currency Areas

JEL:

E58
  1. Monetary Policy, Bank Leverage, and Financial Stability

Date:

2011-10-25

By:

Fabian Valencia

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/244&r=mac

Keywords:

Monetary policy , Bank rates , Profits , Interest rates on loans , Interest rates on deposits , Credit risk , Bank supervision ,
  1. Persistent Liquidity Effects and Long Run Money Demand

Date:

2011-11

By:

Alvarez, Fernando E
Lippi, Francesco

URL:

http://d.repec.org/n?u=RePEc:cpr:ceprdp:8650&r=mac

Keywords:

money demand

JEL:

E5
  1. Restrictive Fiscal Policies in Europe: What are the Likely Effects?

Date:

2011

By:

C. KERDRAIN (Insee)
V. LAPÈGUE (Insee)

URL:

http://d.repec.org/n?u=RePEc:crs:wpdeee:g2011-17&r=mac

Keywords:

Fiscal consolidation, sovereign risk spread, eurozone

JEL:

E6
  1. Unemployment and productivity in the long run: The role of macroeconomic volatility

Date:

2011-11

By:

Benigno Pierpaolo
Surico Paolo
Ricci Luca Antonio

URL:

http://d.repec.org/n?u=RePEc:ter:wpaper:0085&r=mac

Keywords:

unemployment, productivity growth, volatility

JEL:

E0
  1. Rapid Credit Growth: Boon or Boom-Bust?

Date:

2011-10-20

By:

Selim Elekdag
Yiqun Wu

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/241&r=mac

Keywords:

Asia , Credit expansion , Monetary policy , Liquidity , Capital inflows , Financial crisis , Interest rates , Bank soundness , Corporate sector , International liquidity ,
  1. Household debt and labour market fluctuations

Date:

2011-11

By:

Javier Andrés (Universidad de Valencia)
José E. Boscá (Universidad de Valencia)
Javier Ferri (Universidad de Valencia)

URL:

http://d.repec.org/n?u=RePEc:bde:wpaper:1129&r=mac

Keywords:

business cycle, labor market, borrowing restrictions

JEL:

E24
  1. The possibility of ideological bias in structural macroeconomic models

Date:

2011-06-08

By:

Saint-Paul, Gilles (TSE)

URL:

http://d.repec.org/n?u=RePEc:tse:wpaper:24728&r=mac
  1. Learning by Disinflating

Date:

2011

By:

Alina Barnett
Martin Ellison

URL:

http://d.repec.org/n?u=RePEc:oxf:wpaper:579&r=mac

Keywords:

Disinflation, Escape dynamics, Learning, Monetary policy

JEL:

D83
  1. What do we really know about the long-term evolution of central banking? Evidence from the past, insights for the present

Date:

2011-11-21

By:

Stefano Ugolini (Scuola Normale Superiore, Pisa)

URL:

http://d.repec.org/n?u=RePEc:bno:worpap:2011_15&r=mac

Keywords:

Central banking, monetary policy, financial stability, institutional design

JEL:

E42
  1. Rules-based economic governance in the European Union: A reappraisal of national fiscal rules

Date:

2011-07-05

By:

Benczes, Istvan

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:34912&r=mac

Keywords:

fiscal governance; fiscal consolidation; fiscal rules; European Union

JEL:

E62
  1. War, Inflation, Monetary Reforms and the Art Market .The Belgian Art market (1944 – 1951)

Date:

2011-11

By:

Géraldine David
Kim Oosterlinck

URL:

http://d.repec.org/n?u=RePEc:sol:wpaper:2013/103479&r=mac

Keywords:

Art market; Art Investment; WWII; Belgium; Post-war; Monetary reforms

JEL:

N14
  1. The « Austerity Myth »: Gain without Pain?

Date:

2011-11

By:

Perotti, Roberto

URL:

http://d.repec.org/n?u=RePEc:cpr:ceprdp:8658&r=mac

Keywords:

expansionary fiscal consolidations

JEL:

E62
  1. Rethinking equilibrium conditions in macromonetary theory: A conceptually rigorous approach

Date:

2011

By:

Piet-Hein Van Eeghen

URL:

http://d.repec.org/n?u=RePEc:rza:wpaper:255&r=mac

Keywords:

monetary exchange, equilibrium condition, budget equation, market coordination, market price

JEL:

E11
  1. Negative nominal interest rates: History and current proposals

Date:

2011

By:

Ilgmann, Cordelius
Menner, Martin

URL:

http://d.repec.org/n?u=RePEc:zbw:cawmdp:43&r=mac

Keywords:

negative interest rates,history of economic thought,Silvio Gesell,zero bound,search-theoretical models,monetary policy
  1. Business cycle: From birth to the Austrian school theory

Date:

2011-11-20

By:

Vieru, Elena Bianca

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:34124&r=mac

Keywords:

Crisis; business cycle; Austrian School; Keynesian; Monetarist

JEL:

E32
  1. Anticipating the Great Depression? Gustav Cassel’s Analysis of the Interwar Gold Standard

Date:

2011-11

By:

Douglas A. Irwin

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17597&r=mac

JEL:

E5
  1. Financial Liberalization And Demand For Money: A Case of Pakistan

Date:

2011-03-01

By:

Khan , Rana Ejaz Ali
Hye, Qazi Muhammad Adnan

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:34795&r=mac

Keywords:

Demand for money; Financial liberalization; Real deposit rate; Financial reforms; Pakistan; ARDL

JEL:

E58
  1. Towards Effective Macroprudential Policy Frameworks: An Assessment of Stylized Institutional Models

Date:

2011-10-31

By:

Luis Ignacio Jácome
Erlend Nier
Jacek Osinski
Pamela Madrid

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/250&r=mac

Keywords:

Cross country analysis , Economic models , Fiscal policy , Governance , Monetary policy ,
  1. Macroprudential Policy: What Instruments and How to Use Them? Lessons from Country Experiences

Date:

2011-10-19

By:

Cheng Hoon Lim
Alejo Costa
Torsten Wezel
Akira Otani
Francesco Columba
Mustafa Saiyid
X. Wu
Piyabha Kongsamut

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/238&r=mac

Keywords:

Banks , Capital inflows , Credit risk , Cross country analysis , Developed countries , Emerging markets , Exchange rate regimes , Financial risk , Financial sector , Fiscal policy , Liquidity , Monetary policy ,
  1. Financial stress and economic activity in Germany and the Euro Area

Date:

2011-11

By:

Björn van Roye

URL:

http://d.repec.org/n?u=RePEc:kie:kieliw:1743&r=mac

Keywords:

Forecasting, Financial stress indicator, Financial Systems, Recessions, Slowdowns, Financial Crises

JEL:

E5
  1. Predicting Recessions: A New Approach For Identifying Leading Indicators and Forecast Combinations

Date:

2011-10-13

By:

Turgut Kisinbay
Chikako Baba

URL:

http://d.repec.org/n?u=RePEc:imf:imfwpa:11/235&r=mac

Keywords:

Business cycles , Economic forecasting , Economic indicators , Economic recession , Forecasting models , United States ,
  1. Nowcasting US GDP: The role of ISM Business Surveys

Date:

2011

By:

Kajal Lahiri
George Monokroussos

URL:

http://d.repec.org/n?u=RePEc:nya:albaec:11-01&r=mac
  1. Fiscal Consolidation and Income Inequality

Date:

2011

By:

Luca Agnello (Banque de France)
Ricardo M. Sousa (Universidade do Minho – NIPE)

URL:

http://d.repec.org/n?u=RePEc:nip:nipewp:34/2011&r=mac

Keywords:

Fiscal consolidation, income inequality, Kuznets curve

JEL:

E62
  1. Conditions for turning the ex ante risk premium into an ex post redemption for EU government debt

Date:

2011-11-17

By:

Colignatus, Thomas

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:34816&r=mac

Keywords:

Keywords: Economic stability; monetary policy; credit crunch; European Central Bank; CAPM; risk free rate; risk premium; liquidity premium; stigma effect;

JEL:

E00
  1. The New Version of the Model MZE, Macroeconometric Model for the Eurozone

Date:

2011

By:

M. BARLET (Drees)
M.-É. CLERC (Insee)
M. GARNERO (Drees)
V. LAPÈGUE (Insee)
V. MARCUS (SGDD)

URL:

http://d.repec.org/n?u=RePEc:crs:wpdeee:g2011-15&r=mac

Keywords:

Macroeconometric modelling, Forecasting, Confidence interval, Bootstrap

JEL:

C3
  1. In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence

Date:

2011

By:

Helmut Herwartz
Konstantin A. Kholodilin

URL:

http://d.repec.org/n?u=RePEc:diw:diwwpp:dp1173&r=mac

Keywords:

Stock market bubbles, out-of-sample forecasting, financial ratios, OECD countries

JEL:

E27
  1. Impact of US Quantitative Easing Policy on Emerging Asia

Date:

2011-11-18

By:

Morgan, Peter J. (Asian Development Bank Institute)

URL:

http://d.repec.org/n?u=RePEc:ris:adbiwp:0321&r=mac

Keywords:

quantitative easing; federal reserve bank; asian economies; emerging asia; financial markets

JEL:

E43
  1. Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets

Date:

2011

By:

Guglielmo Maria Caporale (Centre for Empirical Finance)
Ricardo M. Sousa (Universidade do Minho – NIPE)

URL:

http://d.repec.org/n?u=RePEc:nip:nipewp:32/2011&r=mac

Keywords:

consumption, wealth, stock returns, housing returns, emerging markets

JEL:

E21
  1. Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries

Date:

2011

By:

Guglielmo Maria Caporale (Centre for Empirical Finance)
Ricardo M. Sousa (Universidade do Minho – NIPE)

URL:

http://d.repec.org/n?u=RePEc:nip:nipewp:33/2011&r=mac

Keywords:

consumption, wealth, stock returns, housing returns, OECD countries

JEL:

E21
  1. How do Banking Crises Impact on Income Inequality?

Date:

2011

By:

Luca Agnello (Banque de France)
Ricardo M. Sousa (Universidade do Minho – NIPE)

URL:

http://d.repec.org/n?u=RePEc:nip:nipewp:30/2011&r=mac

Keywords:

Inequality, banking crisis, financial depth, government size.

JEL:

E25
  1. G-20 Reforms of the International Monetary System: An Evaluation

Date:

2011-11

By:

Edwin M. Truman (Peterson Institute for International Economics)

URL:

http://d.repec.org/n?u=RePEc:iie:pbrief:pb11-19&r=mac
  1. Politics Matter: Changes in Unionization Rates in Rich Countries, 1960-2010

Date:

2011-11

By:

John Schmitt
Alexandra Mitukiewicz

URL:

http://d.repec.org/n?u=RePEc:epo:papers:2011-24&r=mac

Keywords:

unions, unionization, globalization, technology

JEL:

E
  1. The Impact of the Macroeconomy on Health Insurance Coverage: Evidence from the Great Recession

Date:

2011-11

By:

John Cawley
Asako S. Moriya
Kosali I. Simon

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17600&r=mac

JEL:

E32
  1. Political dispensation and macroeconomic performance in Nigeria (1970-2009)

Date:

2011

By:

SAIBU, Olufemi Muibi
FAKANBI, KEHINDE Ernest
AGBOOLA, Olawode Wasiu

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:34821&r=mac

Keywords:

Political Dispensation; Democratic Governance and Macroeconomic Performance

JEL:

P51
  1. Supramacroeconomics: the newest management technology

Date:

2011-11-04

By:

Kozhurin, Fedir

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:34842&r=mac

Keywords:

supramacroeconomic; supramacroeconomics; macroeconomics; economic; economics; technology; management; development

JEL:

B00
  1. From IRAP to CBIT: Tax distortions and redistributive effects

Date:

2011-11

By:

Manzo Marco
Monteduro Maria Teresa

URL:

http://d.repec.org/n?u=RePEc:ter:wpaper:0084&r=mac

JEL:

E32
  1. Acerca da importância da sincronização do ciclo económico português no contexto europeu

Date:

2011

By:

António Caleiro (Universidade de Évora, Departamento de Economia & CEFAGE-UE)

URL:

http://d.repec.org/n?u=RePEc:evo:wpecon:4_2011&r=mac

Keywords:

Análise de Sincronização, Ciclos Económicos, Portugal

JEL:

E32
  1. Esigi Asinca : Kredi Notunun “Yatirim Yapilabilir” Seviyeye Yukselmesinin Etkileri

Date:

2011

By:

Ibrahim Burak Kanli
Yasemin Barlas

URL:

http://d.repec.org/n?u=RePEc:tcb:wpaper:1123&r=mac

Keywords:

Kredi notu, Yatirim yapilabilir seviye, Gelismekte olan ulkeler

JEL:

E44

Laisser un commentaire

Entrez vos coordonnées ci-dessous ou cliquez sur une icône pour vous connecter:

Logo WordPress.com

Vous commentez à l'aide de votre compte WordPress.com. Déconnexion / Changer )

Image Twitter

Vous commentez à l'aide de votre compte Twitter. Déconnexion / Changer )

Photo Facebook

Vous commentez à l'aide de votre compte Facebook. Déconnexion / Changer )

Photo Google+

Vous commentez à l'aide de votre compte Google+. Déconnexion / Changer )

Connexion à %s