Macroéconomie: working papers (RePEc, 10/04/2012)

Source : NEP (New Economics Papers) | RePEc

  • Labor-Market Frictions and Optimal Inflation
    Date: 2012-03-01
    By: Carlsson, Mikael (Research Department, Central Bank of Sweden)
    Westermark, Andreas (Research Department, Central Bank of Sweden)
    URL: http://d.repec.org/n?u=RePEc:hhs:rbnkwp:0259&r=mac
    Keywords: Optimal Monetary Policy; Inflation; Labor-market Distortions
    JEL: E52
  • Precautionary demand for money in a monetary business cycle model
    Date: 2011-11
    By: Irina A. Telyukova
    Ludo Visschers
    URL: http://d.repec.org/n?u=RePEc:cte:werepe:we1142&r=mac
    Keywords: Precautionary demand for money, Business cycle fluctuations, Money velocity fluctuations
  • Expectations and Fluctuations : The Role of Monetary Policy
    Date: 2012
    By: Rousakis, Michael (University of Warwick)
    URL: http://d.repec.org/n?u=RePEc:wrk:warwec:984&r=mac
  • Employment Protection and Business Cycles in Emerging Economies
    Date: 2011
    By: Ruy Lama (International Monetary Fund)
    Carlos Urrutia (Centro de Investigacion Economica (CIE), Instituto Tecnologico Autonomo de Mexico (ITAM))
    URL: http://d.repec.org/n?u=RePEc:cie:wpaper:1105&r=mac
  • The business cycle implications of banks’ maturity transformation
    Date: 2012-03-19
    By: Andreasen, Martin (Bank of England)
    Ferman, Marcelo (LSE)
    Zabczyk, Pawel (Bank of England)
    URL: http://d.repec.org/n?u=RePEc:boe:boeewp:0446&r=mac
    Keywords: Banks; DSGE model; financial frictions; firm heterogeneity; maturity transformation
    JEL: E22
  • Real exchange rate adjustment, wage-setting institutions, and fiscal stabilization policy: Lessons of the Eurozone’s first decade
    Date: 2012-03
    By: Carlin, Wendy
    URL: http://d.repec.org/n?u=RePEc:cpr:ceprdp:8918&r=mac
    Keywords: Eurozone; fiscal policy; New Keynesian model; real exchange rate; wage-setting
    JEL: E61
  • The nature of financial and real business cycles: The great moderation and banking sector pro cyclicality
    Date: 2012
    By: Balázs Égert
    Douglas Sutherland
    URL: http://d.repec.org/n?u=RePEc:drm:wpaper:2012-15&r=mac
    Keywords: real business cycles, financial cycles, great moderation, banking system, financial markets
    JEL: E32
  • Optimal Policy When the Inflation Target is not Optimal
    Date: 2012-03
    By: Sergio A. Lago Alves
    URL: http://d.repec.org/n?u=RePEc:bcb:wpaper:271&r=mac
  • Fiscal Policy Reaction to the Cycle in the OECD: Pro- or Counter-cyclical?
    Date: 2012
    By: Balázs Égert
    URL: http://d.repec.org/n?u=RePEc:drm:wpaper:2012-12&r=mac
    Keywords: Fiscal policy; pro-cyclicality, counter-cyclicality, OECD countries
    JEL: E32
  • Labor, Output and COnsumption in Business Cycle Models of Emerging Economies: A Comment
    Date: 2011
    By: Andres Fernandez (Universidad de los Andes)
    Felipe Meza (Centro de Investigacion Economica (CIE), Instituto Tecnologico Autonomo de Mexico (ITAM))
    URL: http://d.repec.org/n?u=RePEc:cie:wpaper:1106&r=mac
  • Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries
    Date: 2011-12
    By: Ivan PETRELLA
    Emiliano SANTORO
    URL: http://d.repec.org/n?u=RePEc:ete:ceswps:ces11.38&r=mac
  • House-price crash and macroeconomic crisis: a Hong Kong case study
    Date: 2012-03
    By: Zhang, Hewitt
    Hu, Yannan
    Hu, Bo
    URL: http://d.repec.org/n?u=RePEc:pra:mprapa:35534&r=mac
    Keywords: house prices; fianncial accelerator; consumption; investment; Hong Kong
    JEL: E32
  • Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy
    Date: 2012-03
    By: M. Marzo
    P. Zagaglia
    URL: http://d.repec.org/n?u=RePEc:bol:bodewp:wp821&r=mac
    JEL: E43
  • Modifying Gaussian term structure models when interest rates are near the zero lower bound
    Date: 2012-03
    By: Leo Krippner (Reserve Bank of New Zealand)
    URL: http://d.repec.org/n?u=RePEc:nzb:nzbdps:2012/02&r=mac
    JEL: E43
  • Short-Term Gain or Pain? A DSGE Model-Based Analysis of the Short-Term Effects of Structural Reforms in Labour and Product Markets
    Date: 2012-03-26
    By: Matteo Cacciatore
    Romain Duval
    Giuseppe Fiori
    URL: http://d.repec.org/n?u=RePEc:oec:ecoaaa:948-en&r=mac
    JEL: E24
  • Price Setting with menu cost for Multi-product firms
    Date: 2012-03
    By: Fernando E. Alvarez
    Francesco Lippi
    URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:17923&r=mac
    JEL: E31
  • Assessing macro-financial linkages: A model comparison exercise
    Date: 2012
    By: Gerke, Rafael
    Jonsson, Magnus
    Kliem, Martin
    Kolasa, Marcin
    Lafourcade, Pierre
    Locarno, Alberto
    Makarski, Krzysztof
    McAdam, Peter
    URL: http://d.repec.org/n?u=RePEc:zbw:bubdps:022012&r=mac
    Keywords: Financial Frictions,Credit Constraints,Financial Accelerator,Model Comparison,Eurosystem central bank models
    JEL: E32
  • Financial Frictions and Total Factor Productivity: Accounting for the Real Effects of Financial Crises
    Date: 2011
    By: Sangeeta Pratap (Hunter College and Graduate Center City University of New York)
    Carlos Urrutia (Centro de Investigacion Economica (CIE), Instituto Tecnologico Autonomo de Mexico (ITAM))
    URL: http://d.repec.org/n?u=RePEc:cie:wpaper:1104&r=mac
    Keywords: Financial crises, total factor productivity, financial frictions
    JEL: E32
  • The information content of central bank interest rate projections: Evidence from New Zealand
    Date: 2012-02
    By: Gunda-Alexandra Detmers
    Dieter Nautz (Reserve Bank of New Zealand)
    URL: http://d.repec.org/n?u=RePEc:nzb:nzbdps:2012/03&r=mac
    JEL: E52
  • Do bank characteristics influence the effect of monetary policy on bank risk?
    Date: 2012-03
    By: Yener Altunbas (Centre for Banking and Financial Studies, University of Wales, Bangor, Gwynedd, LL57 2DG, United Kingdom.)
    Leonardo Gambacorta (Bank for International Settlements, Monetary and Economics Department, Centralbahnplatz 2, CH-4002 Basel, Switzerland.)
    David Marques-Ibanez (European Central Bank, Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.)
    URL: http://d.repec.org/n?u=RePEc:ecb:ecbwps:20111427&r=mac
    Keywords: Risk-taking channel, monetary policy, credit crisis, bank characteristics.
  • Efficient Wage Bargaining in a Dynamic Macroeconomic Model
    Date: 2012-03
    By: Maria B. Chiarolla (Bielefeld University)
    Oliver Claas (Institute of Mathematical Economics, Bielefeld University)
    URL: http://d.repec.org/n?u=RePEc:bie:wpaper:465&r=mac
  • What drives Ireland’s housing market? A Bayesian DSGE approach
    Date: 2012
    By: Gareis, Johannes
    Mayer, Eric
    URL: http://d.repec.org/n?u=RePEc:zbw:wuewep:88&r=mac
    Keywords: housing,monetary policy,Bayesian estimation
    JEL: E44
  • Macroeconomic instability in Afghanistan: causes and solutions
    Date: 2011-09
    By: Joya, Omar
    URL: http://d.repec.org/n?u=RePEc:pra:mprapa:37658&r=mac
    Keywords: Macroeconomic stability; Macroeconomic volatility; Macroeconomic instability; Developing countries; Afghanistan; Diagnostic approach; Policy analysis
    JEL: O11
  • The impact of the recent financial crisis on bank loan interest rates and guarantees.
    Date: 2012
    By: Giorgio Calcagnini (Department of Economics, Society & Politics, Università di Urbino « Carlo Bo »)
    Fabio Farabullini (Bank of Italy)
    Germana Giombini (Department of Economics, Society & Politics, Università di Urbino « Carlo Bo »)
    URL: http://d.repec.org/n?u=RePEc:urb:wpaper:12_02&r=mac
    Keywords: Financial crisis, Guarantees, Multilevel model.
    JEL: E43
  • Time-consistent fiscal policy under heterogeneity: conflicting or common interests?
    Date: 2011-12
    By: Konstantinos Angelopoulos (University of Glasgow)
    James Malley (University of Glasgow)
    Apostolis Philippopoulos (Athens University of Economics and Business,CESifo)
    URL: http://d.repec.org/n?u=RePEc:bog:wpaper:142&r=mac
    Keywords: Optimal fiscal policy; Markov-perfect equilibrium; heterogeneous agents
    JEL: E62
  • Lumpy Investment, Lumpy Inventories
    Date: 2012-03
    By: Rüdiger Bachmann
    Lin Ma
    URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:17924&r=mac
    JEL: E20
  • The Cantillon Effect of Money Injection through Deficit Spending
    Date: 2012-03
    By: Wenli Cheng
    Simon D. Angus
    URL: http://d.repec.org/n?u=RePEc:mos:moswps:2012-12&r=mac
    JEL: E51
  • Implicit intraday interest rate in the UK unsecured overnight money market
    Date: 2012-03-19
    By: Jurgilas, Marius (Norges Bank)
    Zikes, Filip (Bank of England)
    URL: http://d.repec.org/n?u=RePEc:boe:boeewp:0447&r=mac
    Keywords: Interbank money market; intraday liquidity
    JEL: E42
  • The Short-Term Effects of Structural Reforms: An Empirical Analysis
    Date: 2012-03-26
    By: Romain Bouis
    Orsetta Causa
    Lilas Demmou
    Romain Duval
    Aleksandra Zdzienicka
    URL: http://d.repec.org/n?u=RePEc:oec:ecoaaa:949-en&r=mac
    JEL: E02
  • Co-movements of consumption patterns of high and low involvement products
    Date: 2012
    By: Hasan, Dr. Syed Akif
    Subhani, Dr. Muhammad Imtiaz
    Osman, Mohammad
    URL: http://d.repec.org/n?u=RePEc:pra:mprapa:37659&r=mac
    Keywords: High involvement product; Low involvement products; economical players; co-integration
    JEL: E2
  • Aggregate Risk and the Choice between Cash and Lines of Credit
    Date: 2012-03
    By: Acharya, Viral V
    Almeida, Heitor
    Campello, Murillo
    URL: http://d.repec.org/n?u=RePEc:cpr:ceprdp:8913&r=mac
    Keywords: asset beta; bank lines of credit; cash holdings; liquidity management; loan maturity; loan spreads; systemic risk
    JEL: E22
  • Implementation Cycles : Investment-Specific Technological Change and the Length of Patents
    Date: 2012
    By: Rousakis, Michael (University of Warwick)
    URL: http://d.repec.org/n?u=RePEc:wrk:warwec:983&r=mac
  • Financial crises and financial market regulation: the long record of an ‘emerger’
    Date: 2011-10
    By: Sophia Lazaretou (Bank of Greece)
    URL: http://d.repec.org/n?u=RePEc:bog:wpaper:140&r=mac
    Keywords: financial crises; emerging economies; sudden stops; financial market regulation.
    JEL: E5
  • Ein nutzungskostenbasierter Ansatz zur Messung des Faktors Kapital in aggregierten Produktionsfunktionen
    Date: 2012
    By: Knetsch, Thomas A.
    URL: http://d.repec.org/n?u=RePEc:zbw:bubdps:012012&r=mac
    Keywords: Kapitalstock,Aggregation,Produktionsfunktion,TFP,Capital stock,aggregation,production function,TFP
    JEL: E01
  • A user cost approach to capital measurement in aggregate production functions
    Date: 2012
    By: Knetsch, Thomas A.
    URL: http://d.repec.org/n?u=RePEc:zbw:bubdps:012012e&r=mac
    Keywords: Capital stock,aggregation,production function,TFP,Kapitalstock,Aggregation,Produktionsfunktion,TFP
    JEL: E01
  • THE POLITICAL ECONOMY OF FOREIGN EXCHANGE MARKET INTERVENTION
    Date: 2012-04
    By: Shinji Takagi (Graduate School of Economics, Osaka University)
    Kenichi Hirose (Otaru University of Commerce)
    Issei Kozuru (Kosei Securities Testing the Effectiveness of Market-B)
    URL: http://d.repec.org/n?u=RePEc:osk:wpaper:1204&r=mac
    Keywords: foreign exchange market intervention; central banking; quantitative easing; Japanese intervention
    JEL: E42
  • Disparity in the structure of wages in Pakistan
    Date: 2012
    By: Hasan, Dr. Syed Akif
    Subhani, Dr. Muhammad Imtiaz
    Osman, Ms. Amber
    URL: http://d.repec.org/n?u=RePEc:pra:mprapa:37664&r=mac
    Keywords: Disparity; Wages; Real Wages; Sectorial Wages; Income Distribution; Inequality
    JEL: E24
  • Wachstum durch das Nadelöhr begrenzter Budgets
    Date: 2011-11
    By: Klein, Rolf
    URL: http://d.repec.org/n?u=RePEc:zbw:esrepo:54763&r=mac
    Keywords: Wirtschaftswachstum,Nachfrage,Nachfragestruktur,neoklassisch,Budgetrestriktion,Fiskalpolitik,Wachstumspolitik,technischer Fortschritt
    JEL: E13
  • Effects of Global Liquidity on Commodity and Food Prices
    Date: 2012
    By: Ansgar Belke
    Ingo G. Bordon
    Ulrich Volz
    URL: http://d.repec.org/n?u=RePEc:diw:diwwpp:dp1199&r=mac
    Keywords: Commodity prices, food prices, global liquidity, cointegration, CVAR analysis
    JEL: E52

 

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