Macroéconomie: working papers (RePEc, 14/04/2012)

Source : NEP (New Economics Papers) | RePEc

  1. Will the SARB always succeed in fghting inflation with contractionary policy?

Date:

2012

By:

Guangling (Dave) Liu

URL:

http://d.repec.org/n?u=RePEc:rza:wpaper:275&r=mac
 

Keywords:

Monetary policy, price puzzle, inflation targeting, New Keynesian model, Bayesian analysis

JEL:

E52
  1. Asset Prices, Monetary Policy and Determinacy

Date:

2012-03

By:

Singh, Aarti
Stone, Sophie

URL:

http://d.repec.org/n?u=RePEc:syd:wpaper:2123/8187&r=mac
 

Keywords:

financial accelerator; determinacy; monetary policy; Asset prices
  1. Liquidity, Business Cycles, and Monetary Policy

Date:

2012-03

By:

Nobuhiro Kiyotaki
John Moore

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17934&r=mac
 

JEL:

E10
  1. Understanding Bubbly Episodes

Date:

2012-04

By:

Carvalho, Vasco M
Martin, Alberto
Ventura, Jaume

URL:

http://d.repec.org/n?u=RePEc:cpr:ceprdp:8924&r=mac
 

Keywords:

bubbles; bubbly episodes; dynamic inefficiency; economic growth; financial frictions

JEL:

E32
  1. Inflation targeting in Korea, Indonesia, Thailand, and the Philippines : the impct on business cycle synchronization between each country and the world

Date:

2012-03

By:

Inoue, Takeshi
Toyoshima, Yuki
Hamori, Shigeyuki

URL:

http://d.repec.org/n?u=RePEc:jet:dpaper:dpaper328&r=mac
 

Keywords:

Southeast Asia, Indonesia, Thailand, Philippines, South Korea, Inflation, Business cycles, Asia, Business cycle synchronization, DCC, Inflation targeting

JEL:

E31
  1. Endogenous Entry, Product Variety and Business Cycles

Date:

2012

By:

Florin Bilbiie (CES – Centre d’économie de la Sorbonne – CNRS : UMR8174 – Université Paris I – Panthéon Sorbonne, EEP-PSE – Ecole d’Économie de Paris – Paris School of Economics – Ecole d’Économie de Paris)
Fabio Ghironi (Department of Economics – Boston College)
Marc Melitz (Department of Economics – Harvard university (Cambridge, USA))

URL:

http://d.repec.org/n?u=RePEc:hal:cesptp:hal-00680634&r=mac
 

Keywords:

Business cycle propagation; Entry; Markups; Product creation; Profits; Variety
  1. Macroeconomic Policy in DSGE and Agent-Based Models

Date:

2012

By:

Giorgio Fagiolo
Andrea Roventini

URL:

http://d.repec.org/n?u=RePEc:drm:wpaper:2012-17&r=mac
 

Keywords:

Economic Policy, Monetary and Fiscal Policies, New Neoclassical Synthesis, New Keynesian Models, DSGE Models, Agent-Based Computational Economics, Agent-Based Models, Great Recession, Crisis

JEL:

B41
  1. Bounded rationality and parameters’ uncertainty in a simple monetary policy model.

Date:

2012-02

By:

Domenico Colucci (Dipartimento di Matematica per le Decisioni – Università degli Studi di Firenze)
Vincenzo Valori (Dipartimento di Matematica per le Decisioni – Università degli Studi di Firenze)

URL:

http://d.repec.org/n?u=RePEc:flo:wpaper:2012-03&r=mac
 

Keywords:

inflation targeting, monetary policy, adaptive expectations, heterogeneous agents
  1. Inflation Expectations and Readiness to Spend: Cross-Sectional Evidence

Date:

2012-03

By:

Rüdiger Bachmann
Tim O. Berg
Eric R. Sims

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17958&r=mac
 

JEL:

D12
  1. R&D and aggregate fluctuations

Date:

2012-03-01

By:

Artuc, Erhan
Pourpourides, Panayiotis M.

URL:

http://d.repec.org/n?u=RePEc:wbk:wbrwps:6017&r=mac
 

Keywords:

E-Business,Economic Theory&Research,Political Economy,Research and Development,Labor Policies
  1. Monetary policy responses to oil price fluctuations

Date:

2012-04

By:

Bodenstein, Martin
Guerrieri, Luca
Kilian, Lutz

URL:

http://d.repec.org/n?u=RePEc:cpr:ceprdp:8928&r=mac
 

Keywords:

endogeneity; global economy; monetary policy; oil price; open economy; policy rule; welfare

JEL:

E32
  1. Switching Monetary Policy Regimes and the Nominal Term Structure

Date:

2011-04

By:

Marcelo Ferman

URL:

http://d.repec.org/n?u=RePEc:fmg:fmgdps:dp678&r=mac
 
  1. Testing for optimal monetary policy via moment inequalities

Date:

2012

By:

Coroneo, Laura (University of Manchester, Economics – School of Social Sciences)
Corradi, Valentina (University of Warwick, Department of Economics)
Santos Monteiro, Paulo (University of Warwick, Department of Economics)

URL:

http://d.repec.org/n?u=RePEc:wrk:warwec:985&r=mac
 
  1. Macroeconomic Policies, Growth, Employment, and Inequality in Latin America

Date:

2012

By:

Damill, Mario
Frenkel, Roberto

URL:

http://d.repec.org/n?u=RePEc:unu:wpaper:wp2012-23&r=mac
 

Keywords:

Latin American economies, macroeconomic policies, economic growth, employment, poverty rates, inequality
  1. Interpreting the Hours-Technology time-varying relationship

Date:

2012-01

By:

Cristiano Cantore
Filippo Ferroni
Miguel A León-Ledesma

URL:

http://d.repec.org/n?u=RePEc:ukc:ukcedp:1201&r=mac
 

Keywords:

Real Business Cycles models; Constant Elasticity of Substitution production function; Hours worked dynamics

JEL:

E32
  1. Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?

Date:

2012-02

By:

Eo, Yunjong
Kim, Chang-Jin

URL:

http://d.repec.org/n?u=RePEc:syd:wpaper:2123/8150&r=mac
 

Keywords:

State- Space Model; MCM; Hamilton Model; Markov Switching; Hierarchical Prior; Evolving Regime- Specific Parameters; Counterfactual Prior; Business Cycle; Bayesian Approach
  1. The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules

Date:

2012-03-26

By:

Stefano d’Addona (Department of International Studies, University of Rome 3)
Ilaria Musumeci (Department of International Studies, University of Rome 3)

URL:

http://d.repec.org/n?u=RePEc:rtv:ceisrp:225&r=mac
 

Keywords:

Taylor rule; European monetary integration; Regime switching models; Interest rate smoothing

JEL:

E32
  1. The Fiscal Multiplier and Spillover in a Global Liquidity Trap

Date:

2012-04

By:

Ippei Fujiwara
Kozo Ueda

URL:

http://d.repec.org/n?u=RePEc:acb:camaaa:2012-17&r=mac
 

JEL:

E52
  1. Currency movements within and outside a currency union: The case of Germany and the euro area

Date:

2011

By:

Seitz, Franz
Rösl, Gerhard
Bartzsch, Nikolaus

URL:

http://d.repec.org/n?u=RePEc:zbw:hawdps:30&r=mac
 

Keywords:

Banknotes,euro,foreign demand,hoarding,transaction balances

JEL:

E41
  1. Securities Transaction Taxes: Macroeconomic Implications in a General-Equilibrium Model

Date:

2012-03

By:

Rafal Raciborski
Julia Lendvai
Lukas Vogel

URL:

http://d.repec.org/n?u=RePEc:euf:ecopap:0450&r=mac
 

JEL:

E22
  1. Who Suffers During Recessions?

Date:

2012-03

By:

Hilary W. Hoynes
Douglas L. Miller
Jessamyn Schaller

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17951&r=mac
 

JEL:

J11
  1. How Effective Is Central Bank Forward Guidance?

Date:

2012-03

By:

Clemens J.M. Kool
Daniel L. Thornton

URL:

http://d.repec.org/n?u=RePEc:use:tkiwps:1205&r=mac
 

Keywords:

monetary policy; central bank transparency; interest rates; term structure; forecasting

JEL:

E52
  1. Existence Proofs in Nonlinear Endogenous Theories of the Business Cycle on the Plane — The Origins

Date:

2012

By:

V. Ragupathy
K. Vela Velupillai

URL:

http://d.repec.org/n?u=RePEc:trn:utwpas:1210&r=mac
  1. The Labor Market Four Years Into the Crisis: Assessing Structural Explanations

Date:

2012-03

By:

Jesse Rothstein

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17966&r=mac
 

JEL:

E24
  1. World Real Interest Rates: A Tale of Two Regimes

Date:

2012-02

By:

Jagjit S. Chadha

URL:

http://d.repec.org/n?u=RePEc:ukc:ukcedp:1205&r=mac
 

Keywords:

Real rates; trends; globalisation

JEL:

E31
  1. Debt Deleveraging and The Exchange Rate

Date:

2012-03

By:

Pierpaolo Benigno
Federica Romei

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17944&r=mac
 

JEL:

E52
  1. Inflation forecasting and the crisis: assessing the impact on the performance of different forecasting models and methods

Date:

2012-03

By:

Christian Buelens

URL:

http://d.repec.org/n?u=RePEc:euf:ecopap:0451&r=mac
 

JEL:

C32
  1. International Capital Flows with Limited Commitment and Incomplete Markets

Date:

2012-01

By:

Jurgen von Hagen (University of Bonn, Indiana University and CEPR)
Haiping Zhang (School of Economics, Singapore Management University)

URL:

http://d.repec.org/n?u=RePEc:siu:wpaper:22-2011&r=mac
 

Keywords:

E44, F41
  1. Nominal and Real Exchange Rate Models in South Africa: How Robust Are They?

Date:

2012

By:

Balázs Égert

URL:

http://d.repec.org/n?u=RePEc:drm:wpaper:2012-18&r=mac
 

Keywords:

exchange rate, real exchange rate, nominal exchange rate, commodity, Balassa-Samuelson, productivity, monetary model, stock-flow approach, openness, country risk

JEL:

E31
  1. Some unpleasant properties of log-linearized solutions when the nominal rate is zero

Date:

2012

By:

R. Anton Braun
Lena Mareen Körber
Yuichiro Waki

URL:

http://d.repec.org/n?u=RePEc:fip:fedawp:2012-05&r=mac
 
  1. Tax avoidance and fiscal limits: Laffer curves in an economy with informal sector

Date:

2012-01

By:

Lukas Vogel

URL:

http://d.repec.org/n?u=RePEc:euf:ecopap:0448&r=mac
 

JEL:

E62
  1. International Capital Flows and Aggregate Output

Date:

2011-12

By:

Jurgen von Hagen (University of Bonn, Indiana University and CEPR)
Haiping Zhang (School of Economics, Singapore Management University)

URL:

http://d.repec.org/n?u=RePEc:siu:wpaper:20-2011&r=mac
 

Keywords:

financial frictions, financial development, foreign direct investment

JEL:

E44
  1. Costly Labor Adjustment: Effects of China’s Employment Regulations

Date:

2012-03

By:

Russell Cooper
Guan Gong
Ping Yan

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17948&r=mac
 

JEL:

E24
  1. Changes in the Output Euler Equation and Asset Markets Participation

Date:

2012-08-09

By:

Florin Bilbiie (CES – Centre d’économie de la Sorbonne – CNRS : UMR8174 – Université Paris I – Panthéon Sorbonne, EEP-PSE – Ecole d’Économie de Paris – Paris School of Economics – Ecole d’Économie de Paris)
Roland Straub (Research Department – European Central Bank)

URL:

http://d.repec.org/n?u=RePEc:hal:cesptp:hal-00680647&r=mac
 

Keywords:

IS curve; Euler equation for output; limited asset markets participation; aggregate demand; rule-of-thumb consumers
  1. US inflation expectations and heterogeneous loss functions, 1968–2010

Date:

2012

By:

Clements, Michael P. (University of Warwick, Department of Economics)

URL:

http://d.repec.org/n?u=RePEc:wrk:warwec:986&r=mac
 
  1. How Frequent Are Small Price Changes?

Date:

2012-03

By:

Martin S. Eichenbaum
Nir Jaimovich
Sergio Rebelo
Josephine Smith

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17956&r=mac
 

JEL:

E3
  1. Structural Reforms and the Potential Effects on the Italian Economy

Date:

2012-03-29

By:

Barbara Annicchiarico (Faculty of Economics, University of Rome « Tor Vergata »)
Fabio Di Dio (Consip S.p.A., Macroeconomic Modelling Unit)
Francesco Felici (Italian Ministry of Economy and Finance,)

URL:

http://d.repec.org/n?u=RePEc:rtv:ceisrp:227&r=mac
 

Keywords:

Structural Reforms, Fiscal Consolidation, Simulation Analysis, Italy

JEL:

E10
  1. Cobweb theorems with production lags and price forecasting

Date:

2012

By:

Dufresne, Daniel
Vázquez-Abad, Felisa

URL:

http://d.repec.org/n?u=RePEc:zbw:ifwedp:201217&r=mac
 

Keywords:

Cobweb theorem,production lags,stable markets,price fluctuations

JEL:

C02
  1. Análisis dinámico de la inflación en Colombia a partir de la Curva de Phillips Neokeynesiana (NKPC)

Date:

2011-11-30

By:

Alvaro Hernando Chaves Castro

URL:

http://d.repec.org/n?u=RePEc:col:000418:009405&r=mac
 
  1. A Series of Unfortunate Events: Common Sequencing Patterns in Financial Crises

Date:

2012-03

By:

Carmen M. Reinhart

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17941&r=mac
 

JEL:

E32
  1. European Fiscal Union: What Is It? Does It Work? And Are There Really ‘No Alternatives’?

Date:

2012-03

By:

Fuest, Clemens (University of Oxford)
Peichl, Andreas (IZA)

URL:

http://d.repec.org/n?u=RePEc:iza:izapps:pp39&r=mac
 

Keywords:

Fiscal Union, EU, EMU, Euro, ESM

JEL:

E62
  1. Quantifying the Impact of Financial Development on Economic Development

Date:

2012-03

By:

Jeremy Greenwood (University of Pennsylvania)
Juan M. Sanchez (Federal Reserve Bank of St. Louis)
Cheng Wang (Iowa State University)

URL:

http://d.repec.org/n?u=RePEc:roc:rocher:572&r=mac
 

Keywords:

costly state veriÂ…cation, economic development, Â…financial intermediation, fiÂ…rm-size distribution, interest-rate spreads, cross-country output differences, cross-country differences in Â…financial sector productivity, cross-country TFP differences

JEL:

E13
  1. Corporate balance sheet adjustment: stylized facts, causes and consequences

Date:

2012-02

By:

Eric Ruscher
Guntram Wolff

URL:

http://d.repec.org/n?u=RePEc:euf:ecopap:0449&r=mac
 

JEL:

E62
  1. Competition Policy in Ireland: A Good Recession?

Date:

2012-03

By:

Gorecki, Paul K.

URL:

http://d.repec.org/n?u=RePEc:esr:wpaper:wp427&r=mac
 

Keywords:

competition/COMPETITION POLICY/Ireland/Policy/recession/European Union
  1. A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables

Date:

2012

By:

Claudia FORONI
Massimiliano MARCELLINO

URL:

http://d.repec.org/n?u=RePEc:eui:euiwps:eco2012/07&r=mac
 

Keywords:

mixed-frequency data; mixed-frequency VAR; MIDAS; factor models; nowcasting; forecasting

JEL:

E37
  1. Costly Intermediation and the Friedman Rule

Date:

2012-03

By:

Benjamin Eden (Department of Economics, Vanderbilt University)

URL:

http://d.repec.org/n?u=RePEc:van:wpaper:1202&r=mac
 

Keywords:

The Friedman Rule, Accidental bequests, The optimal size of the financial sector, Government loans

JEL:

E40

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