Macroéconomie: working papers (RePEc, 21/04/2012)

Source : NEP (New Economics Papers) | RePEc

  1. The financial accelerator and monetary policy rules

Date:

2012-02

By:

Günes Kamber
Christoph Thoenissen (Reserve Bank of New Zealand)

URL:

http://d.repec.org/n?u=RePEc:nzb:nzbdps:2012/01&r=mac
 

JEL:

E32
  1. Inflation Targeting and Financial Stability

Date:

2012-04

By:

Michael Woodford

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17967&r=mac
 

JEL:

E52
  1. Cyclical Co-movement between Output, the Price Level, and Inflation

Date:

2012-04-03

By:

Joseph Haslag (Department of Economics, University of Missouri-Columbia)
Yu-Chin Hsu (Department of Economics, University of Missouri-Columbia)

URL:

http://d.repec.org/n?u=RePEc:umc:wpaper:1203&r=mac
 

Keywords:

business cycle, phase shifts, time-varying correlations, spectral analysis

JEL:

E31
  1. Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics

Date:

2012-04

By:

Ansgar Rannenberg (Deutsche Bundesbank, Economics Department)

URL:

http://d.repec.org/n?u=RePEc:nbb:reswpp:201204-224&r=mac
 

Keywords:

Financial accelerator, bank leverage, DSGE model

JEL:

E44
  1. The Macroeconomic Effects of Reserve Requirements

Date:

2012

By:

Glocker, Ch.
Towbin P.

URL:

http://d.repec.org/n?u=RePEc:bfr:banfra:374&r=mac
 

Keywords:

Reserve Requirements, Capital flows, Monetary Policy, Business Cycle.

JEL:

E58
  1. Inflation Forecast Contracts

Date:

2012-04

By:

Gersbach, Hans
Hahn, Volker

URL:

http://d.repec.org/n?u=RePEc:cpr:ceprdp:8933&r=mac
 

Keywords:

central banks; incentive contracts; inflation forecast targeting; inflation targeting; intermediate targets; transparency

JEL:

E58
  1. Inflation and Unit Labor Cost

Date:

2012-01

By:

Robert G. King (Boston University, Department of Economics)
Mark W. Watson (Department of Economics and Woodrow Wilson School, Princeton University)

URL:

http://d.repec.org/n?u=RePEc:bos:wpaper:wp2012-005&r=mac
 
  1. Firm Entry, Endogenous Markups and the Dynamics of the Labor Share

Date:

2012-03

By:

Andrea Colciago (Department of Economics, University of Milano Bicocca)
Lorenza Rossi (Department of Economics and Quantitative Methods, University of Pavia)

URL:

http://d.repec.org/n?u=RePEc:pav:wpaper:168&r=mac
 

Keywords:

Endogenous Market Structures, Oligopolistic Competition, Firms’ Entry, Search and Matching Frictions, Labor Share Overshooting.

JEL:

E24
  1. A note on excess money growth and inflation dynamics: evidence from threshold regression

Date:

2012-04-11

By:

Saumitra, Bhaduri
Raja, Sethudurai

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38036&r=mac
 

Keywords:

Excess Money Growth; Quantity Theory of Money; Inflation and Threshold Regression

JEL:

E51
  1. Deep habits in the New Keynesian Phillips curve

Date:

2011

By:

Thomas A. Lubik
Wing Leong Teo

URL:

http://d.repec.org/n?u=RePEc:fip:fedrwp:11-08&r=mac
 
  1. « Shadow Banking and the Limits of Central Bank Liquidity Support: How to Achieve a Better Balance between Global and Official Liquidity »

Date:

2012-04

By:

Thorvald Grung Moe

URL:

http://d.repec.org/n?u=RePEc:lev:wrkpap:wp_712&r=mac
 

Keywords:

Financial Regulation; Financial Stability; Monetary Policy; Central Bank Policy

JEL:

E44
  1. Does Financial Development Cause Higher Firm Volatility and Lower Aggregate Volatility?

Date:

2012-03

By:

Shalini Mitra (University of Connecticut)

URL:

http://d.repec.org/n?u=RePEc:uct:uconnp:2012-07&r=mac
 

Keywords:

Great Moderation, Firm-Level Volatility, Borrowing Constraints, Heterogenous Firms, Business Cycle
  1. Design and Implementation of a Common Currency Area in the East African Community

Date:

2012-04-04

By:

Thomas Kigabo RUSUHUZWA
Paul Robert MASSON

URL:

http://d.repec.org/n?u=RePEc:tor:tecipa:tecipa-451&r=mac
 

Keywords:

EAC monetary union, fiscal surveillance, optimum currency areas, parallel currencies, regional integration

JEL:

E42
  1. Capital Controls with International Reserve Accumulation: Can this Be Optimal ?

Date:

2011-12

By:

Philippe Bacchetta
Kenza Benhima
Yannick Kalantzis

URL:

http://d.repec.org/n?u=RePEc:lau:crdeep:11.08&r=mac
 

Keywords:

reserve accumulation; capital controls; Ramsey planner; credit constraints

JEL:

E58
  1. A Macroeconomic Analysis of Energy Subsidies in a Small Open Economy: The Case of Egypt

Date:

2012-04

By:

Gerhard Glomm (Indiana University)
Juergen Jung (Towson University)

URL:

http://d.repec.org/n?u=RePEc:inu:caeprp:2012-006&r=mac
 
  1. Macroeconomic Surprises and Stock Returns in South Africa

Date:

2012-04

By:

Rangan Gupta (Department of Economics, University of Pretoria)
Monique Reid (Department of Economics, Stellenbosch University)

URL:

http://d.repec.org/n?u=RePEc:pre:wpaper:201212&r=mac
 

Keywords:

Bayesian Vector Autoregressive Model, Event Study, Macroeconomic Surprises, Stock Returns

JEL:

C22
  1. On Introduction of Sound Money

Date:

2012-03-27

By:

Volodymyr Vysochansky (Uzhhorod University)

URL:

http://d.repec.org/n?u=RePEc:nos:wuwpfi:vysochansky_volodymyr.52267-270312_01&r=mac
 

Keywords:

money, commodities, exchange-traded funds, monetary system regulation

JEL:

E4
  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:10-2012&r=mac
 

Keywords:

E44, F41
  1. Why do banking crises occur? The American subprime crisis compared with the Norwegian banking crisis 1987-92

Date:

2012-03-20

By:

Sverre Knutsen (Norwegian Business School and Norges Bank (Central Bank of Norway))

URL:

http://d.repec.org/n?u=RePEc:bno:worpap:2012_03&r=mac
 

Keywords:

Financial Crises, business cycles, Institutional Stabilizers, Structural Economic

JEL:

E32
  1. A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks

Date:

2012-04

By:

Leonid Kogan
Dimitris Papanikolaou

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17975&r=mac
 

JEL:

E22
  1. Does habit formation always increase the agents’ desire to smooth consumption?

Date:

2012-04

By:

Emmanuelle Augeraud-Veron
Mauro Bambi

URL:

http://d.repec.org/n?u=RePEc:yor:yorken:12/12&r=mac
 

Keywords:

Habit formation; endogenous fluctuations, delayed functional differential equations.

JEL:

E00
  1. Exchange rate variation and fiscal balance in Nigeria: a time series analysis

Date:

2012-04-10

By:

SANGOSANYA, Awoyemi O.
ATANDA, AKINWANDE A,

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38008&r=mac
 

Keywords:

Exchange rate; Fiscal deficit; Macroeconomic variables

JEL:

E31
  1. An Evaluation of the Revenue side as a source of fiscal consolidation in high debt economies

Date:

2012-04-07

By:

Banerjee, Ritwik

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:37956&r=mac
 

Keywords:

fiscal consolidation; dynamic laffer curve; tax revenue; fiscal policy

JEL:

E62
  1. Banking Bubbles and Financial Crisis

Date:

2012-01

By:

Jianjun Miao (Department of Economics, Boston University, CEMA, Central University of Finance and Economics, and AFR, Zhejiang University)
PENGFEI WANG (Department of Economics, Hong Kong University of Science and Technology, ClearWater Bay, Hong Kong.)

URL:

http://d.repec.org/n?u=RePEc:bos:wpaper:wp2012-010&r=mac
 

Keywords:

Banking Bubble, Multiple Equilibria, Financial Crisis, Self-ful?lling Prophecy, Credit Policy, Capital Requirements, Borrowing Constraints

JEL:

E2
  1. Unemployment accounts

Date:

2012-04-12

By:

Setty, Ofer

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38064&r=mac
 

Keywords:

Unemployment Accounts; Unemployment Insurance; Job-search; Moral hazard; Mechanism Design; Optimal Policy;

JEL:

E24
  1. Assessing uncertainty in Europe and the US: is there a common uncertainty factor?

Date:

2012-03

By:

Sauter, Oliver

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38031&r=mac
 

Keywords:

monetary policy; uncertainty; survey forecast; forecast disagreement; factor analysis

JEL:

E5
  1. Revisiting the growth-inflation nexus: a wavelet analysis

Date:

2012-04-10

By:

Saumitra, Bhaduri

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38001&r=mac
 

Keywords:

Inflation Growth Wavelet

JEL:

E31
  1. Monetary Transmission in Pakistan: The Balance Sheet Channel

Date:

2012-04-02

By:

Shabbir, Safia

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:37862&r=mac
 

Keywords:

Monetary Policy; Monetary Transmission; Firm; Models with Panel Data

JEL:

E52
  1. Stock Market Bubbles and Unemployment

Date:

2012-01

By:

Jianjun Miao (Department of Economics, Boston University, CEMA, Central University of Finance and Economics, and AFR, Zhejiang University)
PENGFEI WANG (Department of Economics, Hong Kong University of Science and Technology, ClearWater Bay, Hong Kong.)
Lifang Xu (Department of Economics, Hong Kong University of Science and Technology, ClearWater Bay, Hong Kong.)

URL:

http://d.repec.org/n?u=RePEc:bos:wpaper:wp2012-011&r=mac
 

Keywords:

stock market bubbles, unemployment, self-fulfilling beliefs, credit constraints, multiple equilibria

JEL:

E24
  1. Microeconomic Sources of Real Exchange Rate Variability

Date:

2012-04

By:

Mario J. Crucini
Christopher I. Telmer

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:17978&r=mac
 

JEL:

E3
  1. Türkiye’de Aşırı Kredi Genişlemeleri ve Belirleyicileri

Date:

2012-01-01

By:

Binici, Mahir
Köksal, Bülent

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38032&r=mac
 

Keywords:

Credit booms; financial stability; logit model; Turkey

JEL:

E32
  1. Investment for Patience in an Endogenous Growth Model

Date:

2012-04

By:

Taketo Kawagishi (Kyoto University)

URL:

http://d.repec.org/n?u=RePEc:kyo:wpaper:814&r=mac
 

Keywords:

One-sector AK model; Endogenous time preference; Multiple balanced growth path equilibria; Subsidy policy

JEL:

E32
  1. The macroeconomic effect of the information and communication technology in Hungary

Date:

2012-04

By:

Peter Sasvari

URL:

http://d.repec.org/n?u=RePEc:arx:papers:1204.1561&r=mac
 
  1. Effects of Global Liquidity on Commodity and Food Prices

Date:

2012-03

By:

Ansgar Belke
Ingo Borden
Ulrich Volz

URL:

http://d.repec.org/n?u=RePEc:rwi:repape:0323&r=mac
 

Keywords:

Commodity prices; food prices; global liquidity; cointegration; CVAR analysis

JEL:

E52
  1. Infrastructures institutionnelles et développement financier en zone CEMAC

Date:

2012

By:

Mpabe Bodjongo, Mathieu Juliot

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:37824&r=mac
 

Keywords:

Libéralisation financière ; développement financier ; développement institutionnel ; CEMAC ; données de panels dynamiques

JEL:

E0
  1. Measuring sovereign contagion in Europe

Date:

2012-04-10

By:

Massimiliano Caporin (Univerista’ di Padova)
Loriana Pelizzon (Univerista’ Ca’ Foscari Venezia and MIT Sloan)
Francesco Ravazzolo (Norges Bank (Central Bank of Norway) and BI Norwegian Business School)
Roberto Rigobon (MIT Sloan and NBER)

URL:

http://d.repec.org/n?u=RePEc:bno:worpap:2012_05&r=mac
 

Keywords:

Sovereign Risk, Contagion

JEL:

E58
  1. Transition in the MENA Region: Challenges, Opportunities and Prospects

Date:

2012-01

By:

Vladimir Gligorov (The Vienna Institute for International Economic Studies, wiiw)
Peter Havlik (The Vienna Institute for International Economic Studies, wiiw)
Sandor Richter (The Vienna Institute for International Economic Studies, wiiw)
Hermine Vidovic (The Vienna Institute for International Economic Studies, wiiw)

URL:

http://d.repec.org/n?u=RePEc:wii:rpaper:rr:376&r=mac
 

Keywords:

transition, integration, foreign trade, FDI, labour market

JEL:

E24
  1. From the Neoliberal crisis to a new path of development

Date:

2012-04-10

By:

Russo, Alberto

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38004&r=mac
 

Keywords:

capital accumulation; deregulation; crisis; austerity; public intervention

JEL:

E66
  1. Financial Development and Remittances in Africa and the Americas: A Panel Unit-Root Tests and Panel Cointegration Analysis.

Date:

2012-03

By:

Bichaka Fayissa
Christian Nsiah

URL:

http://d.repec.org/n?u=RePEc:mts:wpaper:201201&r=mac
 

Keywords:

Workers’ Remittances, Transaction Cost Factors, Per Capita income, Unit-Root tests, Error Correction Model, PFMOOLS, Panel Data, Africa and the Americas

JEL:

E21
  1. Bank firm nexus and its impact on firm performance: an Indian case study

Date:

2012-04-10

By:

Saumitra, Bhaduri
Sunanda, Rathi

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38000&r=mac
 

Keywords:

Bank Firm Realationship India

JEL:

E52

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