Macroéconomie: working papers (RePEc, 11/05/2012)

Source : NEP (New Economics Papers) | RePEc

  1. Reserves, Liquidity and Money: An Assessment of Balance Sheet Policies

Date:

2012-04-18

By:

Jagjit S. Chadhay (School of Economics, Keynes College, University of Kent)
Luisa Corrado (Faculty of Economics, University of Rome « Tor Vergata »)
Jack Meaning (School of Economics, Keynes College, University of Kent)

URL:

http://d.repec.org/n?u=RePEc:rtv:ceisrp:230&r=mac
 

Keywords:

non-conventional monetary interest on reserves, monetary and ?scal policy instruments, Basel III.

JEL:

E31
  1. The Effect of Conventional and Unconventional Monetary Policy Rules on Inflation Expectations: Theory and Evidence

Date:

2012-04

By:

Roger E.A. Farmer

URL:

http://d.repec.org/n?u=RePEc:nbr:nberwo:18007&r=mac
 

JEL:

E31
  1. Money, credit, monetary policy and the business cycle in the euro area

Date:

2012-04

By:

Giannone, Domenico
Lenza, Michele
Reichlin, Lucrezia

URL:

http://d.repec.org/n?u=RePEc:cpr:ceprdp:8944&r=mac
 

Keywords:

euro area; loans; monetary policy; Money; non-financial corporations

JEL:

C32
  1. Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials

Date:

2012-04

By:

Abbritti, Mirko (University of Navarra)
Mueller, Andreas I. (Columbia University)

URL:

http://d.repec.org/n?u=RePEc:iza:izadps:dp6488&r=mac
 

Keywords:

currency union, labor market frictions, real wage rigidities, unemployment, sticky prices, inflation differentials

JEL:

E32
  1. Business cycle synchronization during US recessions since the beginning of the 1870’s

Date:

2012-04

By:

Antonakakis, Nikolaos

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38341&r=mac
 

Keywords:

Dynamic conditional correlation; Business cycle synchronization; Recession; Globalisation

JEL:

F4
  1. How forward looking are central banks? Some evidence from their forecasts

Date:

2012

By:

Michał Brzoza-Brzezina (National Bank of Poland, Warsaw School of Economics)
Jacek Kotłowski (National Bank of Poland, Warsaw School of Economics)
Agata Miśkowiec (Warsaw School of Economics)

URL:

http://d.repec.org/n?u=RePEc:nbp:nbpmis:112&r=mac
 

Keywords:

Taylor rule, forward-looking monetary policy, feedback horizon

JEL:

C25
  1. Does Monetary Cooperation or Confrontation Lead to Successful Fiscal Consolidation?

Date:

2012-04

By:

Tomas Hellebrandt (Bank of England)
Adam S. Posen (Peterson Institute for International Economics)
Marilyne Tolle (Bank of England)

URL:

http://d.repec.org/n?u=RePEc:iie:pbrief:pb12-8&r=mac
 
  1. Capital Controls with International Reserve Accumulation: Can this Be Optimal?

Date:

2012-04

By:

Bacchetta, Philippe (University of Lausanne, CEPR)
Benhima, Kenza (University of Lausanne)
Kalantzis, Yannick (Banque de France)

URL:

http://d.repec.org/n?u=RePEc:rbp:wpaper:2012-009&r=mac
 
  1. Voting by monetary policy committees: evidence from the CEE inflation-targeting countries

Date:

2012

By:

Alexander Jung (European Central Bank)
Gergely Kiss (Fitch Ratings)

URL:

http://d.repec.org/n?u=RePEc:mnb:wpaper:2012/2&r=mac
 

Keywords:

central banking, monetary policy committee, inflation targeting, collective decision-making, voting, preferences, pooled regressions

JEL:

C23
  1. Reproducing Business Cycle Features: Are Nonlinear Dynamics a Proxy for Multivariate Information?

Date:

2012-03

By:

James Morley (School of Economics, The University of New South Wales)
Jeremy Pigger (University of Oregon)
Pao-Lin Tien (Wesleyan University)

URL:

http://d.repec.org/n?u=RePEc:swe:wpaper:2012-23&r=mac
 

Keywords:

Business cycle features, nonlinear dynamics, multivariate models.

JEL:

C52
  1. Liquidity Effects of Quantitative Easing on Long-Term Interest Rates

Date:

2012

By:

Signe Krogstrup
Samuel Reynard
Barbara Sutter

URL:

http://d.repec.org/n?u=RePEc:snb:snbwpa:2012-02&r=mac
 

Keywords:

Quantitative Easing, Reserves, Liquidity Effect, Long-Term Interest Rates, Zero Lower Bound, Monetary Policy, Portfolio Balance

JEL:

E43
  1. Government spending in a model where debt effects output gap

Date:

2012-04-12

By:

Bell, Peter N

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38347&r=mac
 

Keywords:

Debt; Macroeconomy; Fiscal; Government Spending; Output Gap; Nonlinear; Numerical Method

JEL:

H60
  1. Inflation expectations in Poland

Date:

2012

By:

Tomasz Łyziak (National Bank of Poland)

URL:

http://d.repec.org/n?u=RePEc:nbp:nbpmis:115&r=mac
 
  1. News shocks and the slope of the term structure of interest rates

Date:

2012

By:

André Kurmann
Christopher Otrok

URL:

http://d.repec.org/n?u=RePEc:fip:fedlwp:2012-011&r=mac
 

Keywords:

Interest rates ; Vector autoregression
  1. Government Size and Business Cycle Volatility; How Important Are Credit Constraints?

Date:

2012-04

By:

Markus Leibrecht (Leuphana University Lueneburg, Department of Economics, Germany)
Johann Scharler (University of Innsbruck, Department of Economics, Austria)

URL:

http://d.repec.org/n?u=RePEc:lue:wpaper:237&r=mac
 

Keywords:

Business cycle, volatility, scal policy, stabilization policy

JEL:

E62
  1. Monetary Policy in Chile: Institutions, Objectives, and Instruments

Date:

2012

By:

Francisco Rosende
Matías Tapia

URL:

http://d.repec.org/n?u=RePEc:ioe:doctra:414&r=mac
 

Keywords:

Inflation, monetary policy, structural breaks, unobserved components

JEL:

E31
  1. Forecasting Korean inflation

Date:

2012-02

By:

In Choi (Department of Economics, Sogang University, Seoul)
Seong Jin Hwang

URL:

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

Keywords:

inflation forecasting, Phillips curve, term spread, factor model, principal-component estimation, generalized principal-component estimation
  1. Updating Inflation Expectations

Date:

2012

By:

Michael J. Lamla (ETH Zurich)
Samad Sarferaz (ETH Zurich)

URL:

http://d.repec.org/n?u=RePEc:mar:magkse:201216&r=mac
 

Keywords:

inflation expectation formation, time-varying parameters, Bayesian methods disagreement, media coverage, stochastic volatility.

JEL:

E31
  1. Inside Liquidity in Competitive Markets

Date:

2012-04

By:

Michiel Bijlsma
Andrei Dubovik
Gijsbert Zwart

URL:

http://d.repec.org/n?u=RePEc:cpb:discus:209&r=mac
 

JEL:

E43
  1. Regional Effects of Federal Tax Shocks

Date:

2012

By:

Bernd Hayo (University of Marburg)
Matthias Uhl (University of Marburg)

URL:

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

Keywords:

Fiscal Policy Tax Policy Narrative Approach U.S. States Regional Effects Asymmetries in Fiscal Policy Transmission

JEL:

E32
  1. The transformative impact of business models

Date:

2011

By:

Ghafele, Roya
Gibert, Benjamin

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38346&r=mac
 

Keywords:

pricing strategies; expansion of market spaces; economic impact of elasticity and infinite scalability; cloud computing

JEL:

E02
  1. 2012-13 Determinants of bank credit in small open economies: The case of six Pacific Island Countries

By:

Parmendra Sharma, Neelesh Gounder

URL:

http://d.repec.org/n?u=RePEc:gri:fpaper:finance:2012-13&r=mac

Keywords:

Bank private sector credit, South Pacific, cross-country analysis

JEL:

E51
  1. Correcting real exchange rate misalignment : conceptual and practical issues

Date:

2012-04-01

By:

Eden, Maya
Nguyen, Ha

URL:

http://d.repec.org/n?u=RePEc:wbk:wbrwps:6045&r=mac
 

Keywords:

Currencies and Exchange Rates,Economic Stabilization,Debt Markets,Macroeconomic Management,Economic Theory&Research
  1. Informative Advertising in Directed Search.

Date:

2012-04

By:

Pedro Gomis-Porqueras (Department of Economics, Monash University)
Benoit Julien (School of Economics, University of New South Wales)
Chengsi Wang (School of Economics, University of New South Wales)

URL:

http://d.repec.org/n?u=RePEc:swe:wpaper:2012-26&r=mac
 

Keywords:

costly advertising, directed search, imperfect observability, sales mechanism.

JEL:

E52
  1. Robust policy choice under Calvo and Rotemberg pricing

Date:

2012-04-18

By:

Sienknecht, Sebastian

URL:

http://d.repec.org/n?u=RePEc:pra:mprapa:38201&r=mac
 

Keywords:

Calvo pricing; Rotemberg pricing; welfare analysis; robustness analysis

JEL:

E30
  1. Why is Agricultural Employment Increasing in Turkey?

Date:

2011-10

By:

Seyfettin Gursel (Bahcesehir University Center for Economic and Social Research (Betam))
Zumrut Imamoglu (Bahcesehir University Center for Economic and Social Research (Betam))

URL:

http://d.repec.org/n?u=RePEc:bae:wpaper:004&r=mac
 

Keywords:

Regional employment, agricultural employment, economic development

JEL:

E32
  1. First Time Underwater: The Impact of the First-time Homebuyer Tax Credit

Date:

2012-04

By:

Dean Baker

URL:

http://d.repec.org/n?u=RePEc:epo:papers:2012-13&r=mac
 

Keywords:

housing, tax credit, ARRA, housing bubble

JEL:

E

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