Macroéconomie: working papers (RePEc, 20/05/2012)

Source : NEP (New Economics Papers) | RePEc

  • Price stability and financial imbalances: rethinking the macrofinancial framework after the 2007-8 financial crisis
    Date: 2011-12-15
    By: Panzera, Fabio S.
    URL: http://d.repec.org/n?u=RePEc:fri:fribow:fribow00423&r=mac
    Keywords: inflation targeting ; New Keynesian consensus ; financial imbalances ; macro-prudential regulation ; counter-cyclical tax on debt
    JEL: E32
  • Monetary Policy, Asset Prices and Adaptive Learning
    Date: 2012-04
    By: Vicente da Gama Machado
    URL: http://d.repec.org/n?u=RePEc:bcb:wpaper:274&r=mac
  • Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic
    Date: 2012-04
    By: Roman Horváth (Institute of Economic Studies, Faculty of Social Sciences, Charles University, Prague, Czech Republic)
    Michal Franta (Czech National Bank)
    Marek Rusnák (Czech National Bank)
    URL: http://d.repec.org/n?u=RePEc:fau:wpaper:wp2012_11&r=mac
    Keywords: Monetary policy transmission; Sign restrictions; Time-varying parameters
    JEL: E44
  • Monetary Policy and Rational Asset Price Bubbles
    Date: 2011-11
    By: Jordi Galí
    URL: http://d.repec.org/n?u=RePEc:bge:wpaper:592&r=mac
    Keywords: monetary policy rules, stabilization policies, asset price volatility
    JEL: E44
  • Revisiting the Great Moderation using the Method of Indirect Inference
    Date: 2012-05
    By: Minford, Patrick (Cardiff Business School)
    Ou, Zhirong (Cardiff Business School)
    URL: http://d.repec.org/n?u=RePEc:cdf:wpaper:2012/9&r=mac
    Keywords: Great Moderation; Shocks; Monetary policy; Optimal Timeless Rule; Taylor Rule; Indirect Inference; Wald statistic
    JEL: E42
  • Monetary Policy and Central Banking after the Crisis: The Implications of Rethinking Macroeconomic Theory
    Date: 2011
    By: Thomas I. Palley
    URL: http://d.repec.org/n?u=RePEc:imk:wpaper:8-2011&r=mac
  • Central Bank Independence and Macro-prudential Regulation
    Date: 2012-04-23
    By: Fabian Valencia
    Kenichi Ueda
    URL: http://d.repec.org/n?u=RePEc:imf:imfwpa:12/101&r=mac
    Keywords: Central bank autonomy , Central banks , Economic models , Monetary policy ,
  • Lessons from the Great Recession: Need for a New Paradigm
    Date: 2012-02-01
    By: Shaikh, Salman
    URL: http://d.repec.org/n?u=RePEc:pra:mprapa:38531&r=mac
    Keywords: Great Recession; Great Depression; Financial Crisis; Credit Crunch; Subprime Mortgage Crisis; Housing Market Bubble; Securitization; Leveraging; Shadow Banking
    JEL: E02
  • Business Cycle Synchronization During US Recessions Since the Beginning of the 1870’s
    Date: 2012-04
    By: Nikolaos Antonakakis (Department of Economics, Vienna University of Economics and Business)
    URL: http://d.repec.org/n?u=RePEc:wiw:wiwwuw:wuwp140&r=mac
    Keywords: Dynamic conditional correlation, Business cycle synchronization, Recession, Globalisation
    JEL: E3
  • The Relevance of Haavelmo’s Macroeconomic Theorizing for Contemporary Policy Making
    Date: 2012-02-27
    By: Chand, Sheetal K. (Neapolis University, Cyprus.)
    URL: http://d.repec.org/n?u=RePEc:hhs:osloec:2012_006&r=mac
    Keywords: financial crisis; investment; monetary and fiscal policies
    JEL: E22
  • Regime Switches, Agents’ Beliefs, and Post-World War II U.S. Macroeconomic Dynamics
    Date: 2012
    By: Francesco Bianchi
    URL: http://d.repec.org/n?u=RePEc:duk:dukeec:12-04&r=mac
  • Is Fiscal Stimulus a Good Idea?
    Date: 2012-05
    By: Ray C. Fair (Cowles Foundation, Yale University)
    URL: http://d.repec.org/n?u=RePEc:cwl:cwldpp:1861&r=mac
    Keywords: Fiscal stimulus, Multipliers
    JEL: E17
  • Roads to Prosperity or Bridges to Nowhere? Theory and Evidence on the Impact of Public Infrastructure Investment
    Date: 2012-05
    By: Sylvain Leduc
    Daniel Wilson
    URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:18042&r=mac
    JEL: E62
  • Economic (in)stability under monetary targeting
    Date: 2012-03
    By: Luca Sessa (Bank of Italy)
    URL: http://d.repec.org/n?u=RePEc:bdi:wptemi:td_858_12&r=mac
    Keywords: local indeterminacy, monetary targeting, real effects of money, money-in-the-utility-function, money-in-the-production-function
    JEL: E5
  • Investigating the business cycle properties of tourist flows to Barbados
    Date: 2011
    By: Mayers, Sherry-Ann
    Jackman, Mahalia
    URL: http://d.repec.org/n?u=RePEc:pra:mprapa:38646&r=mac
    Keywords: Tourism; Business Cycle; Barbados
    JEL: E32
  • The curious case of Indian agriculture
    Date: 2012-04-28
    By: Banik, Nilanjan
    Biswas, Basudeb
    URL: http://d.repec.org/n?u=RePEc:pra:mprapa:38634&r=mac
    Keywords: Agriculture output; Beveridge-Nelson Decomposition; Rainfall; India
    JEL: E31
  • The European Financial and Economic Crisis: Alternative Solutions from a (Post-) Keynesian Perspective
    Date: 2011
    By: Eckhard Hein
    Achim Truger
    Till van Treeck (Macroeconomic Policy Institute (IMK) at the Hans Boeckler Foundation)
    URL: http://d.repec.org/n?u=RePEc:imk:wpaper:9-2011&r=mac
  • Skill-Biased Technological Change and the Business Cycle
    Date: 2011-05
    By: Almut Balleer
    Thijs van Rens
    URL: http://d.repec.org/n?u=RePEc:bge:wpaper:560&r=mac
    Keywords: skill-biased technology, skill premium, VAR, long-run restrictions, capital-skill complementarity, business cycle
    JEL: E24
  • Nonlinear zdventures at the zero lower bound
    Date: 2012
    By: Jesús Fernández-Villaverde
    Grey Gordon
    Pablo Guerrón-Quintana
    Juan F. Rubio-Ramírez
    URL: http://d.repec.org/n?u=RePEc:fip:fedpwp:12-10&r=mac
    Keywords: Keynesian economics ; Nonlinear theories ; Interest rates
  • The Dynamic Effects of Fiscal Stimulus in a Two Sector Open Economy
    Date: 2011-09
    By: Ross Guest
    Anthony J. Makin
    URL: http://d.repec.org/n?u=RePEc:deg:conpap:c016_045&r=mac
  • Money is an Experience Good: Competition and Trust in the Private Provision of Money
    Date: 2011-05
    By: Ramon Marimon
    Juan Pablo Nicolini
    Pedro Teles
    URL: http://d.repec.org/n?u=RePEc:bge:wpaper:563&r=mac
    Keywords: E40, E50, E58, E60
  • How Important is the Intensive Margin of Labor Adjustment?
    Date: 2011-10
    By: Thijs van Rens
    URL: http://d.repec.org/n?u=RePEc:bge:wpaper:579&r=mac
    Keywords: hours worked, intensive margin labor adjustment
    JEL: E24
  • A Sticky-Dispersed Information Phillips Curve: a model with partial and delayed information
    Date: 2012-04
    By: Marta Areosa
    Waldyr Areosa
    Vinicius Carrasco
    URL: http://d.repec.org/n?u=RePEc:bcb:wpaper:276&r=mac
  • The Instability of the Banking Sector and Macrodynamics: Theory and Empirics
    Date: 2011-09
    By: Stefan Mittnik
    Willi Semmler
    URL: http://d.repec.org/n?u=RePEc:deg:conpap:c016_080&r=mac
    JEL: E2
  • Monetary Policy Flixibility in floating Exchange Rate Regimes: Currency Denomination and Import Shares
    Date: 2012
    By: Troeger, Vera (University of Warwick)
    URL: http://d.repec.org/n?u=RePEc:cge:warwcg:81&r=mac
  • The analytics of SVARs: a unified framework to measure fiscal multipliers
    Date: 2012
    By: Dario Caldara
    Christophe Kamps
    URL: http://d.repec.org/n?u=RePEc:fip:fedgfe:2012-20&r=mac
  • A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities
    Date: 2012-05
    By: Sergio Ocampo Díaz
    URL: http://d.repec.org/n?u=RePEc:bdr:borrec:707&r=mac
    Keywords: DSGE, nominal rigidities, rule of thumb consumers. Classification JEL: E32, E37, C68.
  • Prudential Policy for Peggers
    Date: 2012-05
    By: Stephanie Schmitt-Grohe
    Martin Uribe
    URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:18031&r=mac
    JEL: E31
  • Structural Unemployment
    Date: 2011-07
    By: Benedikt Herz and Thijs van Rens
    URL: http://d.repec.org/n?u=RePEc:bge:wpaper:568&r=mac
    Keywords: structural unemployment, mismatch, dispersion labor market conditions, worker mobility, job mobility, wage rigidities
    JEL: E24
  • Hoarding of International Reserves and Sterilization in Dollarized and Indebted Countries : an effective monetary policy?
    Date: 2012
    By: Layal Mansour (Université de Lyon, Lyon, F-69007, France ; CNRS, GATE Lyon St Etienne,F-69130 Ecully, France)
    URL: http://d.repec.org/n?u=RePEc:gat:wpaper:1208&r=mac
    Keywords: Monetary policy, International Reserve, Sterilization, Foreign Liabilities,Dollarized countries, Turkey, Lebanon
    JEL: E52
  • A Model of Rule-of-Thumb Consumers With Nominal Price and Wage Rigidities
    Date: 2012-05-07
    By: Sergio Ocampo Díaz
    URL: http://d.repec.org/n?u=RePEc:col:000094:009595&r=mac
  • Labour market regimes and unemployment in OECD countries
    Date: 2011
    By: Simon Sturn (Macroeconomic Policy Institute (IMK) at the Hans Boeckler Foundation)
    URL: http://d.repec.org/n?u=RePEc:imk:wpaper:6-2011&r=mac
    JEL: E3
  • What does financial volatility tell us about macroeconomic fluctuations?
    Date: 2012
    By: Marcelle Chauvet
    Zeynep Senyuz
    Emre Yoldas
    URL: http://d.repec.org/n?u=RePEc:fip:fedgfe:2012-09&r=mac
  • A Model of Shadow Banking
    Date: 2011-05
    By: Nicola Gennaioli
    Andrei Shleifer
    Robert Vishny
    URL: http://d.repec.org/n?u=RePEc:bge:wpaper:576&r=mac
    Keywords: securitization, neglected risk, financial fragility
    JEL: E51
  • A Microfoundation for Normalized CES Production Functions with Factor-Augmenting Technical Change
    Date: 2011-09
    By: Jakub Growiec
    URL: http://d.repec.org/n?u=RePEc:deg:conpap:c016_013&r=mac
    Keywords: CES production function, normalization, Weibull distribution, direction of technical change, directed R&D, optimal technology choice
    JEL: E23
  • The Nature of Countercyclical Income Risk
    Date: 2012-05
    By: Fatih Guvenen
    Serdar Ozkan
    Jae Song
    URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:18035&r=mac
    JEL: E24
  • Forecasting national recessions using state level data
    Date: 2012
    By: Michael T. Owyang
    Jeremy M. Piger
    Howard J. Wall
    URL: http://d.repec.org/n?u=RePEc:fip:fedlwp:2012-013&r=mac
    Keywords: Recessions ; Business cycles ; Economic conditions
  • Remittances Channel and Fiscal Impact in the Middle East, North Africa, and Central Asia
    Date: 2012-04-25
    By: Yasser Abdih
    Christian Ebeke
    Adolfo Barajas
    Ralph Chami
    URL: http://d.repec.org/n?u=RePEc:imf:imfwpa:12/104&r=mac
    Keywords: Business cycles , Capital inflows , Cross country analysis , Demand , External shocks , Middle East and Central Asia , North Africa , Private consumption , Tax revenues , Workers remittances ,
  • Selective hiring and welfare analysis in labor market models
    Date: 2012-09
    By: Christian Merkl
    Thijs van Rens
    URL: http://d.repec.org/n?u=RePEc:bge:wpaper:570&r=mac
    Keywords: labor market models, welfare, optimal unemployment insurance
    JEL: E24
  • Understanding Bubbly Episodes
    Date: 2012-02
    By: Vasco Carvalho
    Alberto Martín
    Jaume Ventura
    URL: http://d.repec.org/n?u=RePEc:bge:wpaper:605&r=mac
    Keywords: bubbles, dynamic inefficiency, economic growth, financial frictions, pyramid schemes
    JEL: E32
  • Tobin’S Q Versus Cape Versus Caper: Predicting Stock Market Returns Using Fundamentals and Momentum
    Date: 2012
    By: Ed Tower
    URL: http://d.repec.org/n?u=RePEc:duk:dukeec:12-02&r=mac
    Keywords: CAPE, CAPER, Tobin’s q, momentum, stock market
  • Misallocation and Productivity Effects of the Smoot-Hawley Tariff
    Date: 2012-05
    By: Eric W. Bond
    Mario J. Crucini
    Tristan Potter
    Joel Rodrigue
    URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:18034&r=mac
    JEL: E6
  • Tax Avoidance, Human Capital Accumulation and Economic Growth
    Date: 2011-12
    By: María Jesús Freire-Serén
    Judith Panadés i Martí
    URL: http://d.repec.org/n?u=RePEc:bge:wpaper:599&r=mac
    Keywords: tax avoidance, tax non-compliance, Economic growth
    JEL: E62
  • Recognizability and Liquidity of Assets
    Date: 2012
    By: Young Sik Kim (Department of Economics & SIRFE, Seoul National University Seoul, Korea)
    Manjong Lee (Department of Economics, Korea University, Seoul, Republic of Korea)
    URL: http://d.repec.org/n?u=RePEc:iek:wpaper:1206&r=mac
    Keywords: recognizability, liquidity, asset prices
    JEL: E40
  • Matching, Wage Rigidities and Efficient Severance Pay
    Date: 2012-02-29
    By: Fella, Giulio
    URL: http://d.repec.org/n?u=RePEc:pra:mprapa:38638&r=mac
    Keywords: Severance pay; renegotiation; wage rigidity
    JEL: E24
  • The Impact of Financialization on Income Distribution in the USA and Germany: A Proposal for a New Adjusted Wage Share
    Date: 2011
    By: Petra Duenhaupt (Macroeconomic Policy Institute (IMK) at the Hans Boeckler Foundation)
    URL: http://d.repec.org/n?u=RePEc:imk:wpaper:7-2011&r=mac
    JEL: E3
  • An endogenously clustered factor approach to international business cycles
    Date: 2012
    By: Neville Francis
    Michael T. Owyang
    Özge Savascin
    URL: http://d.repec.org/n?u=RePEc:fip:fedlwp:2012-014&r=mac
    Keywords: Business cycles ; Economic conditions
  • The World of Forking Paths: Latin America and the Caribbean Facing Global Economic Risks
    Date: 2012-03
    By: Andrew Powell
    URL: http://d.repec.org/n?u=RePEc:idb:wpaper:4766&r=mac
    JEL: E52
  • Anglo-Saxon Capitalism in Crisis? Models of Liberal Capitalism and the Preconditions for Financial Stability
    Date: 2011-06
    By: Konzelmann, S.
    Fovargue-Davies, M.
    URL: http://d.repec.org/n?u=RePEc:cbr:cbrwps:wp422&r=mac
    Keywords: Corporate governance, Regulation, Financial market instability, liberal capitalism, Varieties of capitalism
    JEL: E44
  • Institutions and credit
    Date: 2012
    By: Farla, Kristine (UNU-MERIT / MGSOG, Maastricht University)
    URL: http://d.repec.org/n?u=RePEc:dgr:unumer:2012038&r=mac
    Keywords: Institutions, Financial Development, Property Rights, Contract, Competition
    JEL: E44
  • Income Inequality and Savings: A Reassessment of the Relationship in Cointegrated Panels
    Date: 2011-09
    By: Tuomas Malinen
    URL: http://d.repec.org/n?u=RePEc:deg:conpap:c016_076&r=mac
    Keywords: Panel Cointegration, Top 1% Income Share, Private Consumption, Gross Savings
    JEL: E21
  • Laffer Strikes Again: Dynamic Scoring of Capital Taxes
    Date: 2011-09
    By: Holger Strulik
    Timo Trimborn
    URL: http://d.repec.org/n?u=RePEc:deg:conpap:c016_074&r=mac
    Keywords: Corporate Taxation, Capital Gains, Tax Allowances, Revenue Estimation, Laffer Curve, Dynamic Scoring.
    JEL: E60
  • Competition, Markups, and the Gains from International Trade
    Date: 2012-05
    By: Chris Edmond
    Virgiliu Midrigan
    Daniel Yi Xu
    URL: http://d.repec.org/n?u=RePEc:nbr:nberwo:18041&r=mac
    JEL: E23
  • Floating Exchange Rates as Employment Protection
    Date: 2011-09
    By: Yu-Fu Chen
    Gylfi Zoega
    URL: http://d.repec.org/n?u=RePEc:deg:conpap:c016_038&r=mac
    Keywords: Floating Exchange Rates, Labour-market Flexibility
    JEL: E32
  • Testing for linear and threshold cointegration under the spatial equilibrium condition
    Date: 2012-02-23
    By: Araujo-Enciso, Sergio Rene
    URL: http://d.repec.org/n?u=RePEc:ags:eaa123:122545&r=mac
    Keywords: Spatial Equilibrium Condition, Testing Cointegration, Demand and Price Analysis, Risk and Uncertainty, C15, E37,
  • Revisiting the effects of remittances on bank credit: a macro perspective
    Date: 2012
    By: Richard P.C. Brown (School of Economics, The University of Queensland)
    Fabrizio Carmignani (School of Economics, The University of Queensland)
    URL: http://d.repec.org/n?u=RePEc:qld:uq2004:461&r=mac
  • Volatile world market prices for dairy products – how do they affect domestic price formation: The German cheese market
    Date: 2012-02-23
    By: Weber, Sascha A.
    Salamon, Petra
    Hansen, Heiko
    URL: http://d.repec.org/n?u=RePEc:ags:eaa123:122542&r=mac
    Keywords: Price transmission, Cointegration, Granger-causality, Dairy, Risk and Uncertainty, C1, E3, E6, F3, Q1,
  • Does infrastructure really cause growth?: the time scale dependent causality nexus between infrastructure investments and GDP
    Date: 2012-05-04
    By: Krüger, Niclas (VTI)
    URL: http://d.repec.org/n?u=RePEc:hhs:ctswps:2012_015&r=mac
    Keywords: Infrastructure; GDP growth; Investment; Time scale decomposition
    JEL: E22
  • Gradual Green Tax Reforms
    Date: 2011-09
    By: Carlos de Miguel
    Baltasar Manzano (Universidade de Vigo and Economics for Energy)
    URL: http://d.repec.org/n?u=RePEc:efe:wpaper:04-2011&r=mac
    Keywords: Green Tax Reform, General Equilibrium
    JEL: E62

 

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