Search Results

How the baby boomers' retirement wave distorts model-based output gap estimates,
Maik Wolters, from Kiel Institute for the World Economy (IfW Kiel) (2016)
Keywords: output gap estimates, DSGE models, hours per capita measurement, demographic trends, Bayesian estimation

Effekte des Kapitalmarktzinses auf die Preis- und Produktivitätsentwicklung: Eine Analyse der deutschen Volkswirtschaft 1970-2014,
Friedrun Quaas and Georg Quaas, from University of Leipzig, Faculty of Economics and Management Science (2016)

A novel ex-ante leading indicator for the EU industrial production,
Michael Donadelli, Antonio Paradiso and Max Riedel, from Leibniz Institute for Financial Research SAFE (2015)

Endogenous Volatility at the Zero Lower Bound: Implications for Stabilization Policy,
Susanto Basu and Brent Bundick, from National Bureau of Economic Research, Inc (2015)

Simplifying Choices in Defined Contribution Retirement Plan Design,
Donald Keim and Olivia Mitchell, from National Bureau of Economic Research, Inc (2016)

America's First Great Moderation,
Joseph Davis and Marc Weidenmier, from National Bureau of Economic Research, Inc (2016)

Secular Labor Reallocation and Business Cycles,
Gabriel Chodorow-Reich and Johannes Wieland, from National Bureau of Economic Research, Inc (2016)

Fragility of Purely Real Macroeconomic Models,
Narayana Kocherlakota, from National Bureau of Economic Research, Inc (2016)

International Coordination,
Jeffrey Frankel, from National Bureau of Economic Research, Inc (2016)

Liquidity Rules and Credit Booms,
Kinda Hachem and Zheng Michael Song, from National Bureau of Economic Research, Inc (2016)

Options-Pricing Formula with Disaster Risk,
Robert Barro and Gordon Liao, from National Bureau of Economic Research, Inc (2016)

What We Learn from China's Rising Shadow Banking: Exploring the Nexus of Monetary Tightening and Banks' Role in Entrusted Lending,
Kaiji Chen, Jue Ren and Tao Zha, from National Bureau of Economic Research, Inc (2016)

Cost-Benefit Analysis of Leaning Against the Wind,
Lars Svensson, from National Bureau of Economic Research, Inc (2016)

Life-Cycle Human Capital Accumulation Across Countries: Lessons From U.S. Immigrants,
David Lagakos, Benjamin Moll, Tommaso Porzio, Nancy Qian and Todd Schoellman, from National Bureau of Economic Research, Inc (2016)

Skewed Wealth Distributions: Theory and Empirics,
Jess Benhabib and Alberto Bisin, from National Bureau of Economic Research, Inc (2016)

A Simple Model of Subprime Borrowers and Credit Growth,
Alejandro Justiniano, Giorgio Primiceri and Andrea Tambalotti, from National Bureau of Economic Research, Inc (2016)

Political Economy of Sovereign Debt: A Theory of Cycles of Populism and Austerity,
Alessandro Dovis, Mikhail Golosov and Ali Shourideh, from National Bureau of Economic Research, Inc (2016)

Japanization: Is it Endemic or Epidemic?,
Takatoshi Ito, from National Bureau of Economic Research, Inc (2016)

The Aggregate Implications of Regional Business Cycles,
Martin Beraja, Erik Hurst and Juan Ospina-Tejeiro, from National Bureau of Economic Research, Inc (2016)

Global Cycles: Capital Flows, Commodities, and Sovereign Defaults, 1815-2015,
Carmen Reinhart, Vincent Reinhart and Christoph Trebesch, from National Bureau of Economic Research, Inc (2016)

Sets of Models and Prices of Uncertainty,
Lars Hansen and Thomas Sargent, from National Bureau of Economic Research, Inc (2016)

Breaking the Spell with Credit-Easing: Self-Confirming Credit Crises in Competitive Search Economies,
Gaetano Gaballo and Ramon Marimon, from National Bureau of Economic Research, Inc (2016)

Good Booms, Bad Booms,
Gary Gorton and Guillermo Ordonez, from National Bureau of Economic Research, Inc (2016)

MisMatch in Human Capital Accumulation,
Russell Cooper and Huacong Liu, from National Bureau of Economic Research, Inc (2016)

Recursive Contracts and Endogenously Incomplete Markets,
Mikhail Golosov, Aleh Tsyvinski and Nicolas Werquin, from National Bureau of Economic Research, Inc (2016)

The Term Structure of Interest Rates in India,
Rajnish Mehra and Arunima Sinha, from National Bureau of Economic Research, Inc (2016)

Economic Conditions, Illicit Drug Use, and Substance Use Disorders in the United States,
Christopher Carpenter, Chandler McClellan and Daniel Rees, from National Bureau of Economic Research, Inc (2016)

PIIGS in the Euro Area. An Empirical DSGE Model,
Alice Albonico, Alessia Paccagnini and Patrizio Tirelli, from University of Milano-Bicocca, Department of Economics (2016)
Keywords: PIIGS, Euro crisis, two-country DSGE, Bayesian estimation

Hedonic Regression Models for Tokyo Condominium Sales,
Walter Diewert and Chihiro Shimizu, from Institute of Economic Research, Hitotsubashi University (2016)
Keywords: Condominium property price indexes, System of National Accounts, Balance Sheets, methods of depreciation, land and structure price indexes, hedonic regressions

日本企業の資金再配分,
威一郎 植杉 and 功治 坂井, from Institute of Economic Research, Hitotsubashi University (2016)
Keywords: 企業金融, 金融機関, 貸出市場, 資金配分, 景気変動

Price Adjustment to the Exchange Rate Shock in World Commodity Markets,
Hyeongwoo Kim and Jintae Kim, from Department of Economics, Auburn University (2016)
Keywords: World Commodity Prices; Price Stickiness; Dynamic Elasticity; Vector Autoregression; Impulse-Response Function

Behavioral Macroeconomics Via Sparse Dynamic Programming,
Xavier Gabaix, from National Bureau of Economic Research, Inc (2016)

The procyclicality of loan loss provisions in Islamic banks: Do managerial discretions matter?,
Wahyoe Soedarmono, Sigid Eko Pramono and Amine Tarazi, from HAL (2016)
Keywords: Islamic banks,loan loss provisions,procyclicality

The role of automatic stabilizers in the U.S. business cycle,
Alisdair McKay and Ricardo Reis, from London School of Economics and Political Science, LSE Library (2016)
Keywords: countercyclical fiscal policy; Heterogeneous agents; Fiscal multipliers

The Impacts of Exogenous Oil Supply Shocks on Mediterranean Economies,
Andrea Bastianin, Marzio Galeotti and Matteo Manera, from Fondazione Eni Enrico Mattei (2015)
Keywords: Oil Supply Shocks, Mediterranean, Growth

The Minimum Wage and the Great Recession: Evidence from the Current Population Survey,
Jeffrey Clemens, from National Bureau of Economic Research, Inc (2015)

Challenges to Mismeasurement Explanations for the U.S. Productivity Slowdown,
Chad Syverson, from National Bureau of Economic Research, Inc (2016)

International housing markets, unconventional monetary policy and the zero lower bound,
Florian Huber and Maria Teresa Punzi, from Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016)
Keywords: Zero Lower Bound, Shadow interest rate, Housing Market, Time-varying parameter VAR

Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes,
Claudiu Albulescu, Christian Aubin and Daniel Goyeau, from HAL (2016)
Keywords: stock prices,inflation uncertainty,cointegration with structural breaks,unobserved component model,US JEL codes: C22, E31, G15

Liquidity Trap and Optimal Monetary Policy Revisited,
Kohei Hasui, Tomohiro Sugo and Yuki Teranishi, from University of Tokyo, Graduate School of Economics (2016)
Keywords: liquidity trap; optimal monetary policy; inflation persistence; early tightening; forward guidance

The drivers of real sector growth in Malawi: an empirical investigation,
Themba Chirwa and Nicholas Odhiambo, from University of South Africa, Department of Economics (2016)
Keywords: Malawi; Autoregressive Distributed Lag Models; Economic Growth

On Indeterminacy and Growth under Progressive Taxation and Utility-Generating Government Spending,
Jang-Ting Guo and Shu-Hua Chen, from University of California at Riverside, Department of Economics (2016)
Keywords: Progressive Income Taxation, Equilibrium (In)determinacy, Utility-Generating Government Spending, Endogenous Growth.

Macroeconomic Shocks and Their Propagation,
Valerie Ramey, from National Bureau of Economic Research, Inc (2016)

Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data,
Arito Ono, Kosuke Aoki, Shinichi Nishioka, Kohei Shintani and Yosuke Yasui, from Bank of Japan (2016)
Keywords: portfolio balance channel, bank balance sheet channel, value-at-risk constraint

Credit frictions and the cleansing effect of recessions,
Sophie Osotimehin and Francesco Pappadà, from Banque de France (2016)
Keywords: cleansing, business cycles, firm dynamics, credit frictions.

International Trade Finance and the Cost Channel of Monetary Policy in Open Economies,
Nikhil Patel, from Bank for International Settlements (2016)
Keywords: trade finance, monetary policy, DSGE

How do Hours Worked Vary with Income? Cross-Country Evidence and Implications,
Alexander Bick, Nicola Fuchs-Schündeln and David Lagakos, from National Bureau of Economic Research, Inc (2016)

Subprime Borrowers, Securitization and the Transmission of Business Cycles,
Anna Grodecka-Messi, from Sveriges Riksbank (Central Bank of Sweden) (2016)
Keywords: Subprime Borrowers; Securitization; Financial Intermediation; Great Recession

Non-Linearities in the Relationship between House Prices and Interest Rates: Implications for Monetary Policy,
Guay Lim and Sarantis Tsiaplias, from Melbourne Institute of Applied Economic and Social Research, The University of Melbourne (2016)
Keywords: House prices, interest rates, monetary policy, nonlinear VAR, housing affordability, bubbles

What signal from the Fed? Should the ECB ease further?,
Daniel Gros, from Centre for European Policy Studies (2015)

Optimal Inflation, Average Markups and Asymmetric Sticky Prices,
Wojtek Paczos, from European University Institute (2016)
Keywords: Monetary Union, International Spillovers, Monetary Policy

The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia,
Guglielmo Maria Caporale, Nazif Catik, Mohamad Husam Helmi, Faek Menla Ali and Mohammad Tajik, from DIW Berlin, German Institute for Economic Research (2016)
Keywords: Bank lending channel, Malaysia, Monetary transmission, Threshold VAR

Bank Lending, Collateral, and Credit Traps in a Monetary Union,
Giuseppe Corbisiero, from Central Bank of Ireland (2016)
Keywords: Bank Lending, Sovereign Risk, Monetary Policy, Crisis, Euro Area

Una stagnazione secolare? Italia, Giappone, Stati Uniti, 1950-2015,
Vittorio Daniele, from University Library of Munich, Germany (2015)
Keywords: Stagnazione secolare; disuguaglianze; crescita economica; Italia; invecchiamento popolazione

The effects of oil price and US economy on Thailand's macroeconomy: The role of monetary transmission mechanism,
Fatemeh Razmi, M. Azali, Chin Lee and Muzafar Shah Habibullah, from University Library of Munich, Germany (2015)
Keywords: Monetary transmission, external shocks, global financial crisis, oil price, US economy

Reflections on Macroeconomics Then and Now: a speech at the \"Policy Challenges in an Interconnected World\" 32nd Annual National Association for Business Economics Economic Policy Conference, Washington, D.C., March 7, 2016,
Stanley Fischer, from Board of Governors of the Federal Reserve System (U.S.) (2016)

Health-care reform or labor market reform? a quantitative analysis of the Affordable Care Act,
Makoto Nakajima and Didem Tuzemen, from Federal Reserve Bank of Kansas City (2015)
Keywords: Health insurance; Affordable Care Act; Labor market;

Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios,
Jonas Dovern and Matthias Hartmann, from University of Heidelberg, Department of Economics (2016)
Keywords: disagreement; expectations; imperfect information; signal-to-noise ratio.

An inquiry into manufacturing capacity in Italy after the double-dip recession,
Libero Monteforte and Giordano Zevi, from Bank of Italy, Economic Research and International Relations Area (2016)
Keywords: productive capacity, manufacturing

Adaptive models and heavy tails,
Davide Delle Monache and Ivan Petrella, from Bank of Italy, Economic Research and International Relations Area (2016)
Keywords: adaptive algorithms, inflation, score driven models, student-t, time-varying parameters.

Labor force participation, wage rigidities, and inflation,
Francesco Nucci and Marianna Riggi, from Bank of Italy, Economic Research and International Relations Area (2016)
Keywords: labor force participation, real wage rigidities, habit, inflation, discouragement effect, added worker effect

Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach,
Juan Julio, Norberto Rodríguez N. and Hector Zarate-Solano, from Banco de la Republica de Colombia (2005)
Keywords: Volatility Smile, Exchange Rate Risk, Nonparametric Estimation, Central Bank Intervention.

Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach,
Hernan Rincon-Castro and Norberto Rodríguez-Niño, from Banco de la Republica de Colombia (2016)
Keywords: Exchange rate pass-through, pricing along the distribution chain, endogeneity, nonlinearity, asymmetry, logistic smooth transition VAR (LST-VAR), Bayesian approach

Financial Soundness Indicators for Financial Sector Stability in Georgia,
Asian Development Bank (adb), Asian Development Bank (adb), Asian Development Bank (adb) and Asian Development Bank (adb), from Asian Development Bank (ADB) (2015)
Keywords: financial sector, financial soundness indicators, asia, pacific, investment climate, core indicators, encouraged indicators, nonfinancial sectors, capital adequacy, georgia finance, banking, financial institutions, georgia financial markets, adb

ON THE STABILITY OF THE EXCESS SENSITIVITY OF AGGREGATE CONSUMPTION GROWTH IN THE US,
Gerdie Everaert, Lorenzo Pozzi and Ruben Schoonackers, from Ghent University, Faculty of Economics and Business Administration (2016)
Keywords: Excess sensitivity, time-variation, consumption, income, MCMC, Bayesian model selection

Comovement Between Africa and Advanced Economies: 1980-2011,
Alain Kabundi, Carike Claassen and Elsabe Loots, from Economic Research Southern Africa (2016)
Keywords: Business Cycle, econometric modelling, Other Macroeconomic Variables

Financial Innovation and Money Demand: Evidence from Sub-Saharan Africa,
Elizabeth Kasekende and John Dunne, from Economic Research Southern Africa (2016)
Keywords: central bank, Financial Markets, Technological Innovation

Estimating South Africa’s Output Gap Potential Growth Rate,
Daniel K. Mengisteab and Johannes Fedderke, from Economic Research Southern Africa (2016)
Keywords: mining, productivity, South Africa

Explaining Industry Differences in IT Investment Per Worker Between Canada and the United States, 2002-2013,
Jasmin Thomas, from Centre for the Study of Living Standards (2016)
Keywords: Investment, Information and Communication Technology, Information Technology, ICT, IT, Productivity, Industries, Professional Services, Cultural Industries

The Government Spending Multiplier in a (Mis-)Managed Liquidity Trap,
Jordan Roulleau-Pasdeloup, from Université de Lausanne, Faculté des HEC, Département d’économie (2016)
Keywords: Zero lower bound; New Keynesian; Government spending multiplier

Unions in a frictional labor market,
Per Krusell and Leena Rudanko, from Federal Reserve Bank of Philadelphia (2016)
Keywords: Labor unions; Frictional labor markets; Time inconsistency; Limited commitment

Choice of inflation targeting: Some international evidence,
Shakhzod Ismailov, Makoto Kakinaka and Hiroaki Miyamoto, from Kochi University of Technology, School of Economics and Management (2016)
Keywords: inflation targeting, exchange rate arrangements, anti-inflation credibility, fiscal fragility

The future of the euro,
Vincent Duwicquet, Jacques Mazier, Pascal Petit and Jamel Saadaoui, from University Library of Munich, Germany (2015)
Keywords: Euro Crisis, Exchange Rate Misalignments, Fallback Strategies.

Solution and Estimation Methods for DSGE Models,
Jesus Fernandez-Villaverde, Juan F Rubio-Ramirez and Frank Schorfheide, from National Bureau of Economic Research, Inc (2016)

Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises,
Mark Gertler, Nobuhiro Kiyotaki and Andrea Prestipino, from National Bureau of Economic Research, Inc (2016)

The impact of financial crisis and low inflation environment on short-term inflation expectations in Poland,
Tomasz Łyziak, from Narodowy Bank Polski (2016)
Keywords: Inflation expectations, survey, Poland.

The New Classical Explanation of the Stagflation: A Psychological Way of Thinking,
Aurélien Goutsmedt, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2016)
Keywords: History of macroeconomics; Macroeconomics; New Classical School; Stagflation

The EMU and the anchoring of inflation expectations?,
David Mayes, Maritta Paloviita and Matti Viren, from Aboa Centre for Economics (2015)
Keywords: Misery-index, inflation, unemployment, Phillips curve

Aging and Health Financing in the U.S. A General Equilibrium Analysis,
Juergen Jung, Chung Tran and Matthew Chambers, from Towson University, Department of Economics (2017)
Keywords: Population aging, calibrated general equilibrium OLG model, health expenditures, Medicare/Mediaid, Affordable Care Act 2010, Grossman model of health capital, endogenous health spending and financing.