Samuel Hurtado
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Samuel Hurtado, 2013.
"DSGE Models and the Lucas critique,"
Working Papers
1310, Banco de España.
- Hurtado, Samuel, 2014. "DSGE models and the Lucas critique," Economic Modelling, Elsevier, vol. 44(S1), pages 12-19.
Mentioned in:
- The Lucas Critique, DSGE models and the Phillips Curve
by Economic Logician in Economic Logic on 2013-09-26 19:34:00
Working papers
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021.
"The ECB’s price stability framework: past experience, and current and future challenges,"
Occasional Paper Series
269, European Central Bank.
Cited by:
- Gerke, Rafael & Kienzler, Daniel & Scheer, Alexander, 2022. "On the macroeconomic effects of reinvestments in asset purchase programmes," Discussion Papers 47/2022, Deutsche Bundesbank.
- Gerdesmeier, Dieter & Reimers, Hans-Eggert & Roffia, Barbara, 2023. "Investigating the inflation-output-nexus for the euro area: Old questions and new results," Wismar Discussion Papers 01/2023, Hochschule Wismar, Wismar Business School.
- Eleni Argiri & Ifigeneia Skotida, 2021. "The 2021 review of the monetary policy strategy of the Eurosystem: an economy of forces," Economic Bulletin, Bank of Greece, issue 54, pages 23-57, December.
- Stéphane Dupraz & Hervé Le Bihan & Julien Matheron, 2022.
"Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices,"
Working papers
862, Banque de France.
- Stéphane Dupraz & Hervé Le Bihan & Julien Matheron, 2022. "Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices," Working Papers 2218, Banco de España.
- Benigno, Pierpaolo & Canofari, Paolo & Di Bartolomeo, Giovanni & Messori, Marcello, 2023.
"The ECB’s new inflation target from a short- and long-term perspective,"
Journal of Policy Modeling, Elsevier, vol. 45(2), pages 286-304.
- BENIGNO, Pierpaolo & CANOFARI, Paola & DI BARTOLOMEO, Giovanni & MESSORI, Marcello, 2023. "The ECB’s new inflation target from a short- and long-term perspective," Working Papers 2023006, University of Antwerp, Faculty of Business and Economics.
- Debrun, Xavier & Masuch, Klaus & Ferrero, Guiseppe & Vansteenkiste, Isabel & Ferdinandusse, Marien & von Thadden, Leopold & Hauptmeier, Sebastian & Alloza, Mario & Derouen, Chloé & Bańkowski, Krzyszto, 2021. "Monetary-fiscal policy interactions in the euro area," Occasional Paper Series 273, European Central Bank.
- Brand, Claus & Obstbaum, Meri & Coenen, Günter & Sondermann, David & Lydon, Reamonn & Ajevskis, Viktors & Hammermann, Felix & Angino, Siria & Hernborg, Nils & Basso, Henrique & Hertweck, Matthias & Bi, 2021. "Employment and the conduct of monetary policy in the euro area," Occasional Paper Series 275, European Central Bank.
- Martina Cecioni & Adriana Grasso & Alessandro Notarpietro & Massimiliano Pisani, 2021. "Revisiting monetary policy objectives and strategies: international experience and challenges from the ELB," Questioni di Economia e Finanza (Occasional Papers) 660, Bank of Italy, Economic Research and International Relations Area.
- Dobrew, Michael & Gerke, Rafael & Kienzler, Daniel & Schwemmer, Alexander, 2023. "Monetary policy rules under bounded rationality," Discussion Papers 18/2023, Deutsche Bundesbank.
- Lucian Briciu & Stefan Hohberger & Luca Onorante & Beatrice Pataracchia & Marco Ratto & Lukas Vogel, 2023. "The ECB Strategy Review - Implications for the Space of Monetary Policy," European Economy - Discussion Papers 193, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Hans-Eggert Reimers & Dieter Gerdesmeier & Barbara Roffia, 2023. "Investigating the Inflation–Output Nexus for the Euro Area: Old Questions and New Results," Economies, MDPI, vol. 11(11), pages 1-15, October.
- Ignazio Visco, 2023. "Inflation Expectations and Monetary Policy in the Euro Area," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 51(2), pages 111-129, September.
- Edouard Djeutem & Mario He & Abeer Reza & Yang Zhang, 2022. "Household Heterogeneity and the Performance of Monetary Policy Frameworks," Staff Working Papers 22-12, Bank of Canada.
- Corbisiero, Giuseppe & Lawton, Neil, 2021. "The ECB’s Review of its Monetary Policy Strategy," Quarterly Bulletin Articles, Central Bank of Ireland, pages 70-103, October.
- Corinna Ghirelli & Andrea González & José Luis Herrera & Samuel Hurtado, 2021.
"Weather, mobility and the evolution of the Covid-19 pandemic,"
Working Papers
2109, Banco de España.
Cited by:
- Ángel Luis Gómez & Ana del Río, 2021. "The uneven impact of the health crisis on the euro area economies in 2020," Occasional Papers 2115, Banco de España.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021.
"Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement,"
Occasional Paper Series
267, European Central Bank.
Cited by:
- Carola Conces Binder & Rodrigo Sekkel, 2023. "Central Bank Forecasting: A Survey," Staff Working Papers 23-18, Bank of Canada.
- Corinna Ghirelli & María Gil & Samuel Hurtado & Alberto Urtasun, 2021.
"The relationship between pandemic containment measures, mobility and economic activity,"
Occasional Papers
2109, Banco de España.
Cited by:
- Ángel Luis Gómez & Ana del Río, 2021. "The uneven impact of the health crisis on the euro area economies in 2020," Occasional Papers 2115, Banco de España.
- Ángel Luis Gómez & Ana del Río, 2021. "El impacto desigual de la crisis sanitaria sobre las economías del área del euro en 2020," Occasional Papers 2115, Banco de España.
- Pablo Aguilar, 2021. "Consumption recovery in 2021: an analysis drawing on consumer expectations," Economic Bulletin, Banco de España, issue 3/2021.
- Pablo Aguilar & Óscar Arce & Samuel Hurtado & Jaime Martínez-Martín & Galo Nuño & Carlos Thomas, 2020.
"The ECB monetary policy response to the Covid-19 crisis,"
Occasional Papers
2026, Banco de España.
Cited by:
- Pana Alves & Lucio San Juan, 2021. "The impact of the COVID-19 health crisis on the housing market in Spain," Economic Bulletin, Banco de España, issue 2/2021.
- Eleni Argiri & Ifigeneia Skotida, 2021. "The 2021 review of the monetary policy strategy of the Eurosystem: an economy of forces," Economic Bulletin, Bank of Greece, issue 54, pages 23-57, December.
- Wang, Hao & Xu, Ning & Yin, Haiyan & Ji, Hao, 2022. "The dynamic impact of monetary policy on financial stability in China after crises," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Mauro Paoloni & Massimiliano Celli, 2023. "The Covid-19 Pandemic and the Eurozone: A Reconnaissance of E.U. Financial Assistance to Counteract the Coronavirus’s Perfect Storm," International Journal of Business and Management, Canadian Center of Science and Education, vol. 16(7), pages 1-72, February.
- Nelimarkka, Jaakko & Laine, Olli-Matti, 2021. "The effects of the ECB's pandemic-related monetary policy measures," BoF Economics Review 4/2021, Bank of Finland.
- Alejandro Buesa & Coral García & Iván Kataryniuk & César Martín-Machuca & Susana Moreno & Moritz Roth, 2020. "Brexit: situation and economic consequences," Economic Bulletin, Banco de España, issue 4/2020.
- Javier Andrés & Óscar Arce & Samuel Hurtado & Jesús Fernández-Villaverde, 2020.
"Deciphering the macroeconomic effects of internal devaluations in a monetary union,"
Working Papers
2016, Banco de España.
- Javier Andres & Oscar Arce & Jesus Fernandez-Villaverde & Samuel Hurtado, 2022. "Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-47, December.
- Javier Andrés & Óscar Arce & Jesús Fernández-Villaverde & Samuel Hurtado, 2020. "Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union," NBER Working Papers 27347, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Andrés, Javier & Arce, Oscar & Hurtado, Samuel, 2020. "Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union," CEPR Discussion Papers 14829, C.E.P.R. Discussion Papers.
Cited by:
- Debrun, Xavier & Masuch, Klaus & Ferrero, Guiseppe & Vansteenkiste, Isabel & Ferdinandusse, Marien & von Thadden, Leopold & Hauptmeier, Sebastian & Alloza, Mario & Derouen, Chloé & Bańkowski, Krzyszto, 2021. "Monetary-fiscal policy interactions in the euro area," Occasional Paper Series 273, European Central Bank.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020.
"Financial frictions and the wealth distribution,"
Working Papers
2013, Banco de España.
- Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023. "Financial Frictions and the Wealth Distribution," Econometrica, Econometric Society, vol. 91(3), pages 869-901, May.
- Fernández-Villaverde, Jesús & Hurtado, Samuel & Nuño, Galo, 2019. "Financial Frictions and the Wealth Distribution," CEPR Discussion Papers 14002, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Samuel Hurtado & Galo Nuno, 2019. "Financial Frictions and the Wealth Distribution," PIER Working Paper Archive 19-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial Frictions and the Wealth Distribution," CESifo Working Paper Series 8482, CESifo.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2019. "Financial Frictions and the Wealth Distribution," NBER Working Papers 26302, National Bureau of Economic Research, Inc.
Cited by:
- Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021. "Deep Structural Estimation: With an Application to Option Pricing," Papers 2102.09209, arXiv.org.
- Carlos Montes-Galdón & Eva Ortega, 2022.
"Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 177-210,
Emerald Group Publishing Limited.
- Carlos Montes-Galdón & Eva Ortega, 2022. "Skewed SVARs: tracking the structural sources of macroeconomic tail risks," Working Papers 2208, Banco de España.
- Skavysh, Vladimir & Priazhkina, Sofia & Guala, Diego & Bromley, Thomas R., 2023. "Quantum monte carlo for economics: Stress testing and macroeconomic deep learning," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
- Lee, Seungcheol & Luetticke, Ralph & Ravn, Morten O., 2021.
"Financial frictions: micro vs macro volatility,"
Working Paper Series
2622, European Central Bank.
- Luetticke, Ralph & Lee, Seungcheol & Ravn, Morten, 2020. "Financial Frictions: Macro vs Micro Volatility," CEPR Discussion Papers 15133, C.E.P.R. Discussion Papers.
- Fernández-Villaverde, Jesús & Hull, Isaiah, 2023.
"Dynamic Programming on a Quantum Annealer: Solving the RBC Model,"
CEPR Discussion Papers
18190, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Isaiah Hull, 2023. "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," CESifo Working Paper Series 10500, CESifo.
- Jes'us Fern'andez-Villaverde & Isaiah Hull, 2023. "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," Papers 2306.04285, arXiv.org.
- Jesús Fernández-Villaverde & Isaiah J. Hull, 2023. "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," NBER Working Papers 31326, National Bureau of Economic Research, Inc.
- Auclert, Adrien & Bardoczy, Bence & Rognlie, Matthew & Straub, Ludwig, 2019.
"Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models,"
CEPR Discussion Papers
13890, C.E.P.R. Discussion Papers.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2019. "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models," NBER Working Papers 26123, National Bureau of Economic Research, Inc.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie & Ludwig Straub, 2021. "Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models," Econometrica, Econometric Society, vol. 89(5), pages 2375-2408, September.
- Jesús Fernández-Villaverde, 2021.
"Has machine learning rendered simple rules obsolete?,"
European Journal of Law and Economics, Springer, vol. 52(2), pages 251-265, December.
- Jesus Fernandez-Villaverde, 2021. "Has Machine Learning Rendered Simple Rules Obsolete?," PIER Working Paper Archive 21-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Broer, Tobias & Kohlhas, Alexandre & Mitman, Kurt & Schlafmann, Kathrin, 2021.
"On the Possibility of Krusell-Smith Equilibria,"
CEPR Discussion Papers
16667, C.E.P.R. Discussion Papers.
- Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," PSE-Ecole d'économie de Paris (Postprint) halshs-03758982, HAL.
- Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022. "On the possibility of Krusell-Smith Equilibria," Post-Print halshs-03758982, HAL.
- Broer, Tobias & Kohlhas, Alexandre N. & Mitman, Kurt & Schlafmann, Kathrin, 2022. "On the possibility of Krusell-Smith Equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
- Duarte, Victor & Duarte, Diogo & Fonseca, Julia & Montecinos, Alexis, 2020. "Benchmarking machine-learning software and hardware for quantitative economics," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Laura Liu & Mikkel Plagborg-Møller, 2022.
"Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data,"
Working Papers
2022-21, Princeton University. Economics Department..
- Laura Liu & Mikkel Plagborg-M?ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," CAEPR Working Papers 2021-001 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Julien Pascal, 2023. "Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator," BCL working papers 172, Central Bank of Luxembourg.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021.
"Multimodality In Macrofinancial Dynamics,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
- Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020.
"Uncertainty Shocks and Business Cycle Research,"
NBER Working Papers
26768, National Bureau of Economic Research, Inc.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana, 2020. "Uncertainty Shocks and Business Cycle Research," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 118-166, August.
- Fernández-Villaverde, Jesús, 2020. "Uncertainty Shocks and Business Cycle Research," CEPR Discussion Papers 14398, C.E.P.R. Discussion Papers.
- Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2020.
"Estimating DSGE Models: Recent Advances and Future Challenges,"
CEPR Discussion Papers
15164, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2021. "Estimating DSGE Models: Recent Advances and Future Challenges," Annual Review of Economics, Annual Reviews, vol. 13(1), pages 229-252, August.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers 27715, National Bureau of Economic Research, Inc.
- Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
- Fernández-Villaverde, Jesús & Ebrahimi Kahou, Mahdi & Perla, Jesse & Sood, Arnav, 2021.
"Exploiting Symmetry in High-Dimensional Dynamic Programming,"
CEPR Discussion Papers
16285, C.E.P.R. Discussion Papers.
- Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Jesse Perla & Arnav Sood, 2021. "Exploiting Symmetry in High-Dimensional Dynamic Programming," NBER Working Papers 28981, National Bureau of Economic Research, Inc.
- Mahdi Ebrahimi Kahou & Jesús Fernández-Villaverde & Jesse Perla & Arnav Sood, 2021. "Exploiting Symmetry in High-Dimensional Dynamic Programming," CESifo Working Paper Series 9161, CESifo.
- Ruitu Xu & Yifei Min & Tianhao Wang & Zhaoran Wang & Michael I. Jordan & Zhuoran Yang, 2023. "Finding Regularized Competitive Equilibria of Heterogeneous Agent Macroeconomic Models with Reinforcement Learning," Papers 2303.04833, arXiv.org.
- Lepetyuk, Vadym & Maliar, Serguei, 2019.
"When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning,"
CEPR Discussion Papers
14025, C.E.P.R. Discussion Papers.
- Lepetyuk, Vadym & Maliar, Lilia & Maliar, Serguei, 2020. "When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org.
- Marlon Azinovic & Luca Gaegauf & Simon Scheidegger, 2022. "Deep Equilibrium Nets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1471-1525, November.
- Jesus Fernandez-Villaverde, 2020. "Simple Rules for a Complex World with Arti?cial Intelligence," PIER Working Paper Archive 20-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño Barrau & Omar Rachedi, 2024.
"Inequality and the zero lower bound,"
BIS Working Papers
1160, Bank for International Settlements.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," NBER Working Papers 31282, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño & Omar Rachedi, 2023. "Inequality and the Zero Lower Bound," CESifo Working Paper Series 10471, CESifo.
- Fernández-Villaverde, Jesús & Marbet, Joël & Nuño, Galo & Rachedi, Omar, 2023. "Inequality and the Zero Lower Bound," CEPR Discussion Papers 18168, C.E.P.R. Discussion Papers.
- Ben Moll, 2020. "The Research Agenda: Ben Moll on the Rich Interactions between Inequality and the Macroeconomy," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 21(2), November.
- Francesco Menoncin & Andrea Modena & Luca Regis, 2023. "Dynamic Tax Evasion and Capital Misallocation in General Equilibrium," CRC TR 224 Discussion Paper Series crctr224_2023_453, University of Bonn and University of Mannheim, Germany.
- Emoto, Masakazu & Sunakawa, Takeki, 2021. "Applying the explicit aggregation algorithm to heterogeneous agent models in continuous time," Economics Letters, Elsevier, vol. 206(C).
- Artem Kuriksha, 2021. "An Economy of Neural Networks: Learning from Heterogeneous Experiences," Papers 2110.11582, arXiv.org.
- Lee, Hanbaek, 2022. "Striking While the Iron Is Cold: Fragility after a Surge of Lumpy Investments," MPRA Paper 115872, University Library of Munich, Germany.
- Aryan Eftekhari & Simon Scheidegger, 2022. "High-Dimensional Dynamic Stochastic Model Representation," Papers 2202.06555, arXiv.org.
- Laura Liu & Mikkel Plagborg‐Møller, 2023. "Full‐information estimation of heterogeneous agent models using macro and micro data," Quantitative Economics, Econometric Society, vol. 14(1), pages 1-35, January.
- Soyoung Lee, 2023. "The Macroeconomic Effects of Debt Relief Policies During Recessions," Staff Working Papers 23-48, Bank of Canada.
- Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
- Papp, Tamás K. & Reiter, Michael, 2020. "Estimating linearized heterogeneous agent models using panel data," Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021. "Deep Structural Estimation:With an Application to Option Pricing," Cahiers de Recherches Economiques du Département d'économie 21.14, Université de Lausanne, Faculté des HEC, Département d’économie.
- Vladimir Skavysh & Sofia Priazhkina & Diego Guala & Thomas Bromley, 2022. "Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning," Staff Working Papers 22-29, Bank of Canada.
- Peri, Alessandro, 2020. "A hardware approach to value function iteration," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
- Michael Reiter, 2019. "Solving Heterogeneous Agent Models with Non-convex Optimization Problems: Linearization and Beyond %," 2019 Meeting Papers 1048, Society for Economic Dynamics.
- Maliar, Lilia & Maliar, Serguei & Winant, Pablo, 2021. "Deep learning for solving dynamic economic models," Journal of Monetary Economics, Elsevier, vol. 122(C), pages 76-101.
- Rendahl, Pontus, 2022. "Continuous vs. discrete time: Some computational insights," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Pablo Aguilar & Samuel Hurtado & Stephan Fahr & Eddie Gerba, 2019.
"Quest for robust optimal macroprudential policy,"
Working Papers
1916, Banco de España.
- Aguilar, Pablo & Fahr, Stephan & Gerba, Eddie & Hurtado, Samuel, 2020. "Quest for Robust Optimal Macroprudential Policy," Dynare Working Papers 53, CEPREMAP.
Cited by:
- Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
- Stephen Millard, & Margarita Rubio & Alexandra Varadi, 2020. "The impact of Covid-19 on productivity," Discussion Papers 2020/14, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Nadezhda Ivanova & Mikhail Andreev & Andrey Sinyakov & Ivan Shevchuk, 2019. "Review of Bank of Russia Conference on ‘Macroprudential Policy Effectiveness: Theory and Practice’," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 89-121, September.
- Millard, Stephen & Rubio, Margarita & Varadi, Alexandra, 2021. "The macroprudential toolkit: effectiveness and interactions," Bank of England working papers 902, Bank of England.
- Ana Arencibia Pareja & Samuel Hurtado & Mercedes de Luis López & Eva Ortega, 2017.
"New version of the quarterly model of Banco de España (MTBE),"
Occasional Papers
1709, Banco de España.
Cited by:
- Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023.
"Forecasting housing investment,"
Working Paper Series
2807, European Central Bank.
- Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023. "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 543-565, April.
- Samuel Hurtado & Pablo Manzano & Eva Ortega & Alberto Urtasun, 2014. "Update and re-estimation of the quarterly model of Banco de España (MTBE)," Occasional Papers 1403, Banco de España.
- Pablo Aguilar & Beatriz González & Samuel Hurtado, 2022. "Carbon tax sectoral (CATS) model: a sectoral model for energy transition stress test scenarios," Occasional Papers 2218, Banco de España.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Pablo Aguilar & Beatriz González & Samuel Hurtado, 2021. "The design of macroeconomic scenarios for climate change stress tests," Financial Stability Review, Banco de España, issue MAY.
- Gergely Ganics & Eva Ortega, 2019. "Banco de España macroeconomic projections: comparison with an econometric model," Economic Bulletin, Banco de España, issue SEP.
- Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023.
"Forecasting housing investment,"
Working Paper Series
2807, European Central Bank.
- Thomas, Carlos & Hurtado, Samuel & Arce, Óscar, 2016.
"Policy spillovers and synergies in a monetary union,"
Working Paper Series
1942, European Central Bank.
- Óscar Arce & Samuel Hurtado & Carlos Thomas, 2016. "Policy Spillovers and Synergies in a Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 219-277, September.
Cited by:
- Bielecki, Marcin & Stähler, Nikolai, 2018.
"Labor tax reductions in Europe: The role of property taxation,"
Discussion Papers
30/2018, Deutsche Bundesbank.
- Bielecki, Marcin & Stähler, Nikolai, 2022. "Labor Tax Reductions In Europe: The Role Of Property Taxation," Macroeconomic Dynamics, Cambridge University Press, vol. 26(2), pages 419-451, March.
- Silvia Albrizio & José Federico Geli, 2021. "An empirical analysis of the determinants that can boost next generation EU´s effectiveness," Economic Bulletin, Banco de España, issue 4/2021.
- Stähler, Nikolai, 2019.
"Who benefits from using property taxes to finance a labor tax wedge reduction?,"
Discussion Papers
03/2019, Deutsche Bundesbank.
- Stähler, Nikolai, 2019. "Who benefits from using property taxes to finance a labor tax wedge reduction?," Journal of Housing Economics, Elsevier, vol. 46(C).
- J. Boeckx & M. Deroose, 2016. "Monetary and fiscal policies in the euro area : independent but nevertheless connected," Economic Review, National Bank of Belgium, issue ii, pages 7-25, september.
- Fernández-Villaverde, Jesús & Andrés, Javier & Arce, Oscar & Hurtado, Samuel, 2020.
"Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union,"
CEPR Discussion Papers
14829, C.E.P.R. Discussion Papers.
- Javier Andrés & Óscar Arce & Samuel Hurtado & Jesús Fernández-Villaverde, 2020. "Deciphering the macroeconomic effects of internal devaluations in a monetary union," Working Papers 2016, Banco de España.
- Javier Andrés & Óscar Arce & Jesús Fernández-Villaverde & Samuel Hurtado, 2020. "Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union," NBER Working Papers 27347, National Bureau of Economic Research, Inc.
- Javier Andres & Oscar Arce & Jesus Fernandez-Villaverde & Samuel Hurtado, 2022. "Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-47, December.
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- Pablo Burriel & Cristina Checherita-Westphal & Pascal Jacquinot & Matthias Schön & Nikolai Stähler, 2020.
"Economic consequences of high public debt: evidence from three large scale DSGE models,"
Working Papers
2029, Banco de España.
- Burriel, Pablo & Checherita-Westphal, Cristina & Jacquinot, Pascal & Stähler, Nikolai & Schön, Matthias, 2020. "Economic consequences of high public debt: evidence from three large scale DSGE models," Working Paper Series 2450, European Central Bank.
- Masuch, Klaus & Anderton, Robert & Setzer, Ralph & Benalal, Nicholai, 2018. "Structural policies in the euro area," Occasional Paper Series 210, European Central Bank.
- Ciccarelli, Matteo & Osbat, Chiara, 2017. "Low inflation in the euro area: Causes and consequences," Occasional Paper Series 181, European Central Bank.
- Mario Alloza & Javier Andrés & Pablo Burriel & Iván Kataryniuk & Javier J. Pérez & Juan Luis Vega, 2021. "La reforma del marco de gobernanza de la política fiscal de la Unión Europea en un nuevo entorno macroeconómico," Occasional Papers 2121, Banco de España.
- Coenen, Günter & Montes-Galdón, Carlos & Saint Guilhem, Arthur & Hutchinson, John & Motto, Roberto, 2022. "Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment," Occasional Paper Series 290, European Central Bank.
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- Bańbura, Marta & Albani, Maria & Ambrocio, Gene & Bursian, Dirk & Buss, Ginters & de Winter, Jasper & Gavura, Miroslav & Giordano, Claire & Júlio, Paulo & Le Roux, Julien & Lozej, Matija & Malthe-Thag, 2018. "Business investment in EU countries," Occasional Paper Series 215, European Central Bank.
- Maria Manuel Campos & Cristina Checherita-Westphal, 2019. "Economic consequences of high public debt and challenges ahead for the euro area," Working Papers o201904, Banco de Portugal, Economics and Research Department.
- Mario Alloza & Javier Andrés & Pablo Burriel & Iván Kataryniuk & Javier J. Pérez & Juan Luis Vega, 2021. "The reform of the european Union’s fiscal governance Framework in a new Macroeconomic environment," Occasional Papers 2121, Banco de España.
- Javier Andrés & Pablo Burriel & Wenyi Shen, 2020. "Debt sustainability and fiscal space in a heterogeneous Monetary Union: normal times vs the zero lower bound," Working Papers 2001, Banco de España.
- Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63, december.
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"Public finances and inflation: the case of Spain,"
Occasional Papers
1606, Banco de España.
Cited by:
- Olegs Tkacevs & Karsten Staehr & Katri Urke, 2023.
"Fiscal Performance under Inflation and Inflation Surprises: Evidence from Fiscal Reaction Functions for the Euro Area,"
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"Up and away? Inflation and debt consolidation in historical perspective,"
Oxford Open Economics, Oxford University Press, vol. 1, pages 1-20.
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- Bańkowski, Krzysztof & Checherita-Westphal, Cristina & Jesionek, Julia & Muggenthaler, Philip & Frutos, Mario Alloza & Avgousti, Aristoklis & Briodeau, Clémence & Brusbārde, Baiba & Caprioli, Francesc, 2023. "The effects of high inflation on public finances in the euro area," Occasional Paper Series 332, European Central Bank.
- Mar Delgado-Téllez & Javier J. Pérez, 2020.
"Institutional and Economic Determinants of Regional Public Debt in Spain,"
Public Finance Review, , vol. 48(2), pages 212-249, March.
- Mar Delgado-Téllez & Javier J. Pérez, 2018. "Institutional and economic determinants of regional public debt in Spain," Occasional Papers 1807, Banco de España.
- Olegs Tkacevs & Karsten Staehr & Katri Urke, 2023.
"Fiscal Performance under Inflation and Inflation Surprises: Evidence from Fiscal Reaction Functions for the Euro Area,"
Working Papers
2023/04, Latvijas Banka.
- Mar Delgado Téllez & Pablo Hernández de Cos & Samuel Hurtado & Javier J. Pérez, 2015.
"Los Mecanismos Extraordinarios De Pago A Proveedores De Las Administraciones Públicas En España,"
Occasional Papers
1501, Banco de España.
- Mar Delgado & Pablo Hernández de Cos & Samuel Hurtado & Javier J. Pérez, 2015. "Los mecanismos extraordinarios de pago a proveedores de las Administraciones Públicas en España," Boletín Económico, Banco de España, issue MAR, pages 63-70, Marzo.
Cited by:
- Bermejo, Vicente J. & Campos, Rodolfo G. & Abad, José M., 2015. "How does easing liquidity constraints affect aggregate employment?," DEE - Working Papers. Business Economics. WB wb1504, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
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"Comparing fiscal multipliers across models and countries in Europe,"
Working Paper Series
1760, European Central Bank.
- Gregory de Walque & Juha Kilponen & Massimiliano Pisani & Sebastian Schmidt & Vesna Corbo & Tibor Hledik & Josef Hollmayr & Samuel Hurtado & Paulo Júlio & Dmitry Kulikov & Matthieu Lemoine & Matija Lo, 2015. "Comparing fiscal multipliers across models and countries in Europe," Working Paper Research 278, National Bank of Belgium.
Cited by:
- Nicholas E. Karavitis, 2018. "Fiscal adjustment and debt sustainability: Greece 2010-2016 and beyond," Working Papers 245, Bank of Greece.
- Noel Rapa, 2017. "Estimates of Fiscal Multipliers using MEDSEA," CBM Working Papers WP/04/2017, Central Bank of Malta.
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"Should euro area countries cut taxes on labour or capital in order to boost their growth?,"
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634, Banque de France.
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"Austerity in the Aftermath of the Great Recession,"
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672, Research Seminar in International Economics, University of Michigan.
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"The Euro-Area Government Spending Multiplier at the Effective Lower Bound,"
IMF Working Papers
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"The Macroeconomic Effects of Tax Reform: Evidence from the EU,"
JRC Working Papers on Taxation & Structural Reforms
2019-04, Joint Research Centre.
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"Labour tax reforms, cross-country coordination and the monetary policy stance in the euro area: A structural model-based approach,"
Research Technical Papers
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- Pascal Jacquinot & Matija Lozej & Massimiliano Pisani, 2018. "Labor Tax Reforms, Cross-Country Coordination, and the Monetary Policy Stance in the Euro Area: A Structural Model-Based Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 14(3), pages 65-140, June.
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"Model uncertainty in macroeconomics: On the implications of financial frictions,"
IMFS Working Paper Series
114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
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"Economic consequences of high public debt: evidence from three large scale DSGE models,"
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2029, Banco de España.
- Burriel, Pablo & Checherita-Westphal, Cristina & Jacquinot, Pascal & Stähler, Nikolai & Schön, Matthias, 2020. "Economic consequences of high public debt: evidence from three large scale DSGE models," Working Paper Series 2450, European Central Bank.
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"Fiscal developments and financial stress: a threshold VAR analysis,"
Working Papers IES
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- Afonso, António & Slavík, Michal & Baxa, Jaromír, 2011. "Fiscal developments and financial stress: a threshold VAR analysis," Working Paper Series 1319, European Central Bank.
- António Afonso & Jaromír Baxa & Michal Slavík, 2018. "Fiscal developments and financial stress: a threshold VAR analysis," Empirical Economics, Springer, vol. 54(2), pages 395-423, March.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016.
"New Methods for Macro-Financial Model Comparison and Policy Analysis,"
CEPR Discussion Papers
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- Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1241-1319, Elsevier.
- Vaz de Castro, Afonso, 2022. "Risk Aversion and Recessive Impacts of Austerity," MPRA Paper 111875, University Library of Munich, Germany.
- Philipp Engler & Juha Tervala, 2016.
"Hysteresis and Fiscal Policy,"
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- Engler, Philipp & Tervala, Juha, 2018. "Hysteresis and fiscal policy," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 39-53.
- Aaron G. Grech & Brian Micallef & Sandra Zerafa & Tiziana M. Gauci (ed.), 2018. "The Central Bank of Malta’s First Fifty Years: A Solid Foundation for the Future," CBM Ebooks, Central Bank of Malta, edition 1, number 01.
- Wei Dong & Geoffrey Dunbar & Christian Friedrich & Dmitry Matveev & Romanos Priftis & Lin Shao, 2021. "Complementarities Between Fiscal Policy and Monetary Policy—Literature Review," Discussion Papers 2021-4, Bank of Canada.
- AMENDOLA, Adalgiso & DI SERIO, Mario & FRAGETTA, Matteo, 2018. "The Government Spending Multiplier at the Zero Lower Bound: Evidence from the Euro Area," CELPE Discussion Papers 153, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
- Clancy, Daragh & Jacquinot, Pascal & Lozej, Matija, 2016. "Government expenditure composition and fiscal policy spillovers in small open economies within a monetary union," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 305-326.
- Iván Kataryniuk & Javier Vallés, 2018.
"Fiscal consolidation after the Great Recession: the role of composition,"
Oxford Economic Papers, Oxford University Press, vol. 70(2), pages 563-585.
- Iván Kataryniuk & Javier Vallés, 2015. "Fiscal consolidation after the Great Recession:the role of composition," Working Papers 1515, Banco de España.
- Dellas, Harris & Malliaropulos, Dimitris & Papageorgiou, Dimitris & Vourvachaki, Evangelia, 2017.
"Fiscal Policy with an Informal Sector,"
CEPR Discussion Papers
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- Harris Dellas & Dimitris Malliaropulos & Dimitris Papageorgiou & Evangelia Vourvachaki, 2017. "Fiscal policy with an informal sector," Working Papers 235, Bank of Greece.
- Dellas, Harris & Malliaropulos, Dimitris & Papageorgiou, Dimitris & Vourvachaki, Evangelia, 2024. "Fiscal policy with an informal sector," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
- Lozej, Matija, 2019.
"Economic migration and business cycles in a small open economy with matching frictions,"
Economic Modelling, Elsevier, vol. 81(C), pages 604-620.
- Lozej, Matija, 2018. "Economic Migration and Business Cycles in a Small Open Economy with Matching Frictions," Research Technical Papers 8/RT/18, Central Bank of Ireland.
- Eddie Gerba, 2018. "What is the Fiscal Stress in Euro Area? Evidence from a Joint Monetary-Fiscal Structural Model," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 36(85), pages 21-47, November.
- Cavallari, Lilia & Romano, Simone, 2017. "Fiscal policy in Europe: The importance of making it predictable," Economic Modelling, Elsevier, vol. 60(C), pages 81-97.
- Gadatsch, Niklas & Hauzenberger, Klemens & Stähler, Nikolai, 2015. "German and the rest of euro area fiscal policy during the crisis," Discussion Papers 05/2015, Deutsche Bundesbank.
- Gadatsch, Niklas & Hauzenberger, Klemens & Stähler, Nikolai, 2016. "Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR," Economic Modelling, Elsevier, vol. 52(PB), pages 997-1016.
- Zuzana Molnarova, 2020. "Industry evidence and the vanishing cyclicality of labor productivity," Vienna Economics Papers vie2001, University of Vienna, Department of Economics.
- Eduardo Garzón Espinosa & Bibiana Medialdea García & Esteban Cruz Hidalgo, 2021. "Fiscal Policy Approaches: An Inquiring Look From The Modern Monetary Theory," Journal of Economic Issues, Taylor & Francis Journals, vol. 55(4), pages 999-1022, October.
- Eddie Gerba, 2018. "What is the Fiscal Stress in Euro Area? Evidence from a Joint Monetary-Fiscal Structural Model," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 36(85), pages 21-47, April.
- Arigoni, Filippo & Breznikar, Miha & Lenarčič, Črt & Maletič, Matjaž, 2020. "Impact of fiscal measures in response to the COVID-19 pandemic on small-open economies: lessons from Slovenia," MPRA Paper 104474, University Library of Munich, Germany.
- Baumann, Ursel & Lodge, David & Miescu, Mirela S., 2019. "Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis," Working Paper Series 2248, European Central Bank.
- Lenarčič, Črt, 2019. "Inflation – Harrod-Balassa-Samuelson effect in a DSGE model setting," MPRA Paper 101199, University Library of Munich, Germany.
- Óscar Arce & Samuel Hurtado & Carlos Thomas, 2015.
"Policy spillovers and synergies in a monetary union,"
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Cited by:
- J. Boeckx & M. Deroose, 2016. "Monetary and fiscal policies in the euro area : independent but nevertheless connected," Economic Review, National Bank of Belgium, issue ii, pages 7-25, september.
- Samuel Hurtado & Pablo Manzano & Eva Ortega & Alberto Urtasun, 2014.
"Update and re-estimation of the quarterly model of Banco de España (MTBE),"
Occasional Papers
1403, Banco de España.
Cited by:
- Pérez, Javier J. & Rodríguez-Vives, Marta & Depalo, Domenico & Papapetrou, Evangelia & Aouriri, Marie & Campos, Maria M. & Celov, Dmitrij & Pesliakaitė, Jurga & Ramos, Roberto, 2016.
"The fiscal and macroeconomic effects of government wages and employment reform,"
Occasional Paper Series
176, European Central Bank.
- Javier J. Pérez & Marie Aouriri & Maria M. Campos & Dmitrij Celov & Domenico Depalo & Evangelia Papapetrou & Jurga Pesliakaite & Roberto Ramos Magdaleno & Marta Rodríguez-Vives, 2016. "The fiscal and macroeconomic effects of government wages and employment reform," Occasional Papers 1607, Banco de España.
- Pérez, Javier J. & Rodríguez-Vives, Marta & Depalo, Domenico & Papapetrou, Evangelia & Aouriri, Marie & Campos, Maria M. & Celov, Dmitrij & Pesliakaitė, Jurga & Ramos, Roberto, 2016.
"The fiscal and macroeconomic effects of government wages and employment reform,"
Occasional Paper Series
176, European Central Bank.
- Samuel Hurtado, 2013.
"DSGE Models and the Lucas critique,"
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1310, Banco de España.
- Hurtado, Samuel, 2014. "DSGE models and the Lucas critique," Economic Modelling, Elsevier, vol. 44(S1), pages 12-19.
Cited by:
- Pedro J. Gutiérrez-Diez & Tibor Pàl, 2023. "Monetary policy models: lessons from the Eurozone crisis," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-19, December.
- Ben Smit & Christelle Grobler & Carmen Nel, 2014. "Sudden Stops and Current Account Reversals: Potential Macroeconomic Consequences for South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 82(4), pages 616-627, December.
- Francisco Louçã & Alexandre Abreu & Gonçalo Pessa Costa, 2021. "Disarray at the headquarters: Economists and Central bankers tested by the subprime and the COVID recessions [Forward guidance without common knowledge]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 273-296.
- Ferry Syarifuddin & Toni Bakhtiar, 2022. "The Macroeconomic Effects of an Interest-Bearing CBDC: A DSGE Model," Mathematics, MDPI, vol. 10(10), pages 1-33, May.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019.
"Forecasting with instabilities: an application to DSGE models with financial frictions,"
Temi di discussione (Economic working papers)
1234, Bank of Italy, Economic Research and International Relations Area.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
- Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2014.
"Macroprudential regulation and the monetary transmission mechanism,"
Journal of Financial Stability, Elsevier, vol. 13(C), pages 44-63.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Macroprudential Regulation and the Monetary Transmission Mechanism," Centre for Growth and Business Cycle Research Discussion Paper Series 185, Economics, The University of Manchester.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2011. "Macroprudential Regulation and the Monetary Transmission Mechanism," Working Papers Series 254, Central Bank of Brazil, Research Department.
- Chatterjee, Sidharta, 2014. "Equilibrium Models of Macroeconomic Science: What to Look For in (DSGE) Models?," MPRA Paper 53893, University Library of Munich, Germany.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
- M. Casares & H. Khan & Jean-Christophe Poutineau, 2020.
"The extensive margin and US aggregate fluctuations: A quantitative assessment,"
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hal-03004552, HAL.
- Casares, Miguel & Khan, Hashmat & Poutineau, Jean-Christophe, 2020. "The extensive margin and US aggregate fluctuations: A quantitative assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 120(C).
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Pápai Adam, 2017. "A DSGE Model of Slovakia with Frictional Labor Market and Monetary Regime Switch," Review of Economic Perspectives, Sciendo, vol. 17(3), pages 287-313, September.
- Yagihashi, Takeshi, 2018. "How costly is a misspecified credit channel DSGE model in monetary policymaking?," Economic Modelling, Elsevier, vol. 68(C), pages 484-505.
- Andersson, Fredrik N.G., 2018. "Estimates of the Inflation Effect of a Global Carbon Price on Consumer, Investment, Export, and Import Prices," Working Papers 2018:22, Lund University, Department of Economics.
- Zamarripa, Rene, 2021. "Estimating the Bank of Mexico’s reaction function in the last three decades: A Bayesian DSGE approach with rolling-windows," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Francesco Sergi, 2015. "L'histoire (faussement) naïve des modèles DSGE," Documents de travail du Centre d'Economie de la Sorbonne 15066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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- Dieppe, Alistair & Ortega, Eva & D'Agostino, Antonello & Karlsson, Tohmas & Benkovskis, Konstantins & Caivano, Michele & Hurtado, Samuel & Várnai, Tímea, 2011.
"Assessing the sensitivity of inflation to economic activity,"
Working Paper Series
1357, European Central Bank.
Cited by:
- Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013.
"Inflation and the Steeplechase Between Economic Activity Variables,"
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- Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017. "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-42, January.
- Bańbura, Marta & Bobeica, Elena, 2020.
"Does the Phillips curve help to forecast euro area inflation?,"
Working Paper Series
2471, European Central Bank.
- Bańbura, Marta & Bobeica, Elena, 2023. "Does the Phillips curve help to forecast euro area inflation?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 364-390.
- Thomas Mayer & Holger Schmieding & Manfred Jäger-Ambrozewicz & Michael Lamla & Jan-Egbert Sturm & Ulrich Kater & Leon Leschus & Wolfgang Brachinger, 2011. "ECB rate hike: How large is the risk of inflation?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(14), pages 03-26, July.
- OECD & Elena Rusticelli, 2014. "Rescuing the Phillips curve: Making use of long-term unemployment in the measurement of the NAIRU," OECD Journal: Economic Studies, OECD Publishing, vol. 2014(1), pages 109-127.
- Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013.
"Inflation and the Steeplechase Between Economic Activity Variables,"
Working Papers
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- Samuel Hurtado & Elena Fernández & Eva Ortega & Alberto Urtasun, 2011.
"Nueva actualización del modelo trimestral del Banco de España,"
Occasional Papers
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- Manuel Blanco Losada & Rafael Frutos Vívar & Elena López y Díaz-Delgado & Silvio Martínez Vicente, 2014. "La influencia de la riqueza financiera sobre el consumo privado. Análisis de la experiencia española durante la Gran Recesión," Working Papers 03/14, Instituto Universitario de Análisis Económico y Social.
- Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas, 2009.
"Spain in the euro: a general equilibrium analysis,"
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ETA: Economic Theory and Applications
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SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 11(4), pages 561-583, December.
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- Zheng, Xinwei & Su, Dan, 2017. "Impacts of oil price shocks on Chinese stock market liquidity," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 136-174.
- Cavalcanti, Tiago & Jalles, João Tovar, 2013. "Macroeconomic effects of oil price shocks in Brazil and in the United States," Applied Energy, Elsevier, vol. 104(C), pages 475-486.
- Usama Almulali & Che Normee Binti Che Sab, 2013. "Exploring the impact of oil revenues on OPEC members' macroeconomy," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 37(4), pages 416-428, December.
- Adam, P. & Rianse, U. & Harafah, Ĺ. M. & Cahyono, E. & Rafiy, M., 2016. "A Model of the Dynamics of the Effect of World Crude Oil Price and World Rice Price on Indonesia’s Inflation Rate," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 8(1), pages 1-10, March.
- Naurin, Abida & Qayyum, Abdul, 2016. "Impact of Oil Price and Its Volatility on CPI of Pakistan: Bivariate EGARCH Model," MPRA Paper 69774, University Library of Munich, Germany.
- Ahmad Zubaidi Baharumshah & Abdalla Sirag & Norashidah Mohamed Nor, 2017. "Asymmetric Exchange Rate Pass-through in Sudan: Does Inflation React Differently during Periods of Currency Depreciation?," African Development Review, African Development Bank, vol. 29(3), pages 446-457, September.
- Spencer, Thomas & Lucas, Chancel & Emmanuel, Guerin, 2012. "Exiting the crisis in the right direction: A sustainable and shared prosperity plan for Europe," MPRA Paper 38802, University Library of Munich, Germany.
- Fatemeh Razmi & Azali Mohamed & Lee Chin & Muzafar Shah Habibullah, 2015. "The Role of Monetary Policy in Macroeconomic Volatility of Association of Southeast Asian Nations-4 Countries against Oil Price Shock over Time," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 731-737.
- Tomislav Globan & Vladimir Arčabić & Petar Sorić, 2014.
"Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?,"
EFZG Working Papers Series
1405, Faculty of Economics and Business, University of Zagreb.
- Tomislav Globan & Vladimir Arčabić & Petar Sorić, 2016. "Inflation in New EU Member States: A Domestically or Externally Driven Phenomenon?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(1), pages 154-168, January.
- Chai Jian & Wang Shubin & Xiao Hao, 2013. "Abrupt Changes of Global Oil Price," Journal of Systems Science and Information, De Gruyter, vol. 1(1), pages 38-59, February.
- Zakaria, Muhammad & Khiam, Shahzeb & Mahmood, Hamid, 2021. "Influence of oil prices on inflation in South Asia: Some new evidence," Resources Policy, Elsevier, vol. 71(C).
- Sek, Siok Kun, 2019. "Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach," Energy, Elsevier, vol. 176(C), pages 272-280.
- Antonio J., Garzón & Luis A., Hierro, 2022. "Inflation, oil prices and exchange rates. The Euro’s dampening effect," Journal of Policy Modeling, Elsevier, vol. 44(1), pages 130-146.
- Uğur Akkoç & Anıl Akçağlayan & Gamze Kargın Akkoç, 2021. "The impacts of oil price shocks in Turkey: sectoral evidence from the FAVAR approach," Economic Change and Restructuring, Springer, vol. 54(4), pages 1147-1171, November.
- Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas, 2009.
"Spain in the euro: a general equilibrium analysis,"
Working Papers
0927, Banco de España.
- Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas, 2010. "Spain in the Euro: a general equilibrium analysis," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 67-95, March.
- Álvarez, Luis J. & Sánchez, Isabel, 2019. "Inflation projections for monetary policy decision making," Journal of Policy Modeling, Elsevier, vol. 41(4), pages 568-585.
- Semei Coronado & Rebeca Jim'enez-Rodr'iguez & Omar Rojas, 2015. "An empirical analysis of the relationships between crude oil, gold and stock markets," Papers 1510.07599, arXiv.org, revised May 2016.
- Elsayed, Ahmed H. & Hammoudeh, Shawkat & Sousa, Ricardo M., 2021. "Inflation synchronization among the G7and China: The important role of oil inflation," Energy Economics, Elsevier, vol. 100(C).
- Murdipi, Rafiqa & Law, Siong Hook, 2016. "Dynamic Linkages between Price Indices and Inflation in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 50(1), pages 41-52.
- Castro, César & Jiménez-Rodríguez, Rebeca, 2016.
"Oil price pass-through along the price chain in the euro area,"
MPRA Paper
70227, University Library of Munich, Germany.
- Castro, César & Jiménez-Rodríguez, Rebeca, 2017. "Oil price pass-through along the price chain in the euro area," Energy Economics, Elsevier, vol. 64(C), pages 24-30.
- Civcir, Irfan & Akkoc, Ugur, 2021. "Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock market," Resources Policy, Elsevier, vol. 74(C).
- Aharon, David Y. & Azman Aziz, Mukhriz Izraf & Kallir, Ido, 2023. "Oil price shocks and inflation: A cross-national examination in the ASEAN5+3 countries," Resources Policy, Elsevier, vol. 82(C).
- Nguyen, Xuan & Nguyen, Cuong, 2016. "The Impact of Petroleum Retail Price Shocks on Inflation in Vietnam," MPRA Paper 93136, University Library of Munich, Germany.
- Naser, Hanan, 2015. "Analysing the long-run relationship among oil market, nuclear energy consumption, and economic growth: An evidence from emerging economies," Energy, Elsevier, vol. 89(C), pages 421-434.
- Zhu, Huiming & Chen, Xiuyun, 2019. "Asymmetric effects of oil prices and exchange rates on China’s industrial prices," Energy Economics, Elsevier, vol. 84(C).
- Xiao, Wei-Lin & Zhang, Wei-Guo & Yao, Zheng & Wang, Xiao-Hui, 2013. "The impact of issuing warrant and debt on behavior of the firm's stock," Economic Modelling, Elsevier, vol. 31(C), pages 635-641.
- Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
- Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021. "Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 259-275.
- Li, Xin & Umar, Muhammad & Zhu, Cun-Bin & Oprean-Stan, Camelia, 2023. "Can geopolitical risk stably predict crude oil prices? A multi-dimensional perspective," Resources Policy, Elsevier, vol. 85(PA).
- Aharon, David Y. & Aziz, Mukhriz Izraf Azman & Nor, Safwan Mohd, 2023. "Cross-country study of the linkages between COVID-19, oil prices, and inflation in the G7 countries," Finance Research Letters, Elsevier, vol. 57(C).
- Carlos Pinho & Mara Madaleno, 2016. "Oil prices and stock returns: nonlinear links across sectors," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(2), pages 79-97, August.
- Wen, Fenghua & Zhao, Cong & Hu, Chunyan, 2019. "Time-varying effects of international copper price shocks on China's producer price index," Resources Policy, Elsevier, vol. 62(C), pages 507-514.
- Luis J. Álvarez & Isabel Sánchez, 2017. "A suite of inflation forecasting models," Occasional Papers 1703, Banco de España.
- Eva Ortega & Pablo Burriel & José Luis Fernández & Eva Ferraz & Samuel Hurtado, 2007.
"Actualización del modelo trimestral del Banco de España,"
Working Papers
0717, Banco de España.
- Eva Ortega & Eva Ferraz & Samuel Hurtado, 2007. "Actualización del modelo trimestral del Banco de España," Boletín Económico, Banco de España, issue JUN, pages 55-65, Junio.
Cited by:
- Dieppe, Alistair & Ortega, Eva & D'Agostino, Antonello & Karlsson, Tohmas & Benkovskis, Konstantins & Caivano, Michele & Hurtado, Samuel & Várnai, Tímea, 2011. "Assessing the sensitivity of inflation to economic activity," Working Paper Series 1357, European Central Bank.
- José Francisco Bellod Redondo, 2011. "La función de producción de Cobb-Douglas y la economía española," Revista de Economía Crítica, Asociación de Economía Crítica, vol. 12, pages 9-38.
- Álvarez, Luis J. & Hurtado, Samuel & Sánchez, Isabel & Thomas, Carlos, 2011.
"The impact of oil price changes on Spanish and euro area consumer price inflation,"
Economic Modelling, Elsevier, vol. 28(1-2), pages 422-431, January.
- Luis J. Álvarez & Samuel Hurtado & Isabel Sánchez & Carlos Thomas, 2009. "The impact of oil price changes on Spanish and euro area consumer price inflation," Occasional Papers 0904, Banco de España.
- Álvarez, Luis J. & Hurtado, Samuel & Sánchez, Isabel & Thomas, Carlos, 2011. "The impact of oil price changes on Spanish and euro area consumer price inflation," Economic Modelling, Elsevier, vol. 28(1), pages 422-431.
- Samuel Hurtado & Elena Fernández & Eva Ortega & Alberto Urtasun, 2011. "Nueva actualización del modelo trimestral del Banco de España," Occasional Papers 1106, Banco de España.
- Maravall, A. & del Rio, A., 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
- Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España.
- Muñoz Sepúlveda, Jesús A., 2014. "Residual exports and domestic demand: an empirical analysis," MPRA Paper 54799, University Library of Munich, Germany.
- Manuel Blanco Losada & Rafael Frutos Vívar & Elena López y Díaz-Delgado & Silvio Martínez Vicente, 2014. "La influencia de la riqueza financiera sobre el consumo privado. Análisis de la experiencia española durante la Gran Recesión," Working Papers 03/14, Instituto Universitario de Análisis Económico y Social.
- Isabel Argimón & Pablo Hernández de Cos, 2008. "The determinants of budget balances of the regional (Autonomous) governments," Working Papers 0803, Banco de España.
Articles
- Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2023.
"Financial Frictions and the Wealth Distribution,"
Econometrica, Econometric Society, vol. 91(3), pages 869-901, May.
See citations under working paper version above.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial frictions and the wealth distribution," Working Papers 2013, Banco de España.
- Jesus Fernandez-Villaverde & Samuel Hurtado & Galo Nuno, 2019. "Financial Frictions and the Wealth Distribution," PIER Working Paper Archive 19-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020. "Financial Frictions and the Wealth Distribution," CESifo Working Paper Series 8482, CESifo.
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2019. "Financial Frictions and the Wealth Distribution," NBER Working Papers 26302, National Bureau of Economic Research, Inc.
- Javier Andres & Oscar Arce & Jesus Fernandez-Villaverde & Samuel Hurtado, 2022.
"Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-47, December.
See citations under working paper version above.
- Javier Andrés & Óscar Arce & Jesús Fernández-Villaverde & Samuel Hurtado, 2020. "Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union," NBER Working Papers 27347, National Bureau of Economic Research, Inc.
- Javier Andrés & Óscar Arce & Samuel Hurtado & Jesús Fernández-Villaverde, 2020. "Deciphering the macroeconomic effects of internal devaluations in a monetary union," Working Papers 2016, Banco de España.
- Fernández-Villaverde, Jesús & Andrés, Javier & Arce, Oscar & Hurtado, Samuel, 2020. "Deciphering the Macroeconomic Effects of Internal Devaluations in a Monetary Union," CEPR Discussion Papers 14829, C.E.P.R. Discussion Papers.
- Juha Kilponen & Massimiliano Pisani & Sebastian Schmidt & Vesna Corbo & Tibor Hledik & Josef Hollmayr & Samuel Hurtado & Paulo Júlio & Dmitry Kulikov & Matthieu Lemoine & Matija Lozej & Henrik Lundval, 2019.
"Comparing Fiscal Consolidation Multipliers across Models in Europe,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(3), pages 285-320, September.
Cited by:
- John Nana Francois & Andrew Keinsley, 2023. "Intratemporal elasticity of substitution between private and public consumption: new evidence and implications," Empirical Economics, Springer, vol. 65(4), pages 1655-1692, October.
- Cristina Badarau & F. Huart & I. Sangaré, 2021.
"Macroeconomic and policy implications of eurobonds,"
Post-Print
hal-03407523, HAL.
- Badarau, Cristina & Huart, Florence & Sangaré, Ibrahima, 2021. "Macroeconomic and policy implications of eurobonds," International Review of Law and Economics, Elsevier, vol. 65(C).
- van der Wielen, Wouter, 2019.
"The Macroeconomic Effects of Tax Reform: Evidence from the EU,"
JRC Working Papers on Taxation & Structural Reforms
2019-04, Joint Research Centre.
- van der Wielen, Wouter, 2020. "The macroeconomic effects of tax changes: Evidence using real-time data for the European Union," Economic Modelling, Elsevier, vol. 90(C), pages 302-321.
- Eduardo de Sá Fortes Leitão Rodrigues, 2020. "Uncertainty And The Effectiveness Of Fiscal Policy In The United States And Brazil: Svar Approach," Working Papers REM 2020/0150, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Matteo Deleidi & Davide Romaniello & Francesca Tosi, 2021. "Quantifying fiscal multipliers in Italy: A Panel SVAR analysis using regional data," Papers in Regional Science, Wiley Blackwell, vol. 100(5), pages 1158-1177, October.
- Dimitris Malliaropulos & Dimitris Papageorgiou & Melina Vasardani & Evangelia Vourvachaki, 2021. "The impact of the Recovery and Resilience Facility on the Greek economy," Economic Bulletin, Bank of Greece, issue 53, pages 7-28, July.
- Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2021.
"Global models for a global pandemic: the impact of COVID-19 on small euro area economies,"
Working Paper Series
2603, European Central Bank.
- Pablo Garcia & Pascal Jacquinot & Crt Lenarcic & Matija Lozej & Kostas Mavromatis, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," BCL working papers 156, Central Bank of Luxembourg.
- Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2023. "Global models for a global pandemic: The impact of COVID-19 on small euro area economies," Journal of Macroeconomics, Elsevier, vol. 77(C).
- Pablo Garcia & Pascal Jacquinot & ÄŒrt LenarÄ iÄ & Matija Lozej & Kostas Mavromatis, 2023. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Papers 782, DNB.
- António Afonso & Eduardo de Sá Fortes Leitao Rodrigues, 2022.
"Is Public Investment in Construction and in R&D, Growth Enhancing? A PVAR Approach,"
CESifo Working Paper Series
10048, CESifo.
- António Afonso & Eduardo de Sá Fortes Leitão Rodrigues, 2022. "Is public investment in construction and in R&D, growth enhancing? A PVAR Approach," Working Papers REM 2022/0249, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Vanda Almeida & Salvador Barrios & Michael Christl & Silvia Poli & Alberto Tumino & Wouter Wielen, 2021.
"The impact of COVID-19 on households´ income in the EU,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 19(3), pages 413-431, September.
- Vanda Almeida & Salvador Barrios & Michael Christl & Silvia De Poli & Alberto Tumino & Wouter van der Wielen, 2020. "Households' income and the cushioning effect of fiscal policy measures during the Great Lockdown," JRC Working Papers on Taxation & Structural Reforms 2020-06, Joint Research Centre.
- Ginters Buss & Patrick Gruning, 2020.
"Fiscal DSGE Model for Latvia,"
Working Papers
2020/05, Latvijas Banka.
- Patrick Grüning & Ginters Buss, 2020. "Fiscal DSGE Model for Latvia," Bank of Lithuania Working Paper Series 81, Bank of Lithuania.
- Ginters Bušs & Patrick Grüning, 2023. "Fiscal DSGE model for Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 23(1), pages 2173915-217.
- Pei Kuang & Kaushik Mitra, 2022. "Potential Output Pessimism and Austerity in the European Union," Discussion Papers 22-08, Department of Economics, University of Birmingham.
- Takeshi Yagihashi, 2020. "DSGE Models Used by Policymakers: A Survey," Discussion papers ron333, Policy Research Institute, Ministry of Finance Japan.
- Eduardo de Sa Fortes Leitao Rodrigues, 2023. "Uncertainty and the effectiveness of fiscal policy in the United States and Brasil: SVAR Approach," Working Papers 2023.03, International Network for Economic Research - INFER.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Aldama Pierre & Gaulier Guillaume & Lemoine Matthieu & Robert Pierre-Antoine & Turunen Harri & Zhutova Anastasia, 2022. "The EA-BDF Model and Government Spending Multipliers in a Monetary Union," Working papers 883, Banque de France.
- Hickey, Rónán & Lozej, Matija & Smyth, Diarmaid, 2020. "Financing government investment and its implications for public capital: A small open economy perspective," Economic Modelling, Elsevier, vol. 93(C), pages 620-641.
- Óscar Arce & Samuel Hurtado & Carlos Thomas, 2016.
"Policy Spillovers and Synergies in a Monetary Union,"
International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 219-277, September.
See citations under working paper version above.
- Thomas, Carlos & Hurtado, Samuel & Arce, Óscar, 2016. "Policy spillovers and synergies in a monetary union," Working Paper Series 1942, European Central Bank.
- Mar Delgado & Pablo Hernández de Cos & Samuel Hurtado & Javier J. Pérez, 2015.
"Los mecanismos extraordinarios de pago a proveedores de las Administraciones Públicas en España,"
Boletín Económico, Banco de España, issue MAR, pages 63-70, Marzo.
See citations under working paper version above.
- Mar Delgado Téllez & Pablo Hernández de Cos & Samuel Hurtado & Javier J. Pérez, 2015. "Los Mecanismos Extraordinarios De Pago A Proveedores De Las Administraciones Públicas En España," Occasional Papers 1501, Banco de España.
- Hurtado, Samuel, 2014.
"DSGE models and the Lucas critique,"
Economic Modelling, Elsevier, vol. 44(S1), pages 12-19.
See citations under working paper version above.
- Samuel Hurtado, 2013. "DSGE Models and the Lucas critique," Working Papers 1310, Banco de España.
- Álvarez, Luis J. & Hurtado, Samuel & Sánchez, Isabel & Thomas, Carlos, 2011.
"The impact of oil price changes on Spanish and euro area consumer price inflation,"
Economic Modelling, Elsevier, vol. 28(1-2), pages 422-431, January.
- Álvarez, Luis J. & Hurtado, Samuel & Sánchez, Isabel & Thomas, Carlos, 2011. "The impact of oil price changes on Spanish and euro area consumer price inflation," Economic Modelling, Elsevier, vol. 28(1), pages 422-431.
See citations under working paper version above.- Luis J. Álvarez & Samuel Hurtado & Isabel Sánchez & Carlos Thomas, 2009. "The impact of oil price changes on Spanish and euro area consumer price inflation," Occasional Papers 0904, Banco de España.
- Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas, 2010.
"Spain in the Euro: a general equilibrium analysis,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 1(1), pages 67-95, March.
See citations under working paper version above.
- Javier Andrés & Samuel Hurtado & Eva Ortega & Carlos Thomas, 2009. "Spain in the euro: a general equilibrium analysis," Working Papers 0927, Banco de España.
- Eva Ortega & Eva Ferraz & Samuel Hurtado, 2007.
"Actualización del modelo trimestral del Banco de España,"
Boletín Económico, Banco de España, issue JUN, pages 55-65, Junio.
See citations under working paper version above.
- Eva Ortega & Pablo Burriel & José Luis Fernández & Eva Ferraz & Samuel Hurtado, 2007. "Actualización del modelo trimestral del Banco de España," Working Papers 0717, Banco de España.