Keith Kuester
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:- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez, 2011.
"Fiscal Volatility Shocks and Economic Activity,"
PIER Working Paper Archive
11-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2015. "Fiscal Volatility Shocks and Economic Activity," American Economic Review, American Economic Association, vol. 105(11), pages 3352-3384, November.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Kuester, Keith & Guerron-Quintana, Pablo A., 2011. "Fiscal Volatility Shocks and Economic Activity," CEPR Discussion Papers 8528, C.E.P.R. Discussion Papers.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan F. Rubio-Ramirez, 2011. "Fiscal volatility shocks and economic activity," Working Papers 11-32, Federal Reserve Bank of Philadelphia.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2011. "Fiscal Volatility Shocks and Economic Activity," NBER Working Papers 17317, National Bureau of Economic Research, Inc.
Mentioned in:
- The impact of fiscal uncertainty
by Economic Logician in Economic Logic on 2011-09-09 19:07:00 - Two papers on policy uncertainty and learning
by Christian Zimmermann in NEP-DGE blog on 2011-08-27 16:10:04
- Philip Jung & Keith Kuester, 2011.
"Optimal labor-market policy in recessions,"
Working Papers
11-48, Federal Reserve Bank of Philadelphia.
- Philip Jung & Keith Kuester, 2015. "Optimal Labor-Market Policy in Recessions," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(2), pages 124-156, April.
- Keith Kuester & Philip Jung, 2012. "Optimal Labor-Market Policy in Recessions," 2012 Meeting Papers 186, Society for Economic Dynamics.
- Jung, Philip & Kuester, Keith, 2011. "Optimal Labor-Market Policy in Recessions," Working Papers 11-1, University of Mannheim, Department of Economics.
Mentioned in:
- Optimal labor-market policy in recessions
by Christian Zimmermann in NEP-DGE blog on 2011-12-22 10:19:47
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2012.
"Monetary policy with heterogeneous agents,"
Working Papers
12-21, Federal Reserve Bank of Philadelphia.
- Makoto Nakajima, 2013. "Monetary Policy with Heterogeneous Agents," 2013 Meeting Papers 356, Society for Economic Dynamics.
Mentioned in:
- Monetary policy with heterogeneous agents
by Christian Zimmermann in NEP-DGE blog on 2012-10-05 19:46:19 - Lecturas Recomendadas de PolÃtica Monetaria
by Alejandro Villagomez in Tintero Económico Diario on 2012-10-07 05:00:00
- Nils Gornemann & Keith Kuester & Makoto Nakajima, 2021.
"Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy,"
ECONtribute Discussion Papers Series
089, University of Bonn and University of Cologne, Germany.
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2021. "Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy," Opportunity and Inclusive Growth Institute Working Papers 50, Federal Reserve Bank of Minneapolis.
Mentioned in:
- Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy
by Christian Zimmermann in NEP-DGE blog on 2021-05-18 17:16:37
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2015.
"Fiscal Volatility Shocks and Economic Activity,"
American Economic Review, American Economic Association, vol. 105(11), pages 3352-3384, November.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Kuester, Keith & Guerron-Quintana, Pablo A., 2011. "Fiscal Volatility Shocks and Economic Activity," CEPR Discussion Papers 8528, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez, 2011. "Fiscal Volatility Shocks and Economic Activity," PIER Working Paper Archive 11-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan F. Rubio-Ramirez, 2011. "Fiscal volatility shocks and economic activity," Working Papers 11-32, Federal Reserve Bank of Philadelphia.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2011. "Fiscal Volatility Shocks and Economic Activity," NBER Working Papers 17317, National Bureau of Economic Research, Inc.
Mentioned in:
- Fiscal Volatility Shocks and Economic Activity (AER 2015) in ReplicationWiki ()
- Philip Jung & Keith Kuester, 2015.
"Optimal Labor-Market Policy in Recessions,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(2), pages 124-156, April.
- Keith Kuester & Philip Jung, 2012. "Optimal Labor-Market Policy in Recessions," 2012 Meeting Papers 186, Society for Economic Dynamics.
- Philip Jung & Keith Kuester, 2011. "Optimal labor-market policy in recessions," Working Papers 11-48, Federal Reserve Bank of Philadelphia.
- Jung, Philip & Kuester, Keith, 2011. "Optimal Labor-Market Policy in Recessions," Working Papers 11-1, University of Mannheim, Department of Economics.
Mentioned in:
- Optimal Labor-Market Policy in Recessions (AEJ:MA 2015) in ReplicationWiki ()
Working papers
- Nils Gornemann & Keith Kuester & Makoto Nakajima, 2021.
"Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy,"
ECONtribute Discussion Papers Series
089, University of Bonn and University of Cologne, Germany.
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2021. "Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy," Opportunity and Inclusive Growth Institute Working Papers 50, Federal Reserve Bank of Minneapolis.
Cited by:
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020.
"Monetary policy and inequality,"
Economics Working Papers
1761, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2021.
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2020. "Monetary Policy and Inequality," Working Papers 1227, Barcelona School of Economics.
- Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia & Peydró, José-Luis, 2021. "Monetary Policy and Inequality," EconStor Preprints 227763, ZBW - Leibniz Information Centre for Economics.
- Asger Lau Andersen & Niels Johannesen & Mia Jørgensen & José-Luis Peydró, 2022. "Monetary Policy and Inequality," CEBI working paper series 22-09, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Peydró, José-Luis & Andersen, Asger Lau & Johannesen, Niels & Jørgensen, Mia, 2021. "Monetary Policy and Inequality," CEPR Discussion Papers 15599, C.E.P.R. Discussion Papers.
- Pavel Vikharev & Anna Novak & Andrei Shulgin, 2023. "Inequality and monetary policy: THRANK model," Bank of Russia Working Paper Series wps113, Bank of Russia.
- Serdar Birinci & Fatih Karahan & Yusuf Mercan & Kurt See, 2023.
"Labor Market Shocks and Monetary Policy,"
Staff Working Papers
23-52, Bank of Canada.
- Serdar Birinci & Fatih Karahan & Yusuf Mercan & Kurt See, 2022. "Labor Market Shocks and Monetary Policy," Working Papers 2022-016, Federal Reserve Bank of St. Louis, revised Sep 2023.
- Gerke, Rafael & Giesen, Sebastian & Lozej, Matija & Röttger, Joost, 2024. "On household labour supply in sticky-wage HANK models," Discussion Papers 01/2024, Deutsche Bundesbank.
- Dobrew, Michael & Gerke, Rafael & Giesen, Sebastian & Röttger, Joost, 2023. "Make-up strategies with incomplete markets and bounded rationality," Discussion Papers 01/2023, Deutsche Bundesbank.
- Müller, Gernot & Dietrich, Alexander & Kuester, Keith & Schoenle, Raphael, 2021.
"News and uncertainty about COVID-19: Survey evidence and short-run economic impact,"
CEPR Discussion Papers
16766, C.E.P.R. Discussion Papers.
- Dietrich, Alexander M. & Kuester, Keith & Müller, Gernot J. & Schoenle, Raphael, 2022. "News and uncertainty about COVID-19: Survey evidence and short-run economic impact," Journal of Monetary Economics, Elsevier, vol. 129(S), pages 35-51.
- Alexander M. Dietrich & Keith Kuester & Gernot J. Müller & Raphael S. Schoenle, 2020. "News and uncertainty about COVID-19: Survey evidence and short-run economic impact," ECONtribute Policy Brief Series 004, University of Bonn and University of Cologne, Germany.
- Alexander Dietrich & Keith Kuester & Gernot J. Müller & Raphael Schoenle, 2020. "News and Uncertainty about COVID-19: Survey Evidence and Short-Run Economic Impact," Working Papers 20-12R, Federal Reserve Bank of Cleveland, revised 22 Dec 2021.
- Pedro Cavalcanti Gonçalves Ferreira, 2021. "Market Power and Inequality: a model of the Brazilian economy," Working Papers REM 2021/0201, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- R. Anton Braun & Daisuke Ikeda, 2021.
"Monetary Policy over the Life Cycle,"
FRB Atlanta Working Paper
2021-20a, Federal Reserve Bank of Atlanta.
- R. Anton Braun & Daisuke Ikeda, 2021. "Monetary Policy over the Lifecycle," IMES Discussion Paper Series 21-E-09, Institute for Monetary and Economic Studies, Bank of Japan.
- Kuester, Keith & Corsetti, Giancarlo & Müller, Gernot & Schmidt, Sebastian, 2021.
"The Exchange Rate Insulation Puzzle,"
CEPR Discussion Papers
15689, C.E.P.R. Discussion Papers.
- Corsetti, G. & Kuester, K. & Müller, G. J. & Schmidt, S., 2021. "The Exchange Rate Insulation Puzzle," Cambridge Working Papers in Economics 2109, Faculty of Economics, University of Cambridge.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller & Sebastian Schmidt, 2021. "The Exchange Rate Insulation Puzzle," ECONtribute Discussion Papers Series 060, University of Bonn and University of Cologne, Germany.
- Corsetti, Giancarlo & Kuester, Keith & Müller, Gernot J. & Schmidt, Sebastian, 2021. "The exchange rate insulation puzzle," Working Paper Series 2630, European Central Bank.
Cited by:
- Wellmann, Susanne, 2023. "The Phillips curve in the euro area: New evidence using country-level data," University of Tübingen Working Papers in Business and Economics 156, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2021.
"Global Risk and the Dollar,"
CEPR Discussion Papers
16245, C.E.P.R. Discussion Papers.
- Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2021. "Global risk and the dollar," Working Paper Series 2628, European Central Bank.
- Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023. "Global Risk and the Dollar," Discussion Papers of DIW Berlin 2057, DIW Berlin, German Institute for Economic Research.
- Hongyi Chen & Peter Tillmann, 2022. "Lockdown Spillovers," MAGKS Papers on Economics 202215, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023. "Dollar Trinity and the Global Financial Cycle," Discussion Papers of DIW Berlin 2058, DIW Berlin, German Institute for Economic Research.
- Corbo, Vesna & Di Casola, Paola, 2022. "Drivers of consumer prices and exchange rates in small open economies," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Di Casola, Paola & Stockhammar, Pär, 2021. "When domestic and foreign QE overlap: evidence from Sweden," Working Paper Series 404, Sveriges Riksbank (Central Bank of Sweden).
- Pierre Olivier Gourinchas, 2023. "International Macroeconomics: From the Great Financial Crisis to COVID-19, and Beyond," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 1-34, March.
- Chen, Hongyi & Tillmann, Peter, 2023. "Lockdown spillovers," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Michele Ca’ Zorzi & Luca Dedola & Georgios Georgiadis & Marek Jarocinski & Livio Stracca & Georg Strasser, 2023. "Making Waves: Monetary Policy and Its Asymmetric Transmission in a Globalized World," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 95-144, June.
- Aquilante, Tommaso & Di Pace, Federico & Masolo, Riccardo M., 2022. "Exchange-rate and news: Evidence from the COVID pandemic," Economics Letters, Elsevier, vol. 213(C).
- Marek Ignaszak & Philip Jung & Keith Kuester, 2020.
"Federal unemployment reinsurance and local labor-market policies,"
ECONtribute Discussion Papers Series
040, University of Bonn and University of Cologne, Germany.
- Kuester, Keith & Jung, Philip & Ignaszak, Marek, 2020. "Federal unemployment reinsurance and local labor-market policies," CEPR Discussion Papers 15465, C.E.P.R. Discussion Papers.
- Ignaszak, Marek & Jung, Philip & Kuester, Keith, 2020. "Federal Unemployment Reinsurance and Local Labor-Market Policies," IZA Discussion Papers 13886, Institute of Labor Economics (IZA).
Cited by:
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2021.
"Risk sharing in currency unions: The migration channel,"
University of Tübingen Working Papers in Business and Economics
144, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Müller, Gernot & Kohler, Wilhelm & Wellmann, Susanne, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CEPR Discussion Papers 16178, C.E.P.R. Discussion Papers.
- Wilhelm Kohler & Gernot Müller & Susanne Wellmann, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CESifo Working Paper Series 8982, CESifo.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2023. "Risk sharing in currency unions: The migration channel," European Economic Review, Elsevier, vol. 158(C).
- Jung, Philip & Korfmann, Philipp & Preugschat, Edgar, 2021.
"Optimal Regional Labor Market Policies,"
IZA Discussion Papers
14204, Institute of Labor Economics (IZA).
- Jung, Philip & Korfmann, Philipp & Preugschat, Edgar, 2023. "Optimal regional labor market policies," European Economic Review, Elsevier, vol. 152(C).
- Alexander Dietrich & Keith Kuester & Gernot J. Müller & Raphael Schoenle, 2020.
"News and Uncertainty about COVID-19: Survey Evidence and Short-Run Economic Impact,"
Working Papers
20-12R, Federal Reserve Bank of Cleveland, revised 22 Dec 2021.
- Dietrich, Alexander M. & Kuester, Keith & Müller, Gernot J. & Schoenle, Raphael, 2022. "News and uncertainty about COVID-19: Survey evidence and short-run economic impact," Journal of Monetary Economics, Elsevier, vol. 129(S), pages 35-51.
- Müller, Gernot & Dietrich, Alexander & Kuester, Keith & Schoenle, Raphael, 2021. "News and uncertainty about COVID-19: Survey evidence and short-run economic impact," CEPR Discussion Papers 16766, C.E.P.R. Discussion Papers.
- Alexander M. Dietrich & Keith Kuester & Gernot J. Müller & Raphael S. Schoenle, 2020. "News and uncertainty about COVID-19: Survey evidence and short-run economic impact," ECONtribute Policy Brief Series 004, University of Bonn and University of Cologne, Germany.
Cited by:
- Alexander Bick & Adam Blandin, 2020. "The Labor Market Impact of a Pandemic: Validation and Application of a Do-It-Yourself CPS," Working Papers 2031, Federal Reserve Bank of Dallas.
- Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022.
"Testing big data in a big crisis: Nowcasting under COVID-19,"
Working Papers
2022-06, Joint Research Centre, European Commission.
- Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2023. "Testing big data in a big crisis: Nowcasting under Covid-19," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1548-1563.
- PINSHI, Christian P. & MALATA, Alain, 2020. "Canal d’incertitude de la COVID-19 : Quelles stratégies et tactiques pour la politique monétaire ? [COVID-19 Uncertainty Channel: What Strategies and Tactics for Monetary Policy?]," MPRA Paper 109313, University Library of Munich, Germany.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020.
"The Cost of the COVID-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending,"
IZA Discussion Papers
13224, Institute of Labor Economics (IZA).
- Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2020. "The Cost of the COVID-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending," Working Papers 2020-60, Becker Friedman Institute for Research In Economics.
- Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2020. "The Cost of the Covid-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending," NBER Working Papers 27141, National Bureau of Economic Research, Inc.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020. "The Cost of the Covid-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending," Department of Economics, Working Paper Series qt6m95b34x, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020. "The Cost of the COVID-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending," Department of Economics, Working Paper Series qt69b8w79w, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Olivier Coibion & Yuriy Gorodnichenko & Michael Weber & Michael Weber, 2020. "The Cost of the Covid-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending," CESifo Working Paper Series 8292, CESifo.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020. "The Cost of the COVID-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending," Department of Economics, Working Paper Series qt2w66q61b, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020. "The Cost of the COVID-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending," Department of Economics, Working Paper Series qt4jn1x65h, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Balcaen, Pieter & Buts, Caroline & Bois, Cind Du & Tkacheva, Olesya, 2023. "The effect of disinformation about COVID-19 on consumer confidence: Insights from a survey experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 102(C).
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020.
"Labor Markets During the COVID-19 Crisis: A Preliminary View,"
Department of Economics, Working Paper Series
qt4cc4w1hg, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Olivier Coibion & Yuriy Gorodnichenko & Michael Weber & Michael Weber, 2020. "Labor Markets during the Covid-19 Crisis: A Preliminary View," CESifo Working Paper Series 8238, CESifo.
- Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2020. "Labor Markets During the COVID-19 Crisis: A Preliminary View," NBER Working Papers 27017, National Bureau of Economic Research, Inc.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020. "Labor Markets During the Covid-19 Crisis: A Preliminary View," Department of Economics, Working Paper Series qt9ms1v2hp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020. "Labor Markets during the COVID-19 Crisis: A Preliminary View," IZA Discussion Papers 13139, Institute of Labor Economics (IZA).
- Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2020. "Labor Markets During the COVID-19 Crisis: A Preliminary View," Working Papers 2020-41, Becker Friedman Institute for Research In Economics.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020. "Labor Markets During the Covid-19 Crisis: A Preliminary View," Department of Economics, Working Paper Series qt7rx7t91p, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Christian Bayer & Benjamin Born & Ralph Luetticke & Gernot J Müller, 2023.
"The Coronavirus Stimulus Package: How Large is the Transfer Multiplier,"
The Economic Journal, Royal Economic Society, vol. 133(652), pages 1318-1347.
- Born, Benjamin & Bayer, Christian & Luetticke, Ralph & Müller, Gernot, 2022. "The Coronavirus Stimulus Package: How large is the transfer multiplier?," CEPR Discussion Papers 14600, C.E.P.R. Discussion Papers.
- Bracarense, Lílian dos Santos Fontes Pereira & Oliveira, Renata Lúcia Magalhães de, 2021. "Access to urban activities during the Covid-19 pandemic and impacts on urban mobility: The Brazilian context," Transport Policy, Elsevier, vol. 110(C), pages 98-111.
- Michael Weber & Yuriy Gorodnichenko & Olivier Coibion, 2022.
"The Expected, Perceived, and Realized Inflation of U.S. Households before and during the COVID19 Pandemic,"
NBER Working Papers
29640, National Bureau of Economic Research, Inc.
- Michael Weber & Yuriy Gorodnichenko & Olivier Coibion, 2023. "The Expected, Perceived, and Realized Inflation of US Households Before and During the COVID19 Pandemic," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 326-368, March.
- Weber, Michael & Gorodnichenko, Yuriy & Coibion, Olivier, 2022. "The Expected, Perceived, and Realized Inflation of U.S. Households before and during the COVID-19 Pandemic," IZA Discussion Papers 15027, Institute of Labor Economics (IZA).
- Weber, Michael & Gorodnichenko, Yuriy, 2022. "The Expected, Perceived, and Realized Inflation of U.S. Households before and during the COVID19 Pandemic," CEPR Discussion Papers 16930, C.E.P.R. Discussion Papers.
- Gert Peersman & Joris Wauters, 2022.
"Heterogeneous household responses to energy price shocks,"
Working Paper Research
416, National Bank of Belgium.
- Gert Peersman & Joris Wauters, 2022. "Heterogeneous Household Responses to Energy Price Shocks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 22/1058, Ghent University, Faculty of Economics and Business Administration.
- Gert Peersman & Joris Wauters, 2022. "Heterogeneous Household Responses to Energy Price Shocks," CESifo Working Paper Series 10157, CESifo.
- Alexander Dietrich & Edward S. Knotek & Michael McMain & Kristian Ove R. Myrseth & Raphael Schoenle & Michael Weber, 2021. "Expected Post-Pandemic Consumption and Scarred Expectations from COVID-19," Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2021(11), pages 1-8, April.
- Pablo Aguilar, 2021. "Consumption recovery in 2021: an analysis drawing on consumer expectations," Economic Bulletin, Banco de España, issue 3/2021.
- Sangyup Choi & Jeeyeon Phi, 2023.
"Impact of Uncertainty Shocks on Income and Wealth Inequality,"
CAMA Working Papers
2023-33, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sangyup Choi & Jeeyeon Phi, 2022. "Impact of Uncertainty Shocks on Income and Wealth Inequality," Working papers 2022rwp-196, Yonsei University, Yonsei Economics Research Institute.
- Miescu, Mirela & Rossi, Raffaele, 2021.
"COVID-19-induced shocks and uncertainty,"
European Economic Review, Elsevier, vol. 139(C).
- Mirela Miescu & Raffaele Rossi, 2020. "COVID-19-Induced Shocks and Uncertainty," Economics Discussion Paper Series 2013, Economics, The University of Manchester, revised Aug 2021.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2022.
"Does Policy Communication during COVID Work?,"
Department of Economics, Working Paper Series
qt5wh5w14k, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2020. "Does Policy Communication During Covid Work?," NBER Working Papers 27384, National Bureau of Economic Research, Inc.
- Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2020. "Does Policy Communication During COVID Work?," Working Papers 2020-76, Becker Friedman Institute for Research In Economics.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020. "Does Policy Communication During Covid Work?," Department of Economics, Working Paper Series qt7t8237jb, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Coibion, O & Gorodnichenko, Y & Weber, M, 2022. "Does Policy Communication during COVID Work?," Department of Economics, Working Paper Series qt0zp1944k, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Coibion, Olivier & Gorodnichenko, Yuriy & Weber, Michael, 2020. "Does Policy Communication During COVID Work?," Department of Economics, Working Paper Series qt19b8p8g1, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Olivier Coibion & Yuriy Gorodnichenko & Michael Weber & Michael Weber, 2020. "Does Policy Communication During Covid Work?," CESifo Working Paper Series 8369, CESifo.
- Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2022. "Does Policy Communication during COVID Work?," International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 3-39, March.
- Coibion, Olivier & Georgarakos, Dimitris & Gorodnichenko, Yuriy & Kenny, Geoff & Weber, Michael, 2021.
"The effect of macroeconomic uncertainty on household spending,"
Working Paper Series
2557, European Central Bank.
- Olivier Coibion & Dimitris Georgarakos & Yuriy Gorodnichenko & Geoff Kenny & Michael Weber, 2021. "The Effect of Macroeconomic Uncertainty on Household Spending," NBER Working Papers 28625, National Bureau of Economic Research, Inc.
- Coibion, Olivier & Georgarakos, Dimitris & Gorodnichenko, Yuriy & Kenny, Geoff & Weber, Michael, 2021. "The Effect of Macroeconomic Uncertainty on Household Spending," IZA Discussion Papers 14213, Institute of Labor Economics (IZA).
- Olivier Coibion & Dimitris Georgarakos & Yuriy Gorodnichenko & Geoff Kenny & Michael Weber, 2024. "The Effect of Macroeconomic Uncertainty on Household Spending," American Economic Review, American Economic Association, vol. 114(3), pages 645-677, March.
- Gorodnichenko, Yuriy & Georgarakos, Dimitris & Kenny, Geoff & Weber, Michael, 2021. "The Effect of Macroeconomic Uncertainty on Household Spending," CEPR Discussion Papers 15966, C.E.P.R. Discussion Papers.
- Faia, Ester & Fuster, Andreas & Pezone, Vincenzo & Zafar, Basit, 2021.
"Biases in information selection and processing: Survey evidence from the pandemic,"
SAFE Working Paper Series
307, Leibniz Institute for Financial Research SAFE.
- Faia, Ester & Fuster, Andreas & Pezone, Vincenzo & Zafar, Basit, 2022. "Biases in information selection and processing: Survey evidence from the pandemic," Other publications TiSEM 6a968e65-aa7e-4929-bba2-e, Tilburg University, School of Economics and Management.
- Ester Faia & Andreas Fuster & Vincenzo Pezone & Basit Zafar, 2021. "Biases in Information Selection and Processing: Survey Evidence from the Pandemic," NBER Working Papers 28484, National Bureau of Economic Research, Inc.
- Faia, Ester & Pezone, Vincenzo & Zafar, Basit, 2021. "Biases in Information Selection and Processing: Survey Evidence from the Pandemic," CEPR Discussion Papers 15774, C.E.P.R. Discussion Papers.
- Aissa Djedaiet & Hicham Ayad, "undated". "The double whammy of COVID-19 and oil price collapse: Spillover effects on inflation and exchange rates," Review of Socio - Economic Perspectives 202206, Reviewsep.
- Christoph Albert & Andrea Caggese & Beatriz González & Victor Martin-Sanchez, 2022.
"Income Inequality and Entrepreneurship: Lessons from the 2020 COVID-19 Recession,"
Working Papers
1377, Barcelona School of Economics.
- Christoph Albert & Andrea Caggese & Beatriz González & Victor Martin-Sanchez, 2022. "Income inequality and entrepreneurship: Lessons from the 2020 COVID-19 recession," Economics Working Papers 1852, Department of Economics and Business, Universitat Pompeu Fabra.
- Albert, Christoph & Caggese, Andrea & González, Beatriz & Martin-Sanchez, Victor, 2023. "Income inequality and entrepreneurship: Lessons from the 2020 COVID-19 recession," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Brent H. Meyer & Brian Prescott & Xuguang Simon Sheng, 2020.
"The Impact of the COVID-19 Pandemic on Business Expectations,"
Working Papers
2020-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Brent Meyer & Brian Prescott & Xuguang Sheng, 2020. "The Impact of the COVID-19 Pandemic on Business Expectations," FRB Atlanta Working Paper 2020-17, Federal Reserve Bank of Atlanta.
- Meyer, Brent H. & Prescott, Brian & Sheng, Xuguang Simon, 2022. "The impact of the COVID-19 pandemic on business expectations," International Journal of Forecasting, Elsevier, vol. 38(2), pages 529-544.
- Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2023. "The confidence channel of U.S. financial uncertainty: Evidence from industry-level data," Economic Modelling, Elsevier, vol. 129(C).
- Katharina Allinger & Fabio Rumler, 2023. "Inflation Expectations in CESEE: The Role of Sentiment and Experiences (Katharina Allinger, Fabio Rumler)," Working Papers 247, Oesterreichische Nationalbank (Austrian Central Bank).
- Armenak Antinyan & Thomas Bassetti & Luca Corazzini & Filippo Pavesi, 2020. "Trust in the Healthcare System and COVID-19 Treatment in the Developing World. Survey and Experimental Evidence from Armenia," Working Papers 2020:10, Department of Economics, University of Venice "Ca' Foscari".
- Armantier, Olivier & Koşar, Gizem & Pomerantz, Rachel & Skandalis, Daphné & Smith, Kyle & Topa, Giorgio & van der Klaauw, Wilbert, 2021.
"How economic crises affect inflation beliefs: Evidence from the Covid-19 pandemic,"
Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 443-469.
- Olivier Armantier & Gizem Koşar & Rachel Pomerantz & Daphne Skandalis & Kyle Smith & Giorgio Topa & Wilbert Van der Klaauw, 2020. "How Economic Crises Affect Inflation Beliefs: Evidence from the COVID-19 Pandemic," Staff Reports 949, Federal Reserve Bank of New York.
- Ambrocio, Gene & Hasan, Iftekhar, 2022. "Belief polarization and Covid-19," Bank of Finland Research Discussion Papers 10/2022, Bank of Finland.
- Coleman, Winnie & Nautz, Dieter, 2021.
"Inflation expectations, inflation target credibility and the COVID-19 pandemic: New evidence from Germany,"
Discussion Papers
2021/12, Free University Berlin, School of Business & Economics.
- Coleman, Winnie & Nautz, Dieter, 2021. "Inflation expectations, inflation target credibility and the COVID-19 pandemic: New evidence from Germany," CFS Working Paper Series 658, Center for Financial Studies (CFS).
- MORIKAWA Masayuki, 2022. "Uncertainty of Firms' Medium-term Outlook during the COVID-19 Pandemic," Discussion papers 22079, Research Institute of Economy, Trade and Industry (RIETI).
- Ewa Stanisławska & Maritta Paloviita, 2021.
"Medium- vs. short-term consumer inflation expectations: evidence from a new euro area survey,"
NBP Working Papers
338, Narodowy Bank Polski.
- Stanisławska, Ewa & Paloviita, Maritta, 2021. "Medium- vs. short-term consumer inflation expectations: Evidence from a new euro area survey," Bank of Finland Research Discussion Papers 10/2021, Bank of Finland.
- Tomás Gómez RodrÃguez & Humberto RÃos BolÃvar & Adriana Zambrano Reyes, 2021. "Volatilidad y COVID-19: evidencia empÃrica internacional," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(3), pages 1-20, Julio - S.
- Coleman, Winnie & Nautz, Dieter, 2022.
"Inflation target credibility in times of high inflation,"
Discussion Papers
2022/5, Free University Berlin, School of Business & Economics.
- Coleman, Winnie & Nautz, Dieter, 2023. "Inflation target credibility in times of high inflation," Economics Letters, Elsevier, vol. 222(C).
- Pengpeng Yue & Aslihan Gizem Korkmaz & Zhichao Yin & Haigang Zhou, 2021. "Household-owned Businesses’ Vulnerability to the COVID-19 Pandemic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(6), pages 1662-1674, May.
- Stefan Schiman & Atanas Pekanov, 2020. "Uncertainty in the Euro Area During the First Wave of the COVID-19 Pandemic," WIFO Studies, WIFO, number 66708, February.
- David Finck & Peter Tillmann, 2022. "Pandemic Shocks and Household Spending," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 273-299, April.
- Schoenle, Raphael & Dietrich, Alexander & Müller, Gernot, 2022.
"The Expectations Channel of Climate Change: Implications for Monetary Policy,"
CEPR Discussion Papers
15866, C.E.P.R. Discussion Papers.
- Müller, Gernot & Dietrich, Alexander & Schoenle, Raphael, 2021. "The Expectations Channel of Climate Change:Implications for Monetary Policy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242446, Verein für Socialpolitik / German Economic Association.
- Lena Dräger & Michael J. Lamla & Michael Lamla, 2023.
"Consumers' Macroeconomic Expectations,"
CESifo Working Paper Series
10709, CESifo.
- Dräger, Lena & Lamla, Michael J., 2023. "Consumers' Macroeconomic Expectations," Hannover Economic Papers (HEP) dp-714, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Willem THORBECKE, 2023. "The Impact of Monetary Policy on the U.S. Stock Market since the Pandemic," Discussion papers 23054, Research Institute of Economy, Trade and Industry (RIETI).
- Johannes Blum & Martin Mosler & Niklas Potrafke & Fabian Ruthardt, 2020. "Economists Panel: How Do Economists Assess the Economic Policy Responses to the Coronavirus Crisis?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 73(04), pages 48-51, April.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2017.
"Fixed on Flexible Rethinking Exchange Rate Regimes after the Great Recession,"
Discussion Papers
1721, Centre for Macroeconomics (CFM).
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2017. "Fixed on Flexible: Rethinking Exchange Rate Regimes after the Great Recession," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(3), pages 586-632, August.
- Müller, Gernot & Corsetti, Giancarlo & Kuester, Keith, 2017. "Fixed on Flexible: Rethinking Exchange Rate Regimes after the Great Recession," CEPR Discussion Papers 12197, C.E.P.R. Discussion Papers.
- Corsetti, G. & Kuester, K & Müller, G. J., 2017. "Fixed on Flexible Rethinking Exchange Rate Regimes after the Great Recession," Cambridge Working Papers in Economics 1729, Faculty of Economics, University of Cambridge.
Cited by:
- Alex Haberis & Anna Lipińska, 2020. "A Welfare‐Based Analysis of International Monetary Policy Spillovers at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1107-1145, August.
- Corsetti, G. & Mavroeidi, E. & Thwaites, G. & Wolf, M., 2016.
"Step away from the zero lower bound: Small open economies in a world of secular stagnation,"
Cambridge Working Papers in Economics
1645, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2019. "Step away from the zero lower bound: Small open economies in a world of secular stagnation," Journal of International Economics, Elsevier, vol. 116(C), pages 88-102.
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2017. "Step away from the zero lower bound: small open economies in a world of secular stagnation," CEPR Discussion Papers 12189, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Eleonora Mavroeidi & Gregory Thwaites & Martin Wolf, 2017. "Step away from the zero lower bound: Small open economies in a world of secular stagnation," Discussion Papers 1722, Centre for Macroeconomics (CFM).
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2017. "Step away from the zero lower bound: Small open economies in a world of secular stagnation," LSE Research Online Documents on Economics 86153, London School of Economics and Political Science, LSE Library.
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2017. "Step away from the zero lower bound: small open economies in a world of secular stagnation," Bank of England working papers 666, Bank of England.
- Thomas Barnebeck Andersen, 2023. "The Cost of a Currency Peg during the Great Recession," Open Economies Review, Springer, vol. 34(2), pages 255-279, April.
- Corsetti, Giancarlo & Kuester, Keith & Müller, Gernot J. & Schmidt, Sebastian, 2021.
"The exchange rate insulation puzzle,"
Working Paper Series
2630, European Central Bank.
- Corsetti, G. & Kuester, K. & Müller, G. J. & Schmidt, S., 2021. "The Exchange Rate Insulation Puzzle," Cambridge Working Papers in Economics 2109, Faculty of Economics, University of Cambridge.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller & Sebastian Schmidt, 2021. "The Exchange Rate Insulation Puzzle," ECONtribute Discussion Papers Series 060, University of Bonn and University of Cologne, Germany.
- Kuester, Keith & Corsetti, Giancarlo & Müller, Gernot & Schmidt, Sebastian, 2021. "The Exchange Rate Insulation Puzzle," CEPR Discussion Papers 15689, C.E.P.R. Discussion Papers.
- Terrones, Marco E., 2019.
"Do Fixers Perform Worse than Non-Fixers during Global Recessions and Recoveries?,"
MPRA Paper
91783, University Library of Munich, Germany.
- Terrones, Marco E., 2020. "Do fixers perform worse than non-fixers during global recessions and recoveries?," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Marco E. Terrones, 2019. "Do Fixers Perform Worse than Non-Fixers during Global Recessions and Recoveries?," Working Papers 139, Peruvian Economic Association.
- Markus Brueckner & Evi Pappa & Ákos Valentinyi, 2023. "Geographic Cross‐Sectional Fiscal Spending Multipliers and the Role of Local Autonomy: Evidence from European Regions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1357-1396, September.
- Rohit, Abhishek Kumar & Dash, Pradyumna, 2019. "Dynamics of monetary policy spillover: The role of exchange rate regimes," Economic Modelling, Elsevier, vol. 77(C), pages 276-288.
- Pappa, Evi & Valentinyi, Akos & Brueckner, Markus, 2019. "Local Autonomy and Government Spending Multipliers: Evidence from European Regions," CEPR Discussion Papers 14106, C.E.P.R. Discussion Papers.
- Ali, Syed Zahid & Anwar, Sajid, 2022. "Risk-premium shocks and the prudent exchange rate policy," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 97-122.
- Hettig, Thomas & Müller, Gernot J., 2018.
"Fiscal policy coordination in currency unions at the effective lower bound,"
Journal of International Economics, Elsevier, vol. 115(C), pages 80-98.
- Müller, Gernot, 2017. "Fiscal policy coordination in currency unions at the effective lower bound," CEPR Discussion Papers 11780, C.E.P.R. Discussion Papers.
- Victor Shevchuk & Roman Kopych, 2021. "Exchange Rate Volatility, Currency Misalignment, and Risk of Recession in the Central and Eastern European Countries," Risks, MDPI, vol. 9(5), pages 1-19, May.
- Maurice Obstfeld, 2020.
"Harry Johnson's “Case for flexible exchange rates”—50 years later,"
Manchester School, University of Manchester, vol. 88(S1), pages 86-113, September.
- Maurice Obstfeld, 2020. "Harry Johnson’s “Case for Flexible Exchange Rates” – 50 Years Later," NBER Working Papers 26874, National Bureau of Economic Research, Inc.
- Lena Kraus & Jürgen Beier & Bernhard Herz, 2019. "Sudden stops in a currency union – some lessons from the euro area," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 115-138, February.
- Tarashev, Nikola & Zabai, Anna, 2019. "When pegging is a commitment device: Revisiting conventional wisdom about currency crises," Journal of International Economics, Elsevier, vol. 118(C), pages 233-247.
- Schmidt, Sebastian, 2018. "Time-consistent monetary policy, terms of trade manipulation and welfare in open economies," Working Paper Series 2128, European Central Bank.
- Corsetti, Giancarlo & Kuester, Keith & Müller, Gernot J., 2017.
"Fixed on flexible rethink exchange rate regimes after the Great Recession,"
LSE Research Online Documents on Economics
86154, London School of Economics and Political Science, LSE Library.
Cited by:
- Alex Haberis & Anna Lipińska, 2020. "A Welfare‐Based Analysis of International Monetary Policy Spillovers at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1107-1145, August.
- Corsetti, G. & Mavroeidi, E. & Thwaites, G. & Wolf, M., 2016.
"Step away from the zero lower bound: Small open economies in a world of secular stagnation,"
Cambridge Working Papers in Economics
1645, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2019. "Step away from the zero lower bound: Small open economies in a world of secular stagnation," Journal of International Economics, Elsevier, vol. 116(C), pages 88-102.
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2017. "Step away from the zero lower bound: small open economies in a world of secular stagnation," CEPR Discussion Papers 12189, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Eleonora Mavroeidi & Gregory Thwaites & Martin Wolf, 2017. "Step away from the zero lower bound: Small open economies in a world of secular stagnation," Discussion Papers 1722, Centre for Macroeconomics (CFM).
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2017. "Step away from the zero lower bound: Small open economies in a world of secular stagnation," LSE Research Online Documents on Economics 86153, London School of Economics and Political Science, LSE Library.
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2017. "Step away from the zero lower bound: small open economies in a world of secular stagnation," Bank of England working papers 666, Bank of England.
- Thomas Barnebeck Andersen, 2023. "The Cost of a Currency Peg during the Great Recession," Open Economies Review, Springer, vol. 34(2), pages 255-279, April.
- Corsetti, Giancarlo & Kuester, Keith & Müller, Gernot J. & Schmidt, Sebastian, 2021.
"The exchange rate insulation puzzle,"
Working Paper Series
2630, European Central Bank.
- Corsetti, G. & Kuester, K. & Müller, G. J. & Schmidt, S., 2021. "The Exchange Rate Insulation Puzzle," Cambridge Working Papers in Economics 2109, Faculty of Economics, University of Cambridge.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller & Sebastian Schmidt, 2021. "The Exchange Rate Insulation Puzzle," ECONtribute Discussion Papers Series 060, University of Bonn and University of Cologne, Germany.
- Kuester, Keith & Corsetti, Giancarlo & Müller, Gernot & Schmidt, Sebastian, 2021. "The Exchange Rate Insulation Puzzle," CEPR Discussion Papers 15689, C.E.P.R. Discussion Papers.
- Terrones, Marco E., 2019.
"Do Fixers Perform Worse than Non-Fixers during Global Recessions and Recoveries?,"
MPRA Paper
91783, University Library of Munich, Germany.
- Terrones, Marco E., 2020. "Do fixers perform worse than non-fixers during global recessions and recoveries?," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Marco E. Terrones, 2019. "Do Fixers Perform Worse than Non-Fixers during Global Recessions and Recoveries?," Working Papers 139, Peruvian Economic Association.
- Markus Brueckner & Evi Pappa & Ákos Valentinyi, 2023. "Geographic Cross‐Sectional Fiscal Spending Multipliers and the Role of Local Autonomy: Evidence from European Regions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1357-1396, September.
- Rohit, Abhishek Kumar & Dash, Pradyumna, 2019. "Dynamics of monetary policy spillover: The role of exchange rate regimes," Economic Modelling, Elsevier, vol. 77(C), pages 276-288.
- Pappa, Evi & Valentinyi, Akos & Brueckner, Markus, 2019. "Local Autonomy and Government Spending Multipliers: Evidence from European Regions," CEPR Discussion Papers 14106, C.E.P.R. Discussion Papers.
- Ali, Syed Zahid & Anwar, Sajid, 2022. "Risk-premium shocks and the prudent exchange rate policy," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 97-122.
- Hettig, Thomas & Müller, Gernot J., 2018.
"Fiscal policy coordination in currency unions at the effective lower bound,"
Journal of International Economics, Elsevier, vol. 115(C), pages 80-98.
- Müller, Gernot, 2017. "Fiscal policy coordination in currency unions at the effective lower bound," CEPR Discussion Papers 11780, C.E.P.R. Discussion Papers.
- Maurice Obstfeld, 2020.
"Harry Johnson's “Case for flexible exchange rates”—50 years later,"
Manchester School, University of Manchester, vol. 88(S1), pages 86-113, September.
- Maurice Obstfeld, 2020. "Harry Johnson’s “Case for Flexible Exchange Rates” – 50 Years Later," NBER Working Papers 26874, National Bureau of Economic Research, Inc.
- Tarashev, Nikola & Zabai, Anna, 2019. "When pegging is a commitment device: Revisiting conventional wisdom about currency crises," Journal of International Economics, Elsevier, vol. 118(C), pages 233-247.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2016.
"The Case for Flexible Exchange Rates in a Great Recession,"
Cambridge Working Papers in Economics
1644, Faculty of Economics, University of Cambridge.
- Müller, Gernot & Kuester, Keith & Corsetti, Giancarlo, 2016. "The Case for Flexible Exchange Rates in a Great Recession," CEPR Discussion Papers 11432, C.E.P.R. Discussion Papers.
Cited by:
- 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).
- Corsetti, G. & Mavroeidi, E. & Thwaites, G. & Wolf, M., 2016.
"Step away from the zero lower bound: Small open economies in a world of secular stagnation,"
Cambridge Working Papers in Economics
1645, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2019. "Step away from the zero lower bound: Small open economies in a world of secular stagnation," Journal of International Economics, Elsevier, vol. 116(C), pages 88-102.
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2017. "Step away from the zero lower bound: small open economies in a world of secular stagnation," CEPR Discussion Papers 12189, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Eleonora Mavroeidi & Gregory Thwaites & Martin Wolf, 2017. "Step away from the zero lower bound: Small open economies in a world of secular stagnation," Discussion Papers 1722, Centre for Macroeconomics (CFM).
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2017. "Step away from the zero lower bound: Small open economies in a world of secular stagnation," LSE Research Online Documents on Economics 86153, London School of Economics and Political Science, LSE Library.
- Corsetti, Giancarlo & Mavroeidi, Eleonora & Thwaites, Gregory & Wolf, Martin, 2017. "Step away from the zero lower bound: small open economies in a world of secular stagnation," Bank of England working papers 666, Bank of England.
- Thomas Barnebeck Andersen, 2023. "The Cost of a Currency Peg during the Great Recession," Open Economies Review, Springer, vol. 34(2), pages 255-279, April.
- Perri, Fabrizio & Amador, Manuel & Bocola, Luigi & Bianchi, Javier, 2017.
"Exchange Rate Policies at the Zero Lower Bound,"
CEPR Discussion Papers
11928, C.E.P.R. Discussion Papers.
- Manuel Amador & Javier Bianchi & Luigi Bocola & Fabrizio Perri, 2017. "Exchange Rate Policies at the Zero Lower Bound," NBER Working Papers 23266, National Bureau of Economic Research, Inc.
- Manuel Amador & Javier Bianchi & Luigi Bocola & Fabrizio Perri, 2017. "Exchange Rate Policies at the Zero Lower Bound," Working Papers 740, Federal Reserve Bank of Minneapolis.
- Manuel Amador & Javier Bianchi & Luigi Bocola & Fabrizio Perri, 2020. "Exchange Rate Policies at the Zero Lower Bound," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(4), pages 1605-1645.
- Vadym Lepetyuk & Lilia Maliar & Serguei Maliar, 2017. "Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?," Staff Working Papers 17-21, Bank of Canada.
- Kuester, Keith & Gornemann, Nils & Nakajima, Makoto, 2016.
"Doves for the Rich, Hawks for the Poor? Distributional Consequences of Monetary Policy,"
CEPR Discussion Papers
11233, C.E.P.R. Discussion Papers.
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2016. "Doves for the Rich, Hawks for the Poor? Distributional Consequences of Monetary Policy," International Finance Discussion Papers 1167, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Dolado, Juan J & Motyovszki, Gergo & Pappa, Evi, 2018.
"Monetary Policy and Inequality under Labor Market Frictions and Capital-Skill Complementarity,"
CEPR Discussion Papers
12734, C.E.P.R. Discussion Papers.
- Juan J. Dolado & Gergő Motyovszki & Evi Pappa, 2021. "Monetary Policy and Inequality under Labor Market Frictions and Capital-Skill Complementarity," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 292-332, April.
- Dolado, Juan J. & Motyovszki, Gergö & Pappa, Evi, 2018. "Monetary Policy and Inequality under Labor Market Frictions and Capital-Skill Complementarity," IZA Discussion Papers 11494, Institute of Labor Economics (IZA).
- Christian Moser & Farzad Saidi & Benjamin Wirth & Stefanie Wolter, 2021.
"Credit Supply, Firms, and Earnings Inequality,"
ECONtribute Discussion Papers Series
086, University of Bonn and University of Cologne, Germany.
- Moser, Christian & Saidi, Farzad & Wirth, Benjamin & Wolter, Stefanie, 2022. "Credit Supply, Firms, and Earnings Inequality," CEPR Discussion Papers 16123, C.E.P.R. Discussion Papers.
- Moser, Christian & Saidi, Farzad & Wirth, Benjamin & Wolter, Stefanie, 2020. "Credit Supply, Firms, and Earnings Inequality," MPRA Paper 100371, University Library of Munich, Germany.
- Martina Jašová & Caterina Mendicino & Ettore Panetti & José-Luis Peydró & Dominik Supera, 2022.
"Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registers,"
Working Papers
1338, Barcelona School of Economics.
- Martina Jasova & Caterina Mendicino & Ettore Panetti & José-Luis Peydró & Dominik Supera, 2021. "Monetary policy, labor income redistribution and the credit channel: Evidence from matched employer-employee and credit registers," Economics Working Papers 1832, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2023.
- Peydró, José-Luis & Jasova, Martina & Mendicino, Caterina & Panetti, Ettore & Supera, Dominik, 2021. "Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registe," CEPR Discussion Papers 16549, C.E.P.R. Discussion Papers.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021.
"Involuntary Unemployment and the Business Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Code and data files for "Involuntary Unemployment and the Business Cycle"," Computer Codes 18-447, Review of Economic Dynamics.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary unemployment and the business cycle," FRB Atlanta CQER Working Paper 2010-03, Federal Reserve Bank of Atlanta.
- Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2010. "Involuntary Unemployment and the Business Cycle," 2010 Meeting Papers 129, Society for Economic Dynamics.
- Mathias Trabandt & Karl Walentin & Lawrence Christiano, 2016. "Involuntary Unemployment and the Business Cycle," 2016 Meeting Papers 194, Society for Economic Dynamics.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Online Appendix to "Involuntary Unemployment and the Business Cycle"," Online Appendices 18-447, Review of Economic Dynamics.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary Unemployment and the Business Cycle," Working Paper Series 238, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2012.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary Unemployment and the Business Cycle," NBER Working Papers 15801, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary unemployment and the business cycle," Working Paper Series 1202, European Central Bank.
- Axelle Ferrière & Gaston Navarro, 2018.
"The Heterogeneous Effects of Government Spending : It’s All About Taxes,"
International Finance Discussion Papers
1237, Board of Governors of the Federal Reserve System (U.S.).
- Axelle Ferriere & Gaston Navarro, 2013. "The Heterogeneous Effects of Government Spending: It's All About Taxes," Working Papers 13-18, New York University, Leonard N. Stern School of Business, Department of Economics.
- Gaston Navarro & Axelle Ferriere, 2016. "The Heterogeneous Effects of Government Spending: It's All About Taxes," 2016 Meeting Papers 1286, Society for Economic Dynamics.
- MIYAKAWA Daisuke & OIKAWA Koki & UEDA Kozo, 2018.
"Reallocation Effects of Monetary Policy,"
Discussion papers
18056, Research Institute of Economy, Trade and Industry (RIETI).
- Daisuke Miyakawa & Koki Oikawa & Kozo Ueda, 2022. "Reallocation Effects Of Monetary Policy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(2), pages 947-975, May.
- Daisuke Miyakawa & Koki Oikawa & Kozo Ueda, 2020. "Reallocation effects of monetary policy," CAMA Working Papers 2020-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kozo Ueda, 2019. "Reallocation Effects of Monetary Policy," 2019 Meeting Papers 128, Society for Economic Dynamics.
- Ampudia, Miguel & Georgarakos, Dimitris & Slacalek, Jiri & Tristani, Oreste & Vermeulen, Philip & Violante, Giovanni L., 2018. "Monetary policy and household inequality," Working Paper Series 2170, European Central Bank.
- Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2016.
"Monetary Policy According to HANK,"
Working Papers
1602, Council on Economic Policies.
- Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2018. "Monetary Policy According to HANK," American Economic Review, American Economic Association, vol. 108(3), pages 697-743, March.
- Gianluca Violante & Benjamin Moll & Greg Kaplan, 2015. "Monetary Policy According to HANK," 2015 Meeting Papers 1507, Society for Economic Dynamics.
- Kaplan, Greg & Moll, Benjamin & Violante, Giovanni L., 2016. "Monetary policy according to HANK," Working Paper Series 1899, European Central Bank.
- Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2017. "Monetary Policy According to HANK," IMES Discussion Paper Series 17-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
- Greg Kaplan & Benjamin Moll & Giovanni L. Violante, 2016. "Monetary Policy According to HANK," NBER Working Papers 21897, National Bureau of Economic Research, Inc.
- Violante, Giovanni & Kaplan, Greg & Moll, Benjamin, 2016. "Monetary Policy According to HANK," CEPR Discussion Papers 11068, C.E.P.R. Discussion Papers.
- Sushant Acharya & Keshav Dogra, 2020.
"Understanding HANK: Insights From a PRANK,"
Econometrica, Econometric Society, vol. 88(3), pages 1113-1158, May.
- Sushant Acharya & Keshav Dogra, 2018. "Understanding HANK: Insights from a PRANK," 2018 Meeting Papers 539, Society for Economic Dynamics.
- Sushant Acharya & Keshav Dogra, 2018. "Understanding HANK: insights from a PRANK," Staff Reports 835, Federal Reserve Bank of New York.
- Tobias Broer & Niels-Jakob Harbo Hansen & Per Krusell & Erik Öberg, 2020.
"The New Keynesian Transmission Mechanism: A Heterogeneous-Agent Perspective,"
Post-Print
halshs-03058767, HAL.
- Tobias Broer & Niels-Jakob Harbo Hansen & Per Krusell & Erik Öberg, 2020. "The New Keynesian Transmission Mechanism: A Heterogeneous-Agent Perspective," PSE-Ecole d'économie de Paris (Postprint) halshs-03058767, HAL.
- Broer, Tobias & Öberg, Erik & Harbo Hansen, Niels-Jakob, 2016. "The New Keynesian Transmission Mechanism: A Heterogenous-Agent Perspective," CEPR Discussion Papers 11382, C.E.P.R. Discussion Papers.
- Tobias Broer & Niels-Jakob Harbo Hansen & Per Krusell & Erik Öberg, 2020. "The New Keynesian Transmission Mechanism: A Heterogeneous-Agent Perspective," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 77-101.
- Tobias Broer & Niels-Jakob H. Hansen & Per Krusell & Erik Öberg, 2016. "The New Keynesian Transmission Mechanism: A Heterogenous-Agent Perspective," NBER Working Papers 22418, National Bureau of Economic Research, Inc.
- Adrien Auclert, 2017.
"Monetary Policy and the Redistribution Channel,"
NBER Working Papers
23451, National Bureau of Economic Research, Inc.
- Adrien Auclert, 2017. "Monetary Policy and the Redistribution Channel," Working Papers 1706, Council on Economic Policies.
- Adrien Auclert, 2015. "Monetary Policy and the Redistribution Channel," 2015 Meeting Papers 381, Society for Economic Dynamics.
- Adrien Auclert, 2019. "Monetary Policy and the Redistribution Channel," American Economic Review, American Economic Association, vol. 109(6), pages 2333-2367, June.
- Bilbiie, Florin & Monacelli, Tommas & Perotti, Roberto, 2020. "Stabilization vs. Redistribution: the Optimal Monetary-Fiscal Mix," CEPR Discussion Papers 15199, C.E.P.R. Discussion Papers.
- Klein, Mathias & Winkler, Roland, 2017.
"Austerity, Inequality, and Private Debt Overhang,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168076, Verein für Socialpolitik / German Economic Association.
- Klein, Mathias & Winkler, Roland, 2019. "Austerity, inequality, and private debt overhang," European Journal of Political Economy, Elsevier, vol. 57(C), pages 89-106.
- Mathias Klein & Roland Winkler, 2017. "Austerity, Inequality, and Private Debt Overhang," Discussion Papers of DIW Berlin 1633, DIW Berlin, German Institute for Economic Research.
- Goodness C. Aye & Laurence Harris & Junior T. Chiweza, 2020. "Monetary policy and wealth inequality in South Africa: Evidence from tax administrative data," WIDER Working Paper Series wp-2020-174, World Institute for Development Economic Research (UNU-WIDER).
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2019.
"Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers,"
Post-Print
halshs-02503455, HAL.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2020. "Taking off into the wind: Unemployment risk and state-Dependent government spending multipliers," Post-Print halshs-03003593, HAL.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2019. "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Post-Print halshs-02353453, HAL.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2019. "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Post-Print halshs-02498579, HAL.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2019. "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Post-Print halshs-02418060, HAL.
- Albertini, Julien & Auray, Stéphane & Bouakez, Hafedh & Eyquem, Aurélien, 2021. "Taking off into the wind: Unemployment risk and state-Dependent government spending multipliers," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 990-1007.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2020. "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Working Papers 2002, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Julien ALBERTINI & Stéphane AURAY & Hafedh BOUAKEZ & Aurélien EYQUEM, 2020. "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Working Papers 2020-05, Center for Research in Economics and Statistics.
- Julien Albertini & Stéphane Auray & Hafedh Bouakez & Aurélien Eyquem, 2020. "Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers," Working Papers halshs-02452369, HAL.
- Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2018.
"On DSGE Models,"
Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 113-140, Summer.
- Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2018. "On DSGE Models," NBER Working Papers 24811, National Bureau of Economic Research, Inc.
- Serdar Ozkan & Kurt Mitman & Fatih Karahan & Aaron Hedlund, 2017.
"Monetary Policy, Heterogeneity, and the Housing Channel,"
2017 Meeting Papers
1610, Society for Economic Dynamics.
- Serdar Ozkan & Kurt Mitman & Fatih Karahan & Aaron Hedlund, 2016. "Monetary Policy, Heterogeneity and the Housing Channel," 2016 Meeting Papers 663, Society for Economic Dynamics.
- Mr. Tom Krebs & Mr. Martin Scheffel, 2017.
"Labor Market Institutions and the Cost of Recessions,"
IMF Working Papers
2017/087, International Monetary Fund.
- Krebs, Tom & Scheffel, Martin, 2016. "Labor Market Institutions and the Cost of Recessions," IZA Discussion Papers 10442, Institute of Labor Economics (IZA).
- Martin Scheffel & Tom Krebs, 2017. "Labor Market Institutions and the Cost of Recessions," 2017 Meeting Papers 1438, Society for Economic Dynamics.
- Tom Krebs & Martin Scheffel, 2016. "Labor Market Institutions and the Cost of Recessions," CESifo Working Paper Series 6262, CESifo.
- Aurélien Eyquem, 2020.
"The Macroeconomic Effects of Lockdown policies,"
Post-Print
halshs-02910895, HAL.
- Stéphane Auray & Aurélien Eyquem, 2020. "The macroeconomic effects of lockdown policies," Sciences Po publications info:hdl:2441/5e33qpbdeh9, Sciences Po.
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects Of Lockdown Policies," SciencePo Working papers Main hal-03389198, HAL.
- Auray, Stéphane & Eyquem, Aurélien, 2020. "The macroeconomic effects of lockdown policies," Journal of Public Economics, Elsevier, vol. 190(C).
- Stéphane Auray & Aurélien Eyquem, 2020. "The macroeconomic effects of lockdown policies," Post-Print halshs-03031554, HAL.
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects of Lockdown Policies," Documents de Travail de l'OFCE 2020-10, Observatoire Francais des Conjonctures Economiques (OFCE).
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects Of Lockdown Policies," Sciences Po publications 10/2020, Sciences Po.
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects Of Lockdown Policies," Working Papers hal-03389198, HAL.
- Aurélien Eyquem, 2020. "The Macroeconomic Effects of Lockdown policies," Post-Print halshs-02910892, HAL.
- Marco Casiraghi & Eugenio Gaiotti & Lisa Rodano & Alessandro Secchi, 2016.
"A “reverse Robin Hood”? The distributional implications of non-standard monetary policy for Italian households,"
Temi di discussione (Economic working papers)
1077, Bank of Italy, Economic Research and International Relations Area.
- Casiraghi, Marco & Gaiotti, Eugenio & Rodano, Lisa & Secchi, Alessandro, 2018. "A “reverse Robin Hood”? The distributional implications of non-standard monetary policy for Italian households," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 215-235.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2016.
"Nominal rigidities in debt and product markets,"
Working Papers
2016-17, Federal Reserve Bank of St. Louis.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2016. "Nominal Rigidities in Debt and Product Markets," NBER Working Papers 22613, National Bureau of Economic Research, Inc.
- Carlos Garriga & Finn E. Kydland & Roman Šustek, 2016. "Nominal Rigidities in Debt and Product Markets," Working Papers 801, Queen Mary University of London, School of Economics and Finance.
- Carlos Garriga & Finn E. Kydland & Roman Sustek, 2016. "Nominal rigidities in debt and product markets," Discussion Papers 1625, Centre for Macroeconomics (CFM).
- Garriga, Carlos & Kydland, Finn E. & Šustek, Roman, 2016. "Nominal rigidities in debt and product markets," LSE Research Online Documents on Economics 86223, London School of Economics and Political Science, LSE Library.
- Uroš Herman & Matija Lozej, 2023.
"Who Gets Jobs Matters: Monetary Policy and the Labour Market in HANK and SAM,"
Working Papers
halshs-04328572, HAL.
- Uroš Herman & Matija Lozej, 2023. "Who Gets Jobs Matters: Monetary Policy and the Labour Market in HANK and SAM," AMSE Working Papers 2334, Aix-Marseille School of Economics, France.
- Herman, Uroš & Lozej, Matija, 2023. "Who Gets Jobs Matters: Monetary Policy and the Labour Market in HANK and SAM," Research Technical Papers 10/RT/23, Central Bank of Ireland.
- Herman, Uroš & Lozej, Matija, 2023. "Who gets jobs matters: monetary policy and the labour market in HANK and SAM," Working Paper Series 2850, European Central Bank.
- Schasfoort, Joeri & Godin, Antoine & Bezemer, Dirk & Caiani, Alessandro & Kinsella, Stephen, 2017.
"Monetary Policy Transmission in a Macroeconomic Agent-Based Model,"
Research Report
17010-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Joeri Schasfoort & Antoine Godin & Dirk Bezemer & Alessandro Caiani & Stephen Kinsella, 2017. "Monetary Policy Transmission In A Macroeconomic Agent-Based Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 20(08), pages 1-35, December.
- Adam, Klaus & Tzamourani, Panagiota, 2016.
"Distributional consequences of asset price inflation in the Euro Area,"
European Economic Review, Elsevier, vol. 89(C), pages 172-192.
- Adam, Klaus & Tzamourani, Panagiota, 2015. "Distributional consequences of asset price inflation in the euro area," Discussion Papers 27/2015, Deutsche Bundesbank.
- Adam, Klaus & Tzamourani, Panagiota, 2015. "Distributional consequences of asset price inflation in the Euro area," Working Papers 15-15, University of Mannheim, Department of Economics.
- Adam, Klaus & Tzamourani, Panagiota, 2015. "Distributional Consequences of Asset Price Inflation in the Euro Area," CEPR Discussion Papers 10897, C.E.P.R. Discussion 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.
- Adrien Auclert & Ludwig Straub & Matthew Rognlie, 2019.
"Micro Jumps, Macro Humps: monetary policy and business cycles in an estimated HANK model,"
2019 Meeting Papers
1449, Society for Economic Dynamics.
- Auclert, Adrien & Rognlie, Matthew & Straub, Ludwig, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," CEPR Discussion Papers 14279, C.E.P.R. Discussion Papers.
- Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," NBER Working Papers 26647, National Bureau of Economic Research, Inc.
- Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," CESifo Working Paper Series 8051, CESifo.
- Simon Dikau & Ulrich Volz, 2019.
"Central Bank Mandates, Sustainability Objectives and the Promotion of Green Finance,"
Working Papers
222, Department of Economics, SOAS University of London, UK.
- Dikau, Simon & Volz, Ulrich, 2021. "Central bank mandates, sustainability objectives and the promotion of green finance," LSE Research Online Documents on Economics 109302, London School of Economics and Political Science, LSE Library.
- Simon Dikau & Ulrich Volz, 2020. "Central Bank Mandates, Sustainability Objectives and the Promotion of Green Finance," Working Papers 232, Department of Economics, SOAS University of London, UK.
- Dikau, Simon & Volz, Ulrich, 2021. "Central bank mandates, sustainability objectives and the promotion of green finance," Ecological Economics, Elsevier, vol. 184(C).
- Alina K Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2022.
"Monetary Policy and Racial Inequality,"
SciencePo Working papers Main
hal-03881327, HAL.
- Alina K Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2022. "Monetary Policy and Racial Inequality," Post-Print hal-03881327, HAL.
- Bartscher, Alina Kristin & Kuhn, Moritz & Schularick, Moritz & Wachtel, Paul, 2021. "Monetary Policy and Racial Inequality," LawFin Working Paper Series 15, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," Opportunity and Inclusive Growth Institute Working Papers 45, Federal Reserve Bank of Minneapolis.
- Kuhn, Moritz & Bartscher, Alina & Schularick, Moritz & Wachtel, Paul, 2021. "Monetary policy and racial inequality," CEPR Discussion Papers 15734, C.E.P.R. Discussion Papers.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," Staff Reports 959, Federal Reserve Bank of New York.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," ECONtribute Policy Brief Series 014, University of Bonn and University of Cologne, Germany.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," ECONtribute Discussion Papers Series 061, University of Bonn and University of Cologne, Germany.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Paul Wachtel, 2021. "Monetary Policy and Racial Inequality," CESifo Working Paper Series 8877, CESifo.
- Kilman, Josefin, 2020. "Monetary Policy and Income Inequality in the United States: The Role of Labor Unions," Working Papers 2020:10, Lund University, Department of Economics, revised 20 Sep 2022.
- Morten O. Ravn & Vincent Sterk, 2016.
"Macroeconomic Fluctuations with HANK & SAM: An Analytical Approach,"
Discussion Papers
1633, Centre for Macroeconomics (CFM).
- Ravn, Morten O. & Sterk, Vincent, 2016. "Macroeconomic fluctuations with HANK & SAM: an analytical approach," LSE Research Online Documents on Economics 86177, London School of Economics and Political Science, LSE Library.
- Morten O Ravn & Vincent Sterk, 2021. "Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach," Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 1162-1202.
- Vincent Sterk & Morten Ravn, 2017. "Macroeconomic Fluctuations with HANK & SAM: an Analytical Approach," 2017 Meeting Papers 1067, Society for Economic Dynamics.
- Ravn, Morten & Sterk, Vincent, 2016. "Macroeconomic Fluctuations with HANK & SAM: An Analytical Approach," CEPR Discussion Papers 11696, C.E.P.R. Discussion Papers.
- Mitman, Kurt & Broer, Tobias & Kramer, John, 2022.
"The Curious Incidence of Monetary Policy Across the Income Distribution,"
CEPR Discussion Papers
17589, C.E.P.R. Discussion Papers.
- Broer, Tobias & Kramer, John & Mitman, Kurt, 2022. "The Curious Incidence of Monetary Policy Across the Income Distribution," Working Paper Series 416, Sveriges Riksbank (Central Bank of Sweden).
- Tzamourani, Panagiota, 2019.
"The interest rate exposure of euro area households,"
Discussion Papers
01/2019, Deutsche Bundesbank.
- Tzamourani, Panagiota, 2021. "The interest rate exposure of euro area households," European Economic Review, Elsevier, vol. 132(C).
- Benjamin Pugsley & Hannah Rubinton, 2019. "Inequality in the Welfare Costs of Disinflation," Working Papers 2020-021, Federal Reserve Bank of St. Louis, revised 23 Sep 2021.
- Stempel, Daniel & Neyer, Ulrike, 2022. "Should Central Banks Consider Household Inflation Heterogeneity?," VfS Annual Conference 2022 (Basel): Big Data in Economics 264053, Verein für Socialpolitik / German Economic Association.
- Stefan Hohberger & Romanos Priftis & Lukas Vogel, 2019.
"The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model,"
Staff Working Papers
19-6, Bank of Canada.
- Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2020. "The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Hohberger, Stefan & Priftis, Romanos & Vogel, Lukas, 2018. "The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model," Working Papers 2018-12, Joint Research Centre, European Commission.
- Jordi Galí, 2018.
"The State of New Keynesian Economics: A Partial Assessment,"
NBER Working Papers
24845, National Bureau of Economic Research, Inc.
- Jordi Galí, 2018. "The State of New Keynesian Economics: A Partial Assessment," Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 87-112, Summer.
- GalÃ, Jordi, 2018. "The State of New Keynesian Economics: A Partial Assessment," CEPR Discussion Papers 13095, C.E.P.R. Discussion Papers.
- Neyer, Ulrike & Stempel, Daniel, 2021. "Gender discrimination, inflation, and the business cycle," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Macaulay, Alistair, 2021. "The attention trap: Rational inattention, inequality, and fiscal policy," European Economic Review, Elsevier, vol. 135(C).
- 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.
- 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.
- Graham, James & Ozbilgin, Murat, 2021. "Age, industry, and unemployment risk during a pandemic lockdown," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Gabriela Cugat, 2019. "Emerging markets, household heterogeneity, and exchange rate policy," 2019 Meeting Papers 526, Society for Economic Dynamics.
- Klaus Adam & Junyi Zhu, 2015.
"Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area,"
Working Papers
1501, Council on Economic Policies.
- Adam, Klaus & Zhu, Junyi, 2014. "Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area," CEPR Discussion Papers 9987, C.E.P.R. Discussion Papers.
- Adam, Klaus & Zhu, Junyi, 2015. "Price level changes and the redistribution of nominal wealth across the euro area," Working Paper Series 1853, European Central Bank.
- Klaus Adam & Junyi Zhu, 2016. "Price-Level Changes And The Redistribution Of Nominal Wealth Across The Euro Area," Journal of the European Economic Association, European Economic Association, vol. 14(4), pages 871-906, August.
- Adam, Klaus & Zhu, Junyi, 2014. "Price Level Changes and the Redistribution of Nominal Wealth Across the Euro Area," EconStor Preprints 100005, ZBW - Leibniz Information Centre for Economics.
- Adam, Klaus & Zhu, Junyi, 2014. "Price level changes and the redistribution of nominal wealth across the Euro area," Working Papers 14-11, University of Mannheim, Department of Economics.
- Mr. Niels-Jakob H Hansen & Alessandro Lin & Rui Mano, 2020. "Should Inequality Factor into Central Banks' Decisions?," IMF Working Papers 2020/196, International Monetary Fund.
- Serena Merrino, 2020. "Wage inequality under inflation-targeting in South Africa," WIDER Working Paper Series wp-2020-86, World Institute for Development Economic Research (UNU-WIDER).
- Oh, Joonseok & Rogantini Picco, Anna, 2020.
"Macro Uncertainty and Unemployment Risk,"
Working Paper Series
395, Sveriges Riksbank (Central Bank of Sweden).
- OH, Joonseok; ROGANTINI PICCO, Anna, 2019. "Macro uncertainty and unemployment risk," Economics Working Papers ECO 2019/02, European University Institute.
- Jan Willem van den End & Paul Konietschke & Anna Samarina & Irina M. Stanga, 2020. "Macroeconomic reversal rate: evidence from a nonlinear IS-curve," Working Papers 684, DNB.
- Timo Boppart & Per Krusell & Jonna Olsson, 2023.
"Labor supply when productivity keeps growing,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 50, pages 61-87, October.
- Timo Boppart & Per Krusell & Jonna Olsson, 2023. "Code and data files for "Labor supply when productivity keeps growing"," Computer Codes 23-160, Review of Economic Dynamics.
- Mario Giarda, 2021. "The Labor Earnings Gap, Heterogeneous Wage Phillips Curves, and Monetary Policy," Working Papers Central Bank of Chile 934, Central Bank of Chile.
- Rémi Bazillier & Jérôme Hericourt, 2016.
"The circular relationship between inequality, leverage and financial crises,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01375654, HAL.
- Rémi BAZILLIER & Jérôme HERICOURT, 2015. "The Circular Relationship between Inequality, Leverage, and Financial Crisis," LEO Working Papers / DR LEO 1968, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Rémi Bazillier & Jérôme Hericourt, 2014. "The Circulare Relationship between inequality, Leverage and Financial Crisis," Working Papers halshs-01204821, HAL.
- Rémi Bazillier & Jérôme Hericourt, 2016. "The circular relationship between inequality, leverage and financial crises," Post-Print halshs-01375654, HAL.
- Rémi Bazillier & Jérôme Hericourt, 2017. "The Circular Relationship Between Inequality, Leverage, And Financial Crises," Journal of Economic Surveys, Wiley Blackwell, vol. 31(2), pages 463-496, April.
- Rémi Bazillier & Jérôme Hericourt, 2016. "The Circular Relationship between Inequality, Leverage, and Financial Crises," Working Papers halshs-01251360, HAL.
- Christian Bredemeier & Falko Juessen & Roland Winkler, 2020.
"Fiscal Policy and Occupational Employment Dynamics,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1527-1563, September.
- Jüßen, Falko & Bredemeier, Christian & Winkler, Roland, 2017. "Fiscal Policy and Occupational Employment Dynamics," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168193, Verein für Socialpolitik / German Economic Association.
- Bredemeier, Christian & Juessen, Falko & Winkler, Roland, 2017. "Fiscal Policy and Occupational Employment Dynamics," IZA Discussion Papers 10466, Institute of Labor Economics (IZA).
- Sigal Ribon, 2023.
"Differential Effects of Monetary Policy on Household Consumption: The Case of Israel,"
Israel Economic Review, Bank of Israel, vol. 21(1), pages 35-73, March.
- Sigal Ribon, 2020. "Differential Effects of Monetary Policy on Household Consumption: The Case of Israel," Bank of Israel Working Papers 2020.12, Bank of Israel.
- Eunseong Ma, 2023.
"Monetary Policy And Inequality: How Does One Affect The Other?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(2), pages 691-725, May.
- Eunseoung Ma, 2020. "Monetary Policy and Inequality: How Does One Affect the Other?," Departmental Working Papers 2020-02, Department of Economics, Louisiana State University.
- Eunseong Ma, 2022. "Monetary Policy and Inequality: How Does One Affect the Other?," Working papers 2022rwp-203, Yonsei University, Yonsei Economics Research Institute.
- Eunseong Ma, 2019. "Monetary Policy and Inequality: How Does One Affect the Other?," 2019 Meeting Papers 250, Society for Economic Dynamics.
- Kopiec, Paweł, 2020.
"Employment prospects and the propagation of fiscal stimulus,"
Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- Paweł Kopiec, 2018. "Employment prospects and the propagation of fiscal stimulus," NBP Working Papers 296, Narodowy Bank Polski.
- Kopiec, Paweł, 2018. "Employment Prospects and the Propagation of Fiscal Stimulus," MPRA Paper 85029, University Library of Munich, Germany.
- Bachman, RÜdiger & Bai, Jinhui & Lee, Minjoon & Zhang, Fudong, 2020.
"The Welfare and Distributional Effects of Fiscal Volatility: A Quantitative Evaluation,"
Working Papers
2020-2, School of Economic Sciences, Washington State University.
- Bachmann, Rüdiger & Bai, Jinhui & Lee, Minjoon & Zhang, Fudong, 2017. "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation," CEPR Discussion Papers 12384, C.E.P.R. Discussion Papers.
- Ruediger Bachmann & Jinhui Bai & Minjoon Lee & Fudong Zhang, 2020. "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 127-153, October.
- Turdaliev, Nurlan, 2019. "Monetary policy, heterogeneous population and inflation," Research in Economics, Elsevier, vol. 73(4), pages 277-292.
- Paweł Kopiec, 2022. "The Aggregate and Distributional Effects of Fiscal Stimuli," KAE Working Papers 2022-070, Warsaw School of Economics, Collegium of Economic Analysis.
- Byoungchan Lee, 2020. "Business Cycles and Earnings Inequality," HKUST CEP Working Papers Series 202001, HKUST Center for Economic Policy.
- Serena Merrino, 2021. "Wage inequality under inflationtargeting in South Africa," Working Papers 11018, South African Reserve Bank.
- Anna Samarina & Anh D.M. Nguyen, 2019.
"Does monetary policy affect income inequality in the euro area?,"
Bank of Lithuania Working Paper Series
61, Bank of Lithuania.
- Anna Samarina & Anh D.M. Nguyen, 2024. "Does Monetary Policy Affect Income Inequality in the Euro Area?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 35-80, February.
- Ruediger Bachmann & Jinhui Bai & Minjoon Lee & Fudong Zhang, 2020.
"Online Appendix to "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation","
Online Appendices
18-207, Review of Economic Dynamics.
- Ruediger Bachmann & Jinhui Bai & Minjoon Lee & Fudong Zhang, 2020. "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 127-153, October.
- Anmol Bhandari & David Evans & Mikhail Golosov & Thomas J. Sargent, 2021. "Inequality, Business Cycles, and Monetary‐Fiscal Policy," Econometrica, Econometric Society, vol. 89(6), pages 2559-2599, November.
- Davide Debortoli & Jordi Galí, 2017. "Monetary policy with heterogeneous agents: Insights from TANK models," Economics Working Papers 1686, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2021.
- Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2020.
"Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area,"
Journal of Economic Dynamics and Control, Elsevier, vol. 115(C).
- Violante, Giovanni & , & Tristani, Oreste, 2019. "Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area," CEPR Discussion Papers 14245, C.E.P.R. Discussion Papers.
- Jiri Slacalek & Oreste Tristani & Giovanni L. Violante, 2020. "Household Balance Sheet Channels of Monetary Policy: A Back of the Envelope Calculation for the Euro Area," NBER Working Papers 26630, National Bureau of Economic Research, Inc.
- Juan M. Morelli, 2021. "Limited Participation in Equity Markets and Business Cycles," Finance and Economics Discussion Series 2021-026, Board of Governors of the Federal Reserve System (U.S.).
- Dengler, Thomas & Gehrke, Britta, 2021.
"Short-Time Work and Precautionary Savings,"
IZA Discussion Papers
14329, Institute of Labor Economics (IZA).
- Thomas Dengler & Britta Gehrke, 2022. "Short-Time Work and Precautionary Savings," CESifo Working Paper Series 9873, CESifo.
- Matusche, Alexander & Wacks, Johannes, 2023. "Does wealth inequality affect the transmission of monetary policy?," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Kudlyak, Marianna & Faia, Ester & Shabalina, Ekaterina, 2021.
"Dynamic Labor Reallocation with Heterogeneous Skills and Uninsured Idiosyncratic Risk,"
CEPR Discussion Papers
16008, C.E.P.R. Discussion Papers.
- Ester Faia & Marianna Kudlyak & Ekaterina Shabalina, 2021. "Dynamic Labor Reallocation with Heterogeneous Skills and Uninsured Idiosyncratic Risk," Working Paper Series 2021-16, Federal Reserve Bank of San Francisco.
- Faia, Ester & Kudlyak, Marianna & Shabalina, Ekaterina, 2021. "Dynamic Labor Reallocation with Heterogeneous Skills and Uninsured Idiosyncratic Risk," IZA Discussion Papers 14794, Institute of Labor Economics (IZA).
- Eswar Prasad & Boyang Zhang, 2015.
"Distributional Effects of Monetary Policy in Emerging Market Economies,"
NBER Working Papers
21471, National Bureau of Economic Research, Inc.
- Prasad, Eswar & Zhang, Boyang, 2015. "Distributional Effects of Monetary Policy in Emerging Market Economies," IZA Discussion Papers 9272, Institute of Labor Economics (IZA).
- Galo Nuño & Carlos Thomas, 2020. "Optimal Monetary Policy with Heterogeneous Agents," CESifo Working Paper Series 8670, CESifo.
- Michael M. Batty & Jesse Bricker & Joseph S. Briggs & Alice Henriques Volz & Elizabeth Ball Holmquist & Susan Hume McIntosh & Kevin B. Moore & Eric R. Nielsen & Sarah Reber & Molly Shatto & Kamila Som, 2019. "Introducing the Distributional Financial Accounts of the United States," Finance and Economics Discussion Series 2019-017, Board of Governors of the Federal Reserve System (U.S.).
- Bilbiie, F. & Primiceri, G. E. & Tambalotti, A., 2022.
"Inequality and Business Cycles,"
Janeway Institute Working Papers
2234, Faculty of Economics, University of Cambridge.
- Bilbiie, F. & Primiceri, G. E. & Tambalotti, A., 2022. "Inequality and Business Cycles," Cambridge Working Papers in Economics 2275, Faculty of Economics, University of Cambridge.
- Florin O. Bilbiie & Giorgio Primiceri & Andrea Tambalotti, 2023. "Inequality and Business Cycles," NBER Working Papers 31729, National Bureau of Economic Research, Inc.
- Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017.
"Effects of Monetary Policy Shocks on Inequality in Japan,"
Bank of Japan Working Paper Series
17-E-3, Bank of Japan.
- Masayuki Inui & Nao Sudo & Tomoaki Yamada, 2017. "The effects of monetary policy shocks on inequality in Japan," BIS Working Papers 642, Bank for International Settlements.
- Bilbiie, Florin, 2018.
"Monetary Policy and Heterogeneity: An Analytical Framework,"
CEPR Discussion Papers
12601, C.E.P.R. Discussion Papers.
- Florin Bilbiie, 2019. "Monetary Policy and Heterogeneity: An Analytical Framework," 2019 Meeting Papers 178, Society for Economic Dynamics.
- Alisdair McKay & Ricardo Reis, 2013.
"The role of automatic stabilizers in the U.S. business cycle,"
Boston University - Department of Economics - Working Papers Series
2013-007, Boston University - Department of Economics.
- McKay, Alisdair, 2013. "The role of automatic stabilizers in the U.S. business cycle," CEPR Discussion Papers 9454, C.E.P.R. Discussion Papers.
- McKay, Alisdair & Reis, Ricardo, 2016. "The role of automatic stabilizers in the U.S. business cycle," LSE Research Online Documents on Economics 64479, London School of Economics and Political Science, LSE Library.
- Alisdair McKay & Ricardo Reis, 2016. "The Role of Automatic Stabilizers in the U.S. Business Cycle," Econometrica, Econometric Society, vol. 84, pages 141-194, January.
- Alisdair McKay & Ricardo Reis, 2013. "The Role of Automatic Stabilizers in the U.S. Business Cycle," NBER Working Papers 19000, National Bureau of Economic Research, Inc.
- Shuhei Takahashi, 2015.
"State Dependency in Price and Wage Setting,"
KIER Working Papers
918, Kyoto University, Institute of Economic Research.
- Shuhei Takahashi, 2014. "State Dependency in Price and Wage Setting," UTokyo Price Project Working Paper Series 034, University of Tokyo, Graduate School of Economics.
- Shuhei Takahashi, 2017. "State Dependency in Price and Wage Setting," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 151-189, February.
- Lucas Hafemann & Paul Rudel & Joerg Schmidt, 2017. "Moving Closer or Drifting Apart: Distributional Effects of Monetary Policy," MAGKS Papers on Economics 201721, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Francesco Ferrante & Nils M. Gornemann, 2022. "Devaluations, Deposit Dollarization, and Household Heterogeneity," International Finance Discussion Papers 1336, Board of Governors of the Federal Reserve System (U.S.).
- Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Truger, Achim & Wieland, Volker, 2019. "Den Strukturwandel meistern. Jahresgutachten 2019/20 [Dealing with Structural Change. Annual Report 2019/20]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201920.
- Amberg, Niklas & Jansson, Thomas & Klein, Mathias & Rogantini Picco, Anna, 2021.
"Five Facts about the Distributional Income Effects of Monetary Policy,"
Working Paper Series
403, Sveriges Riksbank (Central Bank of Sweden).
- Niklas Amberg & Thomas Jansson & Mathias Klein & Anna Rogantini Picco, 2021. "Five Facts about the Distributional Income Effects of Monetary Policy," CESifo Working Paper Series 9062, CESifo.
- Paolo Cavallino & Mr. Damiano Sandri, 2018.
"The Expansionary Lower Bound: Contractionary Monetary Easing and the Trilemma,"
IMF Working Papers
2018/236, International Monetary Fund.
- Paolo Cavallino & Damiano Sandri, 2019. "The expansionary lower bound: contractionary monetary easing and the trilemma," BIS Working Papers 770, Bank for International Settlements.
- Pedro Cavalcanti Gonçalves Ferreira, 2021. "Market Power and Inequality: a model of the Brazilian economy," Working Papers REM 2021/0201, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Michael Batty & Jesse Bricker & Joseph Briggs & Sarah Friedman & Danielle Nemschoff & Eric Nielsen & Kamila Sommer & Alice Henriques Volz, 2021. "The Distributional Financial Accounts of the United States," NBER Chapters, in: Measuring Distribution and Mobility of Income and Wealth, pages 641-677, National Bureau of Economic Research, Inc.
- Bunn, Philip & Pugh, Alice & Yeates, Chris, 2018. "The distributional impact of monetary policy easing in the UK between 2008 and 2014," Bank of England working papers 720, Bank of England.
- Fumitaka Nakamura, 2019. "Household Income, Portfolio Choice and Heterogeneous Consumption Responses to Monetary Policy Shocks," IMES Discussion Paper Series 19-E-19, Institute for Monetary and Economic Studies, Bank of Japan.
- Rémi Bazillier & Jérôme Héricourt, 2014.
"The Circular Relationship between Inequality, Leverage, and Financial Crises: Intertwined Mechanisms and Competing Evidence,"
Working Papers
2014-22, CEPII research center.
- Rémi Bazillier & Jérôme Hericourt, 2017. "The Circular Relationship Between Inequality, Leverage, And Financial Crises," Journal of Economic Surveys, Wiley Blackwell, vol. 31(2), pages 463-496, April.
- Alisdair McKay & Johannes F. Wieland, 2021.
"Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy,"
Staff Report
622, Federal Reserve Bank of Minneapolis.
- Alisdair McKay & Johannes F. Wieland, 2021. "Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy," Econometrica, Econometric Society, vol. 89(6), pages 2717-2749, November.
- Alisdair McKay & Johannes F. Wieland, 2019. "Lumpy Durable Consumption Demand and the Limited Ammunition of Monetary Policy," NBER Working Papers 26175, National Bureau of Economic Research, Inc.
- Auclert, Adrien & Rognlie, Matthew, 2020.
"MPCs, MPEs and Multipliers: A Trilemma for New Keynesian Models,"
CEPR Discussion Papers
14977, C.E.P.R. Discussion Papers.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie, 2020. "MPCs, MPEs and Multipliers: A Trilemma for New Keynesian Models," NBER Working Papers 27486, National Bureau of Economic Research, Inc.
- Adrien Auclert & Bence Bardóczy & Matthew Rognlie, 2023. "MPCs, MPEs, and Multipliers: A Trilemma for New Keynesian Models," The Review of Economics and Statistics, MIT Press, vol. 105(3), pages 700-712, May.
- Minjoon Lee & Jinhui Bai & Fudong Zhang & Ruediger Bachmann, 2014.
"The Welfare Costs of Fiscal Uncertainty: a Quantitative Evaluation,"
2014 Meeting Papers
744, Society for Economic Dynamics.
- Bachmann, Rüdiger & Bai, Jinhui & Lee, Minjoon & Zhang, Fudong, 2017. "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation," CEPR Discussion Papers 12384, C.E.P.R. Discussion Papers.
- Rajssa Mechelli & Andrea Colciago, 2020.
"Competition and Inequality,"
Economics Series Working Papers
914, University of Oxford, Department of Economics.
- Andrea Colciago & Rajssa Mechelli, 2020. "Competition and Inequality," Working Papers 689, DNB.
- Fleck, Johannes & Monninger, Adrian, 2020. "Culture and portfolios: trust, precautionary savings and home ownership," Working Paper Series 2457, European Central Bank.
- Takeki Sunakawa, 2020. "Applying the Explicit Aggregation Algorithm to Heterogeneous Macro Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(3), pages 845-874, March.
- Nils Mattis Gornemann, 2018. "HANK meets Ramsey: Optimal Coordination of Monetary and Labor Market Policies," 2018 Meeting Papers 1252, Society for Economic Dynamics.
- Edouard Challe, 2018.
"Uninsured Unemployment Risk and Optimal Monetary Policy,"
2018 Meeting Papers
9, Society for Economic Dynamics.
- Edouard Challe, 2017. "Uninsured Unemployment Risk and Optimal Monetary Policy," Working Papers 2017-54, Center for Research in Economics and Statistics.
- Robert Jarrow & Sujan Lamichhane, 2020. "The Effects of Yield Control Monetary Policy: A Helicopter Money Drop to Financial Institutions," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 1-38, March.
- Kuhelika De & Ryan A. Compton & Daniel C. Giedeman & Gary A. Hoover, 2019. "Macroeconomic Shocks and Racial Labour Market Differences in the U.S," CESifo Working Paper Series 8004, CESifo.
- Stempel, Daniel & Neyer, Ulrike, 2019. "The Effects of Gender Discrimination in DSGE Models," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203556, Verein für Socialpolitik / German Economic Association.
- Patrizio Tirelli & Maria Ferrara, 2020.
"Disinflation, Inequality, And Welfare In A Tank Model,"
Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1297-1313, July.
- Maria, Ferrara & Patrizio, Tirelli, 2019. "Disinflation, Inequality and Welfare in a TANK Model," Working Papers 402, University of Milano-Bicocca, Department of Economics, revised Feb 2019.
- Janet L. Yellen, 2016. "Macroeconomic Research After the Crisis : a speech at \"The Elusive 'Great' Recovery: Causes and Implications for Future Business Cycle Dynamics\" 60th annual economic conference sponsored b," Speech 915, Board of Governors of the Federal Reserve System (U.S.).
- Chipeniuk, Karsten O. & Katz, Nets Hawk & Walker, Todd B., 2022. "Households, auctioneers, and aggregation," European Economic Review, Elsevier, vol. 141(C).
- Felipe Alves, 2022. "Job Ladder and Business Cycles," Staff Working Papers 22-14, Bank of Canada.
- 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.
- Alisdair McKay & Emi Nakamura & Jón Steinsson, 2016.
"The Power of Forward Guidance Revisited,"
American Economic Review, American Economic Association, vol. 106(10), pages 3133-3158, October.
- Alisdair McKay & Emi Nakamura & Jón Steinsson, 2015. "The Power of Forward Guidance Revisited," NBER Working Papers 20882, National Bureau of Economic Research, Inc.
- Jolan Mohimont, 2019.
"Welfare effects of business cycles and monetary policies in a small open emerging economy,"
Working Paper Research
376, National Bank of Belgium.
- Mohimont, Jolan, 2022. "Welfare effects of business cycles and monetary policies in a small open emerging economy," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Ohad Raveh, 2016. "Monetary Policy, Fisal Federalism, and Capital Intensity," OxCarre Working Papers 181, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Karsten O. Chipeniuk & Nets Hawk Katz & Todd Bruce Walker, 2022. "Households, Auctioneers, and Aggregation," CAEPR Working Papers 2022-005 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Villarreal, Francisco G., 2016.
"Monetary policy and inequality under household heterogeneity and incomplete markets,"
MPRA Paper
82780, University Library of Munich, Germany.
- Francisco G. Villarreal, 2022. "Monetary Policy and Inequality under Household Heterogeneity and Incomplete Markets," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 45(90), pages 74-110.
- van den End, Jan Willem & Konietschke, Paul & Samarina, Anna & Stanga, Irina M., 2021. "Macroeconomic reversal rate in a low interest rate environment," Working Paper Series 2620, European Central Bank.
- Neyer, Ulrike & Stempel, Daniel, 2019. "Macroeconomic effects of gender discrimination," DICE Discussion Papers 324, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- FUJIWARA Ippei & HORI Shunsuke & WAKI Yuichiro, 2019.
"Generational War on Inflation: Optimal Inflation Rates for the Young and the Old,"
Discussion papers
19021, Research Institute of Economy, Trade and Industry (RIETI).
- Ippei Fujiwara & Shunsuke Hori & Yuichiro Waki, 2019. "Generational War on Inflation: Optimal Inflation Rates for the Young and the Old," Globalization Institute Working Papers 372, Federal Reserve Bank of Dallas.
- Shuhei Takahashi, 2018. "Does State-Dependent Wage Setting Generate Multiple Equilibria?," KIER Working Papers 991, Kyoto University, Institute of Economic Research.
- Coibion, Olivier & Gorodnichenko, Yuriy & Kueng, Lorenz & Silvia, John, 2017. "Innocent Bystanders? Monetary policy and inequality," Journal of Monetary Economics, Elsevier, vol. 88(C), pages 70-89.
- Laura Feiveson & Nils M. Gornemann & Julie L. Hotchkiss & Karel Mertens & Jae W. Sim, 2020. "Distributional Considerations for Monetary Policy Strategy," Finance and Economics Discussion Series 2020-073, Board of Governors of the Federal Reserve System (U.S.).
- Amina Enkhbold, 2023. "Monetary Policy Transmission, Bank Market Power, and Wholesale Funding Reliance," Staff Working Papers 23-35, Bank of Canada.
- Cui, Wei & Sterk, Vincent, 2021. "Quantitative easing with heterogeneous agents," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 68-90.
- Chen, Siyan & Desiderio, Saul, 2018.
"Computational evidence on the distributive properties of monetary policy,"
Economics Discussion Papers
2018-38, Kiel Institute for the World Economy (IfW Kiel).
- Chen, Siyan & Desiderio, Saul, 2018. "Computational evidence on the distributive properties of monetary policy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-32.
- Nobuhide Okahata, 2019. "An Alternative Solution Method for Continuous-Time Heterogeneous Agent Models with Aggregate Shocks," 2019 Meeting Papers 1470, Society for Economic Dynamics.
- Andreas Beyer & Benoît Coeuré & Caterina Mendicino, 2017. "Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 494-495-4, pages 45-64.
- Davide Melcangi & Vincent Sterk, 2020. "Stock Market Participation, Inequality, and Monetary Policy," Staff Reports 932, Federal Reserve Bank of New York.
- Isabel Cairo & Jae Sim, 2017.
"Income Inequality, Financial Crises and Monetary Policy,"
2017 Meeting Papers
1433, Society for Economic Dynamics.
- Isabel Cairó & Jae W. Sim, 2018. "Income Inequality, Financial Crises, and Monetary Policy," Finance and Economics Discussion Series 2018-048, Board of Governors of the Federal Reserve System (U.S.).
- Nalban, Valeriu, 2018. "Sectoral intermediate goods and redistributive effects of economic policies," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 292-307.
- Jongwook Park, 2018. "Monetary Policy and Income Inequality in Korea," Working Papers 2018-27, Economic Research Institute, Bank of Korea.
- Rubén Domínguez Díaz, 2021. "Hiring Stimulus and Precautionary Savings in a Liquidity Trap," ECONtribute Discussion Papers Series 072, University of Bonn and University of Cologne, Germany.
- Ohad Raveh, 2020. "Monetary Policy, Natural Resources, and Federal Redistribution," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(3), pages 585-613, March.
- Bilbiie, Florin O. & Känzig, Diego R. & Surico, Paolo, 2022.
"Capital and income inequality: An aggregate-demand complementarity,"
Journal of Monetary Economics, Elsevier, vol. 126(C), pages 154-169.
- Bilbiie, Florin & Känzig, Diego & Surico, Paolo, 2019. "Capital and Income Inequality: An Aggregate-Demand Complementarity," CEPR Discussion Papers 14118, C.E.P.R. Discussion Papers.
- David W. Berger & Luigi Bocola & Alessandro Dovis, 2019.
"Imperfect Risk-Sharing and the Business Cycle,"
NBER Working Papers
26032, National Bureau of Economic Research, Inc.
- David Berger & Luigi Bocola & Alessandro Dovis, 2023. "Imperfect Risk Sharing and the Business Cycle," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(3), pages 1765-1815.
- Sebastian Graves, 2020. "Does Unemployment Risk Affect Business Cycle Dynamics?," International Finance Discussion Papers 1298, Board of Governors of the Federal Reserve System (U.S.).
- Bilbiie, Florin O., 2020.
"The New Keynesian cross,"
Journal of Monetary Economics, Elsevier, vol. 114(C), pages 90-108.
- Bilbiie, Florin, 2017. "The New Keynesian Cross," CEPR Discussion Papers 11989, C.E.P.R. Discussion Papers.
- Martin Ravallion, 2022. "Macroeconomic Covariates of Real Household Incomes in America," Working Papers gueconwpa~22-22-04, Georgetown University, Department of Economics.
- Michael Reiter & Philipp Hergovich, 2016. "Housing and the Redistributive Effects of Monetary Policy," 2016 Meeting Papers 1324, Society for Economic Dynamics.
- Matthew Rognlie & Adrien Auclert, 2016.
"Inequality and Aggregate Demand,"
2016 Meeting Papers
1353, Society for Economic Dynamics.
- Adrien Auclert & Matthew Rognlie, 2018. "Inequality and Aggregate Demand," NBER Working Papers 24280, National Bureau of Economic Research, Inc.
- Tomohide Mineyama, 2023. "Downward Nominal Wage Rigidity and Inflation Dynamics during and after the Great Recession," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1213-1244, August.
- Zamanzadeh, Akbar & Chan, Marc K. & Ehsani, Mohammad Ali & Ganjali, Mojtaba, 2020. "Unemployment duration, Fiscal and monetary policies, and the output gap: How do the quantile relationships look like?," Economic Modelling, Elsevier, vol. 91(C), pages 613-632.
- Neyer, Ulrike & Stempel, Daniel, 2022. "How should central banks react to household inflation heterogeneity?," DICE Discussion Papers 378, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Luzie Thiel, 2023. "Monetary Policy and Inequality: A Two-way Relation," MAGKS Papers on Economics 202304, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith & Meier, André, 2013.
"Sovereign risk and belief-driven fluctuations in the euro area,"
CEPR Discussion Papers
9723, C.E.P.R. Discussion Papers.
- Corsetti, Giancarlo & Kuester, Keith & Meier, André & Müller, Gernot J., 2014. "Sovereign risk and belief-driven fluctuations in the euro area," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 53-73.
- Giancarlo Corsetti & Mr. Keith Kuester & Mr. Andre Meier & Mr. Gernot J. Mueller, 2013. "Sovereign Risk and Belief-Driven Fluctuations in the Euro Area," IMF Working Papers 2013/227, International Monetary Fund.
Cited by:
- Kirchner, Markus & Rieth, Malte, 2020.
"Sovereign default risk, macroeconomic fluctuations and monetary-fiscal stabilisation,"
IWH Discussion Papers
22/2020, Halle Institute for Economic Research (IWH).
- Markus Kirchner & Malte Rieth, 2021. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary–Fiscal Stabilization," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(2), pages 391-426, June.
- Markus Kirchner & Malte Rieth, 2021. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization," Discussion Papers of DIW Berlin 1966, DIW Berlin, German Institute for Economic Research.
- Markus Kirchner & Malte Rieth, 2020. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization," Working Papers Central Bank of Chile 896, Central Bank of Chile.
- Woodford, Michael & Cúrdia, Vasco, 2015.
"Credit Frictions and Optimal Monetary Policy,"
CEPR Discussion Papers
11016, C.E.P.R. Discussion Papers.
- Vasco Curdia & Michael Woodford, 2015. "Credit frictions and optimal monetary policy," Working Paper Series 2015-20, Federal Reserve Bank of San Francisco.
- Cúrdia, Vasco & Woodford, Michael, 2016. "Credit Frictions and Optimal Monetary Policy," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 30-65.
- Vasco Cúrdia & Michael Woodford, 2015. "Credit Frictions and Optimal Monetary Policy," NBER Working Papers 21820, National Bureau of Economic Research, Inc.
- Vasco Cúrdia & Michael Woodford, 2008. "Credit frictions and optimal monetary policy," Working Paper Research 146, National Bank of Belgium.
- Vasco Cúrdia & Michael Woodford, 2009. "Credit frictions and optimal monetary policy," BIS Working Papers 278, Bank for International Settlements.
- Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015.
"Membership in the Euro area and fiscal sustainability - Analysis through panel fiscal reaction functions,"
a/ Working Papers Series
1501, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
- Cizkowicz, Piotr & Rzonca, Andrzej & Trzeciakowski, Rafal, 2015. "Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions," MPRA Paper 61560, University Library of Munich, Germany.
- Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Windfall of Low Interest Payments and Fiscal Sustainability in the Euro Area: Analysis through Panel Fiscal Reaction Functions," Kyklos, Wiley Blackwell, vol. 68(4), pages 475-510, November.
- Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions," NBP Working Papers 203, Narodowy Bank Polski.
- Mats Persson, 2016. "Debts, Deficits and Multiple Equilibria: A New Role for ECB Monetary Policy?," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 63-71, April.
- Barbieri Hermitte, Riccardo & Cagnazzo, Alberto & Favero, Carlo A. & Felici, Francesco & Macauda, Valeria & Nucci, Francesco & Tegami, Cristian, 2023. "ITFIN: A stock-flow consistent model for the Italian economy," Economic Modelling, Elsevier, vol. 119(C).
- Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2021.
"Fragmentation in the European Monetary Union: Is it really over?,"
LIDAM Discussion Papers LFIN
2021015, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Luisi, Angelo & Roccazzella, Francesco, 2022. "Fragmentation in the European Monetary Union: Is it really over?," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2022. "Fragmentation in the European Monetary Union: Is it really over?," LIDAM Reprints LFIN 2022001, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Angelo Luisi & Francesco Roccazzella, 2021. "Fragmentation in the European Monetary Union: Is it really over?," GRU Working Paper Series GRU_2021_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Philippe Martin & Thomas Philippon, 2017.
"Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone,"
American Economic Review, American Economic Association, vol. 107(7), pages 1904-1937, July.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," Post-Print hal-03391984, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," Sciences Po publications 2014-16, Sciences Po.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers Main hal-03460217, HAL.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," SciencePo Working papers Main hal-03391984, HAL.
- Martin, Philippe & Philippon, Thomas, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," CEPR Discussion Papers 10189, C.E.P.R. Discussion Papers.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," Working Papers hal-03460217, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," NBER Working Papers 20572, National Bureau of Economic Research, Inc.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," Sciences Po publications info:hdl:2441/59bp0vqv2b8, Sciences Po.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," Sciences Po Economics Discussion Papers 2014-16, Sciences Po Departement of Economics.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers hal-03460217, HAL.
- Hauptmeier, Sebastian & Kamps, Christophe, 2022. "Debt policies in the aftermath of COVID-19 — The SGP’s debt benchmark revisited," European Journal of Political Economy, Elsevier, vol. 75(C).
- Jørgen Bølstad & Christoph Elhardt, 2015. "To bail out or not to bail out? Crisis politics, credibility, and default risk in the Eurozone," European Union Politics, , vol. 16(3), pages 325-346, September.
- Eijffinger, Sylvester & Kobielarz, Michal & Uras, Burak, 2018.
"Sovereign default, exit and contagion in a monetary union,"
Other publications TiSEM
d1844a19-c4eb-4443-a4c2-5, Tilburg University, School of Economics and Management.
- Eijffinger, Sylvester C.W. & Kobielarz, Michał L. & Uras, Burak R., 2018. "Sovereign default, exit and contagion in a monetary union," Journal of International Economics, Elsevier, vol. 113(C), pages 1-19.
- Corsetti, G. & Dedola, L. & Jarocinsk, M. & Mackowiak, B., 2016.
"Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europe’s monetary Union,"
Cambridge Working Papers in Economics
1675, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Dedola, Luca & Jarociński, Marek & Maćkowiak, Bartosz & Schmidt, Sebastian, 2016. "Macroeconomic stabilization, monetary-fiscal interactions, and Europe’s monetary union," Working Paper Series 1988, European Central Bank.
- Corsetti, Giancarlo & Dedola, Luca & Jarociński, Marek & Maćkowiak, Bartosz & Schmidt, Sebastian, 2019. "Macroeconomic stabilization, monetary-fiscal interactions, and Europe's monetary union," European Journal of Political Economy, Elsevier, vol. 57(C), pages 22-33.
- Auray Stéphane & Eyquem Aurélien & Mairesse Xiaofei, 2017.
"Banks, Sovereign Risk and Unconventional Monetary Policies,"
Working Papers
2017-60, Center for Research in Economics and Statistics.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2018. "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers halshs-01942734, HAL.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2015. "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print halshs-01232241, HAL.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2018. "Banks, sovereign risk and unconventional monetary policies," Post-Print halshs-01882189, HAL.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2014. "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers 2014-10, Center for Research in Economics and Statistics.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2018. "Banks, Sovereign Risk and Unconventional Monetary Policies," Working Papers 1830, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2016. "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print halshs-01420894, HAL.
- Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2016. "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print halshs-01420888, HAL.
- Auray, Stéphane & Eyquem, Aurélien & Ma, Xiaofei, 2018. "Banks, sovereign risk and unconventional monetary policies," European Economic Review, Elsevier, vol. 108(C), pages 153-171.
- Tsiaras, Stylianos, 2023. "Asset purchases, limited asset markets participation and inequality," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
- Badarau, Cristina & Huart, Florence & Sangaré, Ibrahima, 2021.
"Macroeconomic and policy implications of eurobonds,"
International Review of Law and Economics, Elsevier, vol. 65(C).
- Cristina Badarau & F. Huart & I. Sangaré, 2021. "Macroeconomic and policy implications of eurobonds," Post-Print hal-03407523, HAL.
- Yong Jin Kim & Chul‐In Lee, 2019. "Sovereign Debt Crisis In A Monetary Union: Accounting For Excessive Debt, Housing Bubbles, And The Transmission Of Crises," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1098-1119, April.
- Stefan Niemann & Paul Pichler, 2020.
"Online Appendix to "Optimal fiscal policy and sovereign debt crises","
Online Appendices
18-382, Review of Economic Dynamics.
- Stefan Niemann & Paul Pichler, 2020. "Optimal fiscal policy and sovereign debt crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 234-254, July.
- Agénor, Pierre-Richard & Jackson, Timothy & Jia, Pengfei, 2021.
"Macroprudential policy coordination in a currency union,"
European Economic Review, Elsevier, vol. 137(C).
- Pierre-Richard Agénor & Pengfei Jia, 2017. "Macroprudential Policy Coordination in a Currency Union'," Centre for Growth and Business Cycle Research Discussion Paper Series 235, Economics, The University of Manchester.
- Stéphane Auray & Aurélien Eyquem, 2017.
"On the Role of Debt Maturity in a Model with Sovereign Risk and Financial Frictions,"
Working Papers
halshs-01467214, HAL.
- Stéphane Auray & Aurélien Eyquem, 2019. "On the Role of Debt Maturity in a Model with Sovereign Risk and Financial Frictions," Post-Print halshs-01661047, HAL.
- Auray, Stéphane & Eyquem, Aurélien, 2019. "On The Role Of Debt Maturity In A Model With Sovereign Risk And Financial Frictions," Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 2114-2131, July.
- Stéphane Auray & Aurélien Eyquem, 2017. "On the Role of Debt Maturity in a Model with Sovereign Risk and Financial Frictions," Working Papers 1707, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Christian Grisse & Gisle J. Natvik, 2022.
"Sovereign debt crises and cross-country assistance [A pyrrhic victory? Bank bailouts and sovereign credit risk],"
Oxford Economic Papers, Oxford University Press, vol. 74(1), pages 178-193.
- Dr. Christian Grisse & Gisle J. Natvik, 2018. "Sovereign debt crises and cross-country assistance," Working Papers 2018-15, Swiss National Bank.
- Erica Perego, 2018.
"Sovereign Risk and Asset Market Dynamics in the Euro Area,"
Working Papers
2018-18, CEPII research center.
- Perego, Erica, 2020. "Sovereign risk and asset market dynamics in the euro area," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Erica Perego, 2018. "Sovereign risk and asset market dynamics in the euro area," Documents de recherche 18-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Dorian Noel & Prosper Bangwayo-Skeete & Justin Robinson & Michael Brei, 2021.
"Sovereign risk spill-overs in the banking sectors of Central America and the Caribbean,"
Post-Print
hal-03592667, HAL.
- Noel, Dorian M. & Bangwayo-Skeete, Prosper F. & Brei, Michael & Robinson, Justin, 2021. "Sovereign risk spill-overs in the banking sectors of Central America and the Caribbean," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Kobielarz, Michal, 2018. "The economics of monetary unions," Other publications TiSEM b0293536-68ec-4905-bffd-6, Tilburg University, School of Economics and Management.
- Hale, Galina & Bevilaqua, Julia & Tallman, Eric, 2020.
"Corporate Yields and Sovereign Yields,"
CEPR Discussion Papers
14344, C.E.P.R. Discussion Papers.
- Julia Bevilaqua & Galina B. Hale & Eric Tallman, 2019. "Corporate Yields and Sovereign Yields," NBER Chapters, in: NBER International Seminar on Macroeconomics 2019, National Bureau of Economic Research, Inc.
- Bevilaqua, Julia & Hale, Galina B. & Tallman, Eric, 2020. "Corporate yields and sovereign yields," Journal of International Economics, Elsevier, vol. 124(C).
- Julia Bevilaqua & Galina Hale & Eric Tallman, 2019. "Corporate Yields and Sovereign Yields," Working Paper Series 2019-23, Federal Reserve Bank of San Francisco.
- Eichler, Stefan & Rövekamp, Ingmar, 2017. "Eurozone exit risk," CEPIE Working Papers 07/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Eijffinger, S.C.W. & Kobielarz, M.L. & Uras, R.B., 2015.
"Sovereign Debt, Bail-Outs and Contagion in a Monetary Union,"
Other publications TiSEM
61f72c67-a909-4581-96fc-a, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W. & Kobielarz, M.L. & Uras, R.B., 2015. "Sovereign Debt, Bail-Outs and Contagion in a Monetary Union," Other publications TiSEM 3a1338db-3d69-448b-92c0-8, Tilburg University, School of Economics and Management.
- Eijffinger, Sylvester & Uras, Burak & Kobielarz, Michal, 2015. "Sovereign Debt, Bail-Outs and Contagion in a Monetary Union," CEPR Discussion Papers 10459, C.E.P.R. Discussion Papers.
- Eijffinger, S.C.W. & Kobielarz, M.L. & Uras, R.B., 2015. "Sovereign Debt, Bail-Outs and Contagion in a Monetary Union," Discussion Paper 2015-018, Tilburg University, Center for Economic Research.
- Dallal Bendjellal, 2022. "Sovereign Risk, Financial Fragility and Debt Maturity," Working Papers hal-03792522, HAL.
- Müller, Gernot Johannes & Hettig, Thomas & Mueller, Gernot, 2015. "Fiscal policy coordination in currency unions (at the zero lower bound)," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112826, Verein für Socialpolitik / German Economic Association.
- Faia, Ester, 2016.
"Sovereign risk, bank funding and investors' pessimism,"
CFS Working Paper Series
542, Center for Financial Studies (CFS).
- Faia, Ester, 2017. "Sovereign risk, bank funding and investors’ pessimism," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 79-96.
- Della Posta, Pompeo, 2018. "Central bank intervention, public debt and interest rate target zones," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 311-323.
- Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2019.
"Exit expectations and debt crises in currency unions,"
Journal of International Economics, Elsevier, vol. 121(C).
- Müller, Gernot & Kriwoluzky, Alexander & Wolf, Martin, 2015. "Exit expectations and debt crises in currency unions," CEPR Discussion Papers 10817, C.E.P.R. Discussion Papers.
- Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2015. "Exit Expectations and Debt Crises in Currency Unions," IWH Discussion Papers 18/2015, Halle Institute for Economic Research (IWH).
- Thomas Brand & Fabien Tripier, 2021.
"Risk Shocks and Divergence between the Euro Area and the US in the Aftermath of the Great Recession,"
Annals of Economics and Statistics, GENES, issue 143, pages 137-163.
- Thomas Brand & Fabien Tripier, 2021. "Risk Shocks and Divergence between the Euro Area and the US in the aftermath of the Great Recession," Working Papers 2021-04, CEPII research center.
- Brand, Thomas & Tripier, Fabien, 2021. "Risk shocks and divergence between the Euro area and the US in the aftermath of the Great Recession," CEPREMAP Working Papers (Docweb) 2101, CEPREMAP.
- Piotr Ciżkowicz & Grzegorz Parosa & Andrzej Rzońca, 2022. "Fiscal tensions and risk premium," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 833-896, August.
- Occhino, Filippo, 2017.
"The 2012 eurozone crisis and the ECB’s OMT program: A debt-overhang banking and sovereign crisis interpretation,"
European Economic Review, Elsevier, vol. 100(C), pages 337-363.
- Filippo Occhino, 2015. "The 2012 Eurozone Crisis and the ECB’s OMT Program: A Debt-Overhang Banking and Sovereign Crisis Interpretation," Working Papers (Old Series) 1509, Federal Reserve Bank of Cleveland.
- André Diniz & Bernardo Guimaraes, 2017.
"How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies,"
Discussion Papers
1705, Centre for Macroeconomics (CFM).
- Diniz, Andre & Guimaraes, Bernardo, 2017. "How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies," LSE Research Online Documents on Economics 86169, London School of Economics and Political Science, LSE Library.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014.
"Fiscal consolidation in times of crisis: is the sooner really the better?,"
SciencePo Working papers Main
hal-00980392, HAL.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudré & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal consolidation in times of crisis: is the sooner really the better?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 159-192.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal consolidation in times of crisis: is the sooner really the better?," Sciences Po publications info:hdl:2441/2g7mhju69b9, Sciences Po.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal consolidation in times of crisis: is the sooner really the better?," Post-Print hal-00980392, HAL.
- Francesco Carli & Leonor Modesto, 2022. "Sovereign debt, fiscal policy, and macroeconomic instability," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 24(6), pages 1386-1412, December.
- Gomez-Gonzalez, Patricia & Rees, Daniel M., 2018. "Same Spain, less pain?," European Economic Review, Elsevier, vol. 110(C), pages 78-107.
- Mr. Ruy Lama & Mr. Pau Rabanal, 2012.
"Deciding to Enter a Monetary Union: TheRole of Trade and Financial Linkages,"
IMF Working Papers
2012/240, International Monetary Fund.
- Lama, Ruy & Rabanal, Pau, 2014. "Deciding to enter a monetary union: The role of trade and financial linkages," European Economic Review, Elsevier, vol. 72(C), pages 138-165.
- Delong Li & Mr. Nicolas E Magud & Alejandro M. Werner & Samantha Witte, 2021.
"The Long-Run Impact of Sovereign Yields on Corporate Yields in Emerging Markets,"
IMF Working Papers
2021/155, International Monetary Fund.
- Li, Delong & Magud, Nicolas E. & Werner, Alejandro, 2023. "The long-run impact of sovereign yields on corporate yields in emerging markets," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Thomas Brand & Fabien Tripier, 2014. "Risk shocks and divergence between the Euro area and the US," Working Papers 2014-11, CEPII research center.
- Hettig, Thomas & Müller, Gernot J., 2018.
"Fiscal policy coordination in currency unions at the effective lower bound,"
Journal of International Economics, Elsevier, vol. 115(C), pages 80-98.
- Müller, Gernot, 2017. "Fiscal policy coordination in currency unions at the effective lower bound," CEPR Discussion Papers 11780, C.E.P.R. Discussion Papers.
- Chen, Yao & Ward, Felix, 2019. "When do fixed exchange rates work? Evidence from the Gold Standard," Journal of International Economics, Elsevier, vol. 116(C), pages 158-172.
- Borri, Nicola, 2019. "Redenomination-risk spillovers in the Eurozone," Economics Letters, Elsevier, vol. 174(C), pages 173-178.
- Andrea Camilli & Marta Giagheddu, 2020. "Public debt and crowding-out: the role of housing wealth," Working Papers 441, University of Milano-Bicocca, Department of Economics, revised Oct 2020.
- Sergio de Ferra, 2017.
"External Imbalances, Gross Capital Flows and Sovereign Debt Crises,"
2017 Meeting Papers
726, Society for Economic Dynamics.
- Sergio de Ferra, 2021. "External Imbalances, Gross Capital Flows, and Sovereign Debt Crises," Journal of the European Economic Association, European Economic Association, vol. 19(1), pages 347-402.
- Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
- Engwerda, Jacob & van Aarle, Bas & Anevlavis, Tzanis, 2019. "Debt stabilization games in a monetary union: What are the effects of introducing eurobonds?," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 78-102.
- Tischbirek, Andreas, 2018. "Large-scale bond purchases in a currency union with segmentation in the market for government debt," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 37-69.
- Boris Hofmann & Nikhil Patel & Steve Pak Yeung Wu, 2022. "Original sin redux: a model-based evaluation," BIS Working Papers 1004, Bank for International Settlements.
- Andre Diniz & Bernardo Guimaraes, 2014.
"Financial Disruption as a Cost of Sovereign Default: a quantative assessment,"
Discussion Papers
1427, Centre for Macroeconomics (CFM).
- Diniz, Andre & Guimaraes, Bernardo, 2014. "Financial disruption as a cost of sovereign default: a quantitative assessment," LSE Research Online Documents on Economics 86329, London School of Economics and Political Science, LSE Library.
- Andreas Tischbirek, 2016. "Unconventional Monetary Policy in a Currency Union with Segmentation in the Market for Government Debt," Cahiers de Recherches Economiques du Département d'économie 16.16, Université de Lausanne, Faculté des HEC, Département d’économie.
- Philip R. Lane, 2019. "Macrofinancial Stability and the Euro," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 424-442, September.
- Anna Bartocci & Alessandro Notarpietro & Massimiliano Pisani, 2022.
"Covid-19 Shock and Fiscal-Monetary Policy Mix in a Monetary Union,"
Springer Proceedings in Business and Economics, in: Luigi Paganetto (ed.), Economic Challenges for Europe After the Pandemic, pages 233-266,
Springer.
- Anna Bartocci & Alessandro Notarpietro & Massimiliano Pisani, 2020. "The COVID-19 shock and a fiscal-monetary policy mix in a monetary union," Temi di discussione (Economic working papers) 1313, Bank of Italy, Economic Research and International Relations Area.
- Dennis Bonam & Jasper Lukkezen, 2014. "Fiscal and Monetary Policy Coordination, Macroeconomic Stability, and Sovereign Risk," Tinbergen Institute Discussion Papers 14-006/VI, Tinbergen Institute.
- Saroj Bhattarai & Jae Won Lee & Woong Yong Park, 2013.
"Optimal monetary policy in a currency union with interest rate spreads,"
Globalization Institute Working Papers
150, Federal Reserve Bank of Dallas.
- Bhattarai, Saroj & Lee, Jae Won & Park, Woong Yong, 2015. "Optimal monetary policy in a currency union with interest rate spreads," Journal of International Economics, Elsevier, vol. 96(2), pages 375-397.
- Kindy R. Sjahrir, 2018. "Fiscal Constraints in the Financial System Stability Framework for Indonesian Data," Working Papers in Economics and Development Studies (WoPEDS) 201803, Department of Economics, Padjadjaran University, revised Dec 2018.
- Dallal Bendjellal, 2022. "Sovereign Risk, Financial Fragility and Debt Maturity," AMSE Working Papers 2222, Aix-Marseille School of Economics, France.
- Della Posta, Pompeo, 2023. "Public debt sustainability in a target zone model with heterogeneous agents," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 440-450.
- Mackowiak, Bartosz & Corsetti, Giancarlo & Dedola, Luca & Schmidt, Sebastian & Jarocinski, Marek, 2017. "Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe’s Monetary Union," CEPR Discussion Papers 12371, C.E.P.R. Discussion Papers.
- 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.
- Pablo Anaya & Alex Pienkowski, 2015. "What Really Drives Public Debt: A Holistic Approach," IMF Working Papers 2015/137, International Monetary Fund.
- Pompeo Della Posta, 2022. "The Revival of Target Zone Modeling," Open Economies Review, Springer, vol. 33(4), pages 775-805, September.
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2012.
"Monetary policy with heterogeneous agents,"
Working Papers
12-21, Federal Reserve Bank of Philadelphia.
- Makoto Nakajima, 2013. "Monetary Policy with Heterogeneous Agents," 2013 Meeting Papers 356, Society for Economic Dynamics.
Cited by:
- Marcus Hagedorn, 2016.
"A Demand Theory of the Price Level,"
2016 Meeting Papers
941, Society for Economic Dynamics.
- Hagedorn, Marcus, 2016. "A Demand Theory of the Price Level," CEPR Discussion Papers 11364, C.E.P.R. Discussion Papers.
- Dolado, Juan J & Motyovszki, Gergo & Pappa, Evi, 2018.
"Monetary Policy and Inequality under Labor Market Frictions and Capital-Skill Complementarity,"
CEPR Discussion Papers
12734, C.E.P.R. Discussion Papers.
- Juan J. Dolado & Gergő Motyovszki & Evi Pappa, 2021. "Monetary Policy and Inequality under Labor Market Frictions and Capital-Skill Complementarity," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 292-332, April.
- Dolado, Juan J. & Motyovszki, Gergö & Pappa, Evi, 2018. "Monetary Policy and Inequality under Labor Market Frictions and Capital-Skill Complementarity," IZA Discussion Papers 11494, Institute of Labor Economics (IZA).
- Mandel, Antoine & Taghawi-Nejad, Davoud & Veetil, Vipin P., 2019.
"The price effects of monetary shocks in a network economy,"
Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 300-316.
- Antoine Mandel & Davoud Taghawi-Nejad & Vipin Veetil, 2019. "The price effects of monetary shocks in a network economy," PSE-Ecole d'économie de Paris (Postprint) halshs-02334593, HAL.
- Antoine Mandel & Davoud Taghawi-Nejad & Vipin Veetil, 2019. "The price effects of monetary shocks in a network economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02334593, HAL.
- Antoine Mandel & Davoud Taghawi-Nejad & Vipin Veetil, 2019. "The price effects of monetary shocks in a network economy," Post-Print halshs-02334593, HAL.
- Mitman, Kurt & Manovskii, Iourii & Hagedorn, Marcus, 2019.
"The Fiscal Multiplier,"
CEPR Discussion Papers
13529, C.E.P.R. Discussion Papers.
- Marcus Hagedorn & Iourii Manovskii & Kurt Mitman, 2019. "The Fiscal Multiplier," NBER Working Papers 25571, National Bureau of Economic Research, Inc.
- Kurt Mitman & Iourii Manovskii & Marcus Hagedorn, 2017. "The Fiscal Multiplier," 2017 Meeting Papers 1383, Society for Economic Dynamics.
- Vincent Sterk & Silvana Tenreyro, 2013.
"The Transmission of Monetary Policy Operations through Redistributions and Durable Purchases,"
Discussion Papers
1305, Centre for Macroeconomics (CFM).
- Sterk, Vincent & Tenreyro, Silvana, 2013. "The transmission of monetary policy operations through redistributions and durable purchases," LSE Research Online Documents on Economics 58311, London School of Economics and Political Science, LSE Library.
- Vincent Sterk & Silvana Tenreyro, 2013. "The Transmission of Monetary Policy Operations through Redistributions and Durable Purchases," CEP Discussion Papers dp1249, Centre for Economic Performance, LSE.
- Silvana Tenreyro & Vincent Sterk, 2014. "The Transmission of Monetary Policy Operations through Redistributions and Durable Purchases," 2014 Meeting Papers 76, Society for Economic Dynamics.
- Mitman, Kurt & Krueger, Dirk & Perri, Fabrizio, 2016.
"Macroeconomics and Household Heterogeneity,"
CEPR Discussion Papers
11308, C.E.P.R. Discussion Papers.
- Krueger, D. & Mitman, K. & Perri, F., 2016. "Macroeconomics and Household Heterogeneity," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 843-921, Elsevier.
- Dirk Krueger & Kurt Mitman & Fabrizio Perri, 2016. "Macroeconomics and Household Heterogeneity," Staff Report 529, Federal Reserve Bank of Minneapolis.
- Dirk Krueger & Kurt Mitman & Fabrizio Perri, 2016. "Macroeconomics and Household Heterogeneity," NBER Working Papers 22319, National Bureau of Economic Research, Inc.
- Juan A. Montecino & Gerald Epstein, 2015. "Did Quantitative Easing Increase Income Inequality?," Working Papers Series 28, Institute for New Economic Thinking.
- Adrien Auclert, 2017.
"Monetary Policy and the Redistribution Channel,"
NBER Working Papers
23451, National Bureau of Economic Research, Inc.
- Adrien Auclert, 2017. "Monetary Policy and the Redistribution Channel," Working Papers 1706, Council on Economic Policies.
- Adrien Auclert, 2015. "Monetary Policy and the Redistribution Channel," 2015 Meeting Papers 381, Society for Economic Dynamics.
- Adrien Auclert, 2019. "Monetary Policy and the Redistribution Channel," American Economic Review, American Economic Association, vol. 109(6), pages 2333-2367, June.
- Corsetti, G. & Dedola, L. & Jarocinsk, M. & Mackowiak, B., 2016.
"Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europe’s monetary Union,"
Cambridge Working Papers in Economics
1675, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Dedola, Luca & Jarociński, Marek & Maćkowiak, Bartosz & Schmidt, Sebastian, 2016. "Macroeconomic stabilization, monetary-fiscal interactions, and Europe’s monetary union," Working Paper Series 1988, European Central Bank.
- Corsetti, Giancarlo & Dedola, Luca & Jarociński, Marek & Maćkowiak, Bartosz & Schmidt, Sebastian, 2019. "Macroeconomic stabilization, monetary-fiscal interactions, and Europe's monetary union," European Journal of Political Economy, Elsevier, vol. 57(C), pages 22-33.
- Born, Benjamin & Bayer, Christian & Luetticke, Ralph, 2020.
"The Liquidity Channel of Fiscal Policy,"
CEPR Discussion Papers
14883, C.E.P.R. Discussion Papers.
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2020. "The Liquidity Channel of Fiscal Policy," CESifo Working Paper Series 8374, CESifo.
- Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2023. "The liquidity channel of fiscal policy," Journal of Monetary Economics, Elsevier, vol. 134(C), pages 86-117.
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2021. "The Liquidity Channel of Fiscal Policy," ifo Working Paper Series 351, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Julien Matheron & Juan Rubio-Ramirez & Edouard Challe & Xavier Ragot, 2014.
"Precautionary Saving and Aggregate Demand,"
2014 Meeting Papers
1021, Society for Economic Dynamics.
- Edouard Challe & Julien Matheron & Xavier Ragot & Juan F. Rubio‐Ramirez, 2017. "Precautionary saving and aggregate demand," Quantitative Economics, Econometric Society, vol. 8(2), pages 435-478, July.
- Edouard Challe & Julien Matheron & Xavier Ragot & Juan Rubio-Ramirez, 2017. "Precautionary Saving and Aggregate Demand," Post-Print hal-03949680, HAL.
- Xavier Ragot & Julien Matheron & Juan Rubio-Ramirez & Edouard Challe, 2013. "Precautionary Saving and Aggregate Demand," 2013 Meeting Papers 932, Society for Economic Dynamics.
- Edouard Challe & Julien Matheron & Xavier Ragot & Juan Rubio-Ramirez, 2017. "Precautionary Saving and Aggregate Demand," SciencePo Working papers Main hal-03949680, HAL.
- Xavier Ragot & Julien Matheron & Juan Rubio-Ramirez & Edouard Challe, 2015. "Precautionary saving and aggregate demand," 2015 Meeting Papers 404, Society for Economic Dynamics.
- Edouard Challe & Julien Matheron & Xavier Ragot & Juan Rubio-Ramirez, 2017. "Precautionary Saving and Aggregate Demand," PSE-Ecole d'économie de Paris (Postprint) hal-03949680, HAL.
- E. Challe & J. Matheron & X. Ragot & M.F. Rubio-Ramirez, 2015. "Precautionary Saving and Aggregate Demand," Working papers 535, Banque de France.
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2020.
"Shocks, Frictions, and Inequality in US Business Cycles,"
CESifo Working Paper Series
8085, CESifo.
- Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2020. "Shocks, Frictions, and Inequality in US Business Cycles," CEPR Discussion Papers 14364, C.E.P.R. Discussion Papers.
- Christian Bayer & Benjamin Born & Ralph Luetticke, 2020. "Shocks, Frictions, and Inequality in US Business Cycles," Discussion Papers 2003, Centre for Macroeconomics (CFM).
- Christian Bayer & Ralph Luetticke, 2019. "Shocks, Frictions, and Inequality in US Business Cycles," 2019 Meeting Papers 256, Society for Economic Dynamics.
- Bayer, Christian, 2016.
"Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145961, Verein für Socialpolitik / German Economic Association.
- Bayer, Christian & Tjaden, Volker & Pham-Do, Lien & Lütticke, Ralph, 2015. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," CEPR Discussion Papers 10849, C.E.P.R. Discussion Papers.
- Christian Bayer & Ralph Luetticke & Lien Pham‐Dao & Volker Tjaden, 2019. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," Econometrica, Econometric Society, vol. 87(1), pages 255-290, January.
- Luetticke, Ralph, 2018.
"Transmission of monetary policy with heterogeneity in household portfolios,"
LSE Research Online Documents on Economics
90377, London School of Economics and Political Science, LSE Library.
- Ralph Luetticke, 2018. "Transmission of Monetary Policy with Heterogeneity in Household Portfolios," Discussion Papers 1819, Centre for Macroeconomics (CFM).
- Ralph Luetticke, 2021. "Transmission of Monetary Policy with Heterogeneity in Household Portfolios," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(2), pages 1-25, April.
- de Ferra, Sergio & Mitman, Kurt & Romei, Federica, 2020.
"Household heterogeneity and the transmission of foreign shocks,"
Journal of International Economics, Elsevier, vol. 124(C).
- Sergio de Ferra & Kurt Mitman & Federica Romei, 2019. "Household Heterogeneity and the Transmission of Foreign Shocks," NBER Chapters, in: NBER International Seminar on Macroeconomics 2019, National Bureau of Economic Research, Inc.
- Sergio de Ferra & Kurt Mitman & Federica Romei, 2019. "Household Heterogeneity and the Transmission of Foreign Shocks," NBER Working Papers 26402, National Bureau of Economic Research, Inc.
- Mitman, Kurt & de Ferra, Sergio & Romei, Federica, 2019. "Household Heterogeneity and the Transmission of Foreign Shocks," CEPR Discussion Papers 14062, C.E.P.R. Discussion Papers.
- Sergio de Ferra & Federica Romei & Kurt Mitman, 2019. "Household Heterogeneity and the Transmission of Foreign Shocks," 2019 Meeting Papers 1267, Society for Economic Dynamics.
- Marcus Hagedorn & Iourii Manovskii & Jinfeng Luo & Kurt Mitman, 2018.
"Forward Guidance,"
2018 Meeting Papers
929, Society for Economic Dynamics.
- Marcus Hagedorn & Jinfeng Luo & Iourii Manovskii & Kurt Mitman, 2018. "Forward Guidance," Working Papers id:12742, eSocialSciences.
- Marcus Hagedorn & Jinfeng Luo & Iourii Manovskii & Kurt Mitman, 2018. "Forward Guidance," NBER Working Papers 24521, National Bureau of Economic Research, Inc.
- Hagedorn, Marcus & Luo, Jinfeng & Manovskii, Iourii & Mitman, Kurt, 2019. "Forward guidance," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 1-23.
- Mitman, Kurt & Hagedorn, Marcus & Manovskii, Iourii & Luo, Jinfeng, 2018. "Forward Guidance," CEPR Discussion Papers 12858, C.E.P.R. Discussion Papers.
- Vincent Sterk & Wei Cui, 2019.
"Quantitative Easing,"
2019 Meeting Papers
29, Society for Economic Dynamics.
- Cui, Wei & Sterk, Vincent, 2018. "Quantitative easing," LSE Research Online Documents on Economics 90874, London School of Economics and Political Science, LSE Library.
- Sterk, Vincent & Cui, Wei, 2018. "Quantitative Easing," CEPR Discussion Papers 13322, C.E.P.R. Discussion Papers.
- Wei Cui & Vincent Sterk, 2018. "Quantitative Easing," Discussion Papers 1830, Centre for Macroeconomics (CFM).
- Xavier Ragot, 2016.
"Le retour de l'économie Keynesienne,"
SciencePo Working papers Main
hal-03459338, HAL.
- Xavier Ragot, 2016. "Le retour de l'économie keynesienne," Documents de Travail de l'OFCE 2016-14, Observatoire Francais des Conjonctures Economiques (OFCE).
- Xavier Ragot, 2016. "Le retour de l’économie keynésienne," SciencePo Working papers Main hal-03469978, HAL.
- Xavier Ragot, 2016. "Le retour de l'économie Keynesienne," Sciences Po publications 2016-14, Sciences Po.
- Xavier Ragot, 2016. "Le retour de l’économie keynésienne," Post-Print hal-03469978, HAL.
- Xavier Ragot, 2016. "Le retour de l'économie Keynesienne," Working Papers hal-03459338, HAL.
- Xavier Ragot, 2016. "Le retour de l’économie keynésienne," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 173-186.
- Xavier Ragot, 2016. "Le retour de l'économie keynésienne," Sciences Po publications info:hdl:2441/3pv2em81ob8, Sciences Po.
- Xavier Ragot, 2016. "Le retour de l’économie keynésienne," Sciences Po publications info:hdl:2441/4di9av1cud8, Sciences Po.
- Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2016.
"How Credit Constraints Impact Job Finding Rates, Sorting & Aggregate Output,"
NBER Working Papers
22274, National Bureau of Economic Research, Inc.
- Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2017. "How Credit Constraints Impact Job Finding Rates, Sorting & Aggregate Output," Working Papers 2017-012, Human Capital and Economic Opportunity Working Group.
- Kyle Herkenhoff & Gordon Phillips & Ethan Cohen-Cole, 2016. "How Credit Constraints Impact Job Finding Rates, Sorting & Aggregate Output," Working Papers 16-25, Center for Economic Studies, U.S. Census Bureau.
- Florin O Bilbiie & Xavier Ragot, 2020.
"Optimal monetary policy and liquidity with heterogeneous households,"
Post-Print
hal-03100875, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Working Papers hal-03471839, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," SciencePo Working papers Main hal-03471839, HAL.
- Florin O Bilbiie & Xavier Ragot, 2020. "Optimal monetary policy and liquidity with heterogeneous households," SciencePo Working papers Main hal-03100875, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Sciences Po Economics Discussion Papers 2017-02, Sciences Po Departement of Economics.
- Florin Bilbiie & Xavier Ragot, 2021. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 71-95, July.
- Bilbiie, Florin & Ragot, Xavier, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," CEPR Discussion Papers 11814, C.E.P.R. Discussion Papers.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," SciencePo Working papers hal-03471839, HAL.
- Florin Bilbiie & Xavier Ragot, 2021. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Post-Print hal-03501417, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03471839, HAL.
- Florin Bilbiie & Xavier Ragot, 2021. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," SciencePo Working papers Main hal-03501417, HAL.
- Florin Bilbiie & Xavier Ragot, 2017. "Optimal Monetary Policy and Liquidity with Heterogeneous Households," Sciences Po publications 2017-02, Sciences Po.
- Andrew T. Foerster & Jose Mustre-del-Rio, 2014.
"Search with wage posting under sticky prices,"
Research Working Paper
RWP 14-17, Federal Reserve Bank of Kansas City.
- Andrew T. Foerster & José Mustre‐Del‐Río, 2022. "Search with Wage Posting under Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 599-626, March.
- Volker Tjaden & Ralph Lütticke & Lien Pham & Christian Bayer, 2013.
"Household Income Risk, Nominal Frictions, and Incomplete Markets,"
2013 Meeting Papers
1270, Society for Economic Dynamics.
- Lütticke, Ralph & Bayer, Christian & Pham, Lien & Tjaden, Volker, 2013. "Household Income Risk, Nominal Frictions, and Incomplete Markets," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79868, Verein für Socialpolitik / German Economic Association.
- Huo, Zhen, 2016.
"Financial Frictions, Asset Prices, and the Great Recession,"
CEPR Discussion Papers
11544, C.E.P.R. Discussion Papers.
- Zhen Huo & José-Víctor Ríos-Rull, 2016. "Financial Frictions, Asset Prices, and the Great Recession," Staff Report 526, Federal Reserve Bank of Minneapolis.
- 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.
- 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.
- 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.
- Francesco Ferrante & Matthias Paustian, 2019. "Household Debt and the Heterogeneous Effects of Forward Guidance," International Finance Discussion Papers 1267, Board of Governors of the Federal Reserve System (U.S.).
- Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2019.
"Financial Frictions and the Wealth Distribution,"
NBER Working Papers
26302, National Bureau of Economic Research, Inc.
- Fernández-Villaverde, Jesús & Hurtado, Samuel & Nuño, Galo, 2019. "Financial Frictions and the Wealth Distribution," CEPR Discussion Papers 14002, C.E.P.R. Discussion Papers.
- 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, 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.
- 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.
- Morten O. Ravn & Vincent Sterk, 2012.
"Job Uncertainty and Deep Recessions,"
Discussion Papers
1501, Centre for Macroeconomics (CFM), revised Dec 2014.
- Ravn, Morten O. & Sterk, Vincent, 2017. "Job uncertainty and deep recessions," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 125-141.
- Vincent Sterk & Morten Ravn, 2013. "Job Uncertainty and Deep Recessions," 2013 Meeting Papers 921, Society for Economic Dynamics.
- Ravn, Morten O. & Sterk, Vincent, 2015. "Job uncertainty and deep recessions," LSE Research Online Documents on Economics 86324, London School of Economics and Political Science, LSE Library.
- Sterk, Vincent & Tenreyro, Silvana, 2018.
"The transmission of monetary policy through redistributions and durable purchases,"
Journal of Monetary Economics, Elsevier, vol. 99(C), pages 124-137.
- Vincent Sterk & Silvana Tenreyro, 2016. "The Transmission of Monetary Policy through Redistributions and Durable Purchases," Working Papers 1601, Council on Economic Policies.
- Sterk, Vincent & Tenreyro, Silvana, 2018. "The transmission of monetary policy through redistributions and durable purchases," LSE Research Online Documents on Economics 89056, London School of Economics and Political Science, LSE Library.
- Tenreyro, Silvana & Sterk, Vincent, 2015. "The Transmission of Monetary Policy through Redistributions and Durable Purchases," CEPR Discussion Papers 10785, C.E.P.R. Discussion Papers.
- Eric M. Leeper, 2015.
"Fiscal Analysis is Darned Hard,"
CAEPR Working Papers
2015-021, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Eric M. Leeper, 2015. "Fiscal Analysis is Darned Hard," NBER Working Papers 21822, National Bureau of Economic Research, Inc.
- Demary, Markus & Niehues, Judith & Stockhausen, Maximilian & Zdrzalek, Jonas, 2021. "Der Einfluss der EZB-Geldpolitik auf die Vermögensverteilung in Deutschland," Studien, Stiftung Familienunternehmen / Foundation for Family Businesses, number 250019.
- Galo Nuño & Carlos Thomas, 2016. "Optimal monetary policy with heterogeneous agents (Updated September 2019)," Working Papers 1624, Banco de España, revised Sep 2019.
- Kurt Mitman & Iourii Manovskii & Marcus Hagedorn, 2017. "Monetary Policy in Incomplete Market Models: Theory and Evidence," 2017 Meeting Papers 1605, Society for Economic Dynamics.
- Böhl, Gregor, 2022. "Ensemble MCMC sampling for robust Bayesian inference," IMFS Working Paper Series 177, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- James B. Bullard, 2014. "Income inequality and monetary policy: a framework with answers to three questions," Speech 235, Federal Reserve Bank of St. Louis.
- Hagedorn, Marcus, 2018. "Prices and Inflation when Government Bonds are Net Wealth," CEPR Discussion Papers 12769, C.E.P.R. Discussion Papers.
- James Cloyne & Clodomiro Ferreira & Paolo Surico, 2020.
"Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 102-129.
- Cloyne, James & Ferreira, Clodomiro & Surico, Paolo, 2016. "Monetary policy when households have debt: new evidence on the transmission mechanism," Bank of England working papers 589, Bank of England.
- James Cloyne & Clodomiro Ferreira & Paolo Surico, 2018. "Monetary policy when households have debt: new evidence on the transmission mechanism," Working Papers 1813, Banco de España.
- Surico, Paolo & Cloyne, James & Ferreira, Clodomiro, 2015. "Monetary Policy when Households have Debt: New Evidence on the Transmission Mechanism," CEPR Discussion Papers 11023, C.E.P.R. Discussion Papers.
- Kimberly A. Berg & Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2019.
"Demographics and Monetary Policy Shocks,"
NBER Working Papers
25970, National Bureau of Economic Research, Inc.
- Kimberly A. Berg & Chadwick C. Curtis & Steven Lugauer & Nelson C. Mark, 2021. "Demographics and Monetary Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(6), pages 1229-1266, September.
- Kimberly Berg & Chadwick Curtis & Nelson Mark & Steven Lugauer, 2019. "Demographics and Monetary Policy Shocks," 2019 Meeting Papers 409, Society for Economic Dynamics.
- Feldkircher, Martin & Kakamu, Kazuhiko, 2018.
"How does monetary policy affect income inequality in Japan? Evidence from grouped data,"
Working Papers in Regional Science
2018/03, WU Vienna University of Economics and Business.
- Martin Feldkircher & Kazuhiko Kakamu, 2018. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Papers 1803.08868, arXiv.org, revised Jul 2021.
- Martin Feldkircher & Kazuhiko Kakamu, 2022. "How does monetary policy affect income inequality in Japan? Evidence from grouped data," Empirical Economics, Springer, vol. 62(5), pages 2307-2327, May.
- Jae Won Lee, 2014.
"Monetary Policy with Heterogeneous Households and Imperfect Risk-Sharing,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(3), pages 505-522, July.
- Jae Won Lee, 2013. "Code files for "Monetary Policy with Heterogeneous Households and Imperfect Risk-Sharing"," Computer Codes 11-1, Review of Economic Dynamics.
- Den Haan, Wouter & Rendahl, Pontus & Riegler, Markus, 2015.
"Unemployment (Fears) and Deflationary Spirals,"
CEPR Discussion Papers
10814, C.E.P.R. Discussion Papers.
- Wouter Den Haan & Pontus Rendahl & Markus Riegler, 2015. "Unemployment (Fears) and Deflationary Spirals," Discussion Papers 1521, Centre for Macroeconomics (CFM).
- Chen, Siyan & Desiderio, Saul, 2018.
"Computational evidence on the distributive properties of monetary policy,"
Economics Discussion Papers
2018-38, Kiel Institute for the World Economy (IfW Kiel).
- Chen, Siyan & Desiderio, Saul, 2018. "Computational evidence on the distributive properties of monetary policy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-32.
- Zehua Luan & Xiangyu Man & Xuan Zhou, 2021. "Understanding the Interaction of Chinese Fiscal and Monetary Policy," JRFM, MDPI, vol. 14(9), pages 1-13, September.
- Bilbiie, Florin O., 2020.
"The New Keynesian cross,"
Journal of Monetary Economics, Elsevier, vol. 114(C), pages 90-108.
- Bilbiie, Florin, 2017. "The New Keynesian Cross," CEPR Discussion Papers 11989, C.E.P.R. Discussion Papers.
- Den Haan, Wouter J. & Rendahl, Pontus & Riegler, Markus, 2015. "Unemployment (fears) and deflationary spirals," LSE Research Online Documents on Economics 86288, London School of Economics and Political Science, LSE Library.
- Mackowiak, Bartosz & Corsetti, Giancarlo & Dedola, Luca & Schmidt, Sebastian & Jarocinski, Marek, 2017. "Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe’s Monetary Union," CEPR Discussion Papers 12371, C.E.P.R. Discussion Papers.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith & Meier, André, 2012.
"Sovereign Risk, Fiscal Policy, and Macroeconomic Stability,"
CEPR Discussion Papers
8779, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Keith Kuester & André Meier & Gernot J. Müller, 2013. "Sovereign Risk, Fiscal Policy, and Macroeconomic Stability," Economic Journal, Royal Economic Society, vol. 0, pages 99-132, February.
- Mr. Keith Kuester & Mr. Gernot J. Mueller & Giancarlo Corsetti & Mr. Andre Meier, 2012. "Sovereign Risk, Fiscal Policy, and Macroeconomic Stability," IMF Working Papers 2012/033, International Monetary Fund.
Cited by:
- Lemoine, Matthieu & Lindé, Jesper, 2016.
"Fiscal Consolidation Under Imperfect Credibility,"
Working Paper Series
322, Sveriges Riksbank (Central Bank of Sweden).
- M. Lemoine & J. Lindé, 2016. "Fiscal Consolidation Under Imperfect Credibility," Working papers 595, Banque de France.
- Lemoine, Matthieu & Lindé, Jesper, 2016. "Fiscal consolidation under imperfect credibility," European Economic Review, Elsevier, vol. 88(C), pages 108-141.
- Linde, Jesper & Lemoine, Matthieu, 2016. "Fiscal Consolidation Under Imperfect Credibility," CEPR Discussion Papers 11404, C.E.P.R. Discussion Papers.
- George Economides & Apostolis Philippopoulos & Petros Varthalitis, 2016.
"Monetary Union, Even Higher Integration, or Back to National Currencies?,"
CESifo Economic Studies, CESifo Group, vol. 62(2), pages 232-255.
- George Economides & Apostolis Philippopoulos & Petros Varthalitis, 2016. "Monetary Union, Even Higher Integration, or Back to National Currencies?," CESifo Working Paper Series 5762, CESifo.
- Dimitris Papageorgiou, 2014. "BoGGEM: a dynamic stochastic general equilibrium model for policy simulations," Working Papers 182, Bank of Greece.
- Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013.
"Sovereigns versus Banks: Credit, Crises, and Consequences,"
NBER Working Papers
19506, National Bureau of Economic Research, Inc.
- Òscar Jordà & Moritz HP. Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," NBER Chapters, in: Sovereign Debt and Financial Crises, National Bureau of Economic Research, Inc.
- Oscar Jorda & Moritz HP. Schularick & Alan M. Taylor, 2014. "Sovereigns versus Banks: Credit, Crises and Consequences," Working Papers Series 3, Institute for New Economic Thinking.
- Òscar Jordá & Moritz Schularick & Alan M. Taylor, 2016. "Sovereigns Versus Banks: Credit, Crises, and Consequences," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 45-79.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CESifo Working Paper Series 4431, CESifo.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," Working Paper Series 2013-37, Federal Reserve Bank of San Francisco.
- Taylor, Alan M. & Schularick, Moritz & Jordà , Òscar, 2013. "Sovereigns versus Banks: Credit, Crises, and Consequences," CEPR Discussion Papers 9678, C.E.P.R. Discussion Papers.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2016. "Sovereigns Versus Banks: Credit, Crises, And Consequences," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 45-79, February.
- Shigeto Kitano & Kenya Takaku, 2013.
"External Debt and Taylor Rules in a Small Open Economy,"
Discussion Paper Series
DP2013-36, Research Institute for Economics & Business Administration, Kobe University, revised Jan 2016.
- Shigeto Kitano & Kenya Takaku, 2016. "External Debt and Taylor Rules in a Small Open Economy," Pacific Economic Review, Wiley Blackwell, vol. 21(5), pages 541-559, December.
- Kirchner, Markus & Rieth, Malte, 2020.
"Sovereign default risk, macroeconomic fluctuations and monetary-fiscal stabilisation,"
IWH Discussion Papers
22/2020, Halle Institute for Economic Research (IWH).
- Markus Kirchner & Malte Rieth, 2021. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary–Fiscal Stabilization," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(2), pages 391-426, June.
- Markus Kirchner & Malte Rieth, 2021. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization," Discussion Papers of DIW Berlin 1966, DIW Berlin, German Institute for Economic Research.
- Markus Kirchner & Malte Rieth, 2020. "Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization," Working Papers Central Bank of Chile 896, Central Bank of Chile.
- Neyer, Ulrike & Sterzel, André, 2017. "Capital requirements for government bonds: Implications for bank behaviour and financial stability," DICE Discussion Papers 275, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Oseni, I. O. & Okwu, A. T. & Babalola, D. A. & Adegboyega, S. B., 2019. "Recession and the Challenge of Sustainable Economic Growth in Nigeria: An Evaluation of Macroeconomic Policies," Tanzanian Economic Review, Department of Economics, University of Dar es Salaam, vol. 9(1), pages 93-112, June.
- Woodford, Michael & Cúrdia, Vasco, 2015.
"Credit Frictions and Optimal Monetary Policy,"
CEPR Discussion Papers
11016, C.E.P.R. Discussion Papers.
- Vasco Curdia & Michael Woodford, 2015. "Credit frictions and optimal monetary policy," Working Paper Series 2015-20, Federal Reserve Bank of San Francisco.
- Cúrdia, Vasco & Woodford, Michael, 2016. "Credit Frictions and Optimal Monetary Policy," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 30-65.
- Vasco Cúrdia & Michael Woodford, 2015. "Credit Frictions and Optimal Monetary Policy," NBER Working Papers 21820, National Bureau of Economic Research, Inc.
- Vasco Cúrdia & Michael Woodford, 2008. "Credit frictions and optimal monetary policy," Working Paper Research 146, National Bank of Belgium.
- Vasco Cúrdia & Michael Woodford, 2009. "Credit frictions and optimal monetary policy," BIS Working Papers 278, Bank for International Settlements.
- Dieppe, Alistair & Mourinho Félix, Ricardo & Marchiori, Luca & Grech, Owen & Albani, Maria & Lalouette, Laure & Kulikov, Dmitry & Papadopoulou, Niki & Sideris, Dimitris & Irac, Delphine & Gordo Mora, , 2015. "Public debt, population ageing and medium-term growth," Occasional Paper Series 165, European Central Bank.
- C. Glocker & G. Sestieri & P. Towbin, 2017. "Time-varying fiscal spending multipliers in the UK," Working papers 643, Banque de France.
- Philippe Martin & Thomas Philippon, 2017.
"Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone,"
American Economic Review, American Economic Association, vol. 107(7), pages 1904-1937, July.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," Post-Print hal-03391984, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," Sciences Po publications 2014-16, Sciences Po.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers Main hal-03460217, HAL.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," SciencePo Working papers Main hal-03391984, HAL.
- Martin, Philippe & Philippon, Thomas, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," CEPR Discussion Papers 10189, C.E.P.R. Discussion Papers.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," Working Papers hal-03460217, HAL.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," NBER Working Papers 20572, National Bureau of Economic Research, Inc.
- Philippe Martin & Thomas Philippon, 2017. "Inspecting the Mechanism: Leverage and the Great Recession in the Eurozone," Sciences Po publications info:hdl:2441/59bp0vqv2b8, Sciences Po.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," Sciences Po Economics Discussion Papers 2014-16, Sciences Po Departement of Economics.
- Philippe Martin & Thomas Philippon, 2014. "Inspecting the Mechanism Leverage and the Great Recession in the Eurozone," SciencePo Working papers hal-03460217, HAL.
- Mathieu Grobéty, 2017.
"Government Debt and Growth: The Role of Liquidity,"
Working Papers
2017-13, Swiss National Bank.
- Grobéty, Mathieu, 2018. "Government debt and growth: The role of liquidity," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 1-22.
- Okano Eiji & Masashige Hamano & Pierre Picard, 2014.
"Inflation Stabilization and Default Risk in a Currency Union,"
UTokyo Price Project Working Paper Series
028, University of Tokyo, Graduate School of Economics.
- Okano, Eiji & Hamano, Masashige, 2018. "Inflation Stabilization And Default Risk In A Currency Union," Macroeconomic Dynamics, Cambridge University Press, vol. 22(7), pages 1790-1807, October.
- Stähler, Nikolai, 2011.
"Recent developments in quantitative models of sovereign default,"
Discussion Paper Series 1: Economic Studies
2011,17, Deutsche Bundesbank.
- Nikolai Stähler, 2013. "Recent Developments In Quantitative Models Of Sovereign Default," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
- Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi, December.
- Christopher Loewald & David Faulkner & Konstantin Makrelov, 2020.
"Time consistency and economic growth: A case study of South African macroeconomic policy,"
Working Papers
842, Economic Research Southern Africa.
- Christopher Loewald & David Faulkner & Konstantin Makrelov, 2020. "Time consistency and economic growth a case study of south african macroeconomic policy," Working Papers 10421, South African Reserve Bank.
- Corsetti, G. & Dedola, L. & Jarocinsk, M. & Mackowiak, B., 2016.
"Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europe’s monetary Union,"
Cambridge Working Papers in Economics
1675, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Dedola, Luca & Jarociński, Marek & Maćkowiak, Bartosz & Schmidt, Sebastian, 2016. "Macroeconomic stabilization, monetary-fiscal interactions, and Europe’s monetary union," Working Paper Series 1988, European Central Bank.
- Corsetti, Giancarlo & Dedola, Luca & Jarociński, Marek & Maćkowiak, Bartosz & Schmidt, Sebastian, 2019. "Macroeconomic stabilization, monetary-fiscal interactions, and Europe's monetary union," European Journal of Political Economy, Elsevier, vol. 57(C), pages 22-33.
- Caner, Mehmet & Fan, Qingliang & Grennes, Thomas, 2021. "Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 694-711.
- Berg, Tim Oliver, 2019.
"Business Uncertainty And The Effectiveness Of Fiscal Policy In Germany,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(4), pages 1442-1470, June.
- Berg, Tim Oliver, 2016. "Business Uncertainty and the Effectiveness of Fiscal Policy in Germany," MPRA Paper 69162, University Library of Munich, Germany.
- Nicoletta Batini & Mr. Giovanni Melina & Stefania Villa, 2016. "Fiscal Buffers, Private Debt, and Stagnation: The Good, the Bad and the Ugly," IMF Working Papers 2016/104, International Monetary Fund.
- Nikola Milović & Mijat Jocović & Nikola Martinović, 2021. "Analysis of the Impact of Macroeconomic Stability on the Level of Global Competitiveness of Western Balkan Countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 23-37.
- Christophe Blot & Jérôme Creel & Bruno Ducoudre & Xavier Timbeau, 2015.
"Back to fiscal consolidation in Europe and its dual tradeoff : now or later, through spending cuts or tax hikes ?,"
Working Papers
hal-01143545, HAL.
- Christophe Blot & Jérôme Creel & Bruno Ducoudre & Xavier Timbeau, 2015. "Back to fiscal consolidation in Europe and its dual tradeoff : now or later, through spending cuts or tax hikes ?," Sciences Po publications 2015-11, Sciences Po.
- Christophe Blot & Jerôme Creel & Bruno Ducoudré & Xavier Timeau, 2015. "Back to fiscal consolidation in Europe and its dual tradeoff : now of later, through spending cuts or tax hikes," Documents de Travail de l'OFCE 2015-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Christophe Blot & Jérôme Creel & Bruno Ducoudre & Xavier Timbeau, 2015. "Back to fiscal consolidation in Europe and its dual tradeoff : now or later, through spending cuts or tax hikes ?," SciencePo Working papers Main hal-01143545, HAL.
- Zuzana Mucka & Michal Horvath, 2015. "Fiscal Policy Matters A New DSGE Model for Slovakia," Discussion Papers Discussion Paper No. 1/20, Council for Budget Responsibility.
- Gerali, Andrea & Locarno, Alberto & Notarpietro, Alessandro & Pisani, Massimiliano, 2018. "The sovereign crisis and Italy’s potential output," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 418-433.
- Semmler, Willi & Haider, Alexander, 2015.
"The perils of debt deflation in the euro area: A multi regime model,"
ZEW Discussion Papers
15-071, ZEW - Leibniz Centre for European Economic Research.
- Willi Semmler & Alexander Haider, 2016. "The perils of debt deflation in the Euro area: a multi regime model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(2), pages 257-278, May.
- Zheng, Suwen & Ye, Chunhui, 2021. "Positive Effect of Village Debt on Land Transfer: Evidence from County-level Panel Data of Village Finance in Zhejiang Province," 2021 Conference, August 17-31, 2021, Virtual 315412, International Association of Agricultural Economists.
- Pompeo Della Posta, 2018. "Fiscal austerity and monetary easing: which one is to be praised for ending the euro area crisis?," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(1), pages 165-189, June.
- Stefan Niemann & Paul Pichler, 2020.
"Online Appendix to "Optimal fiscal policy and sovereign debt crises","
Online Appendices
18-382, Review of Economic Dynamics.
- Stefan Niemann & Paul Pichler, 2020. "Optimal fiscal policy and sovereign debt crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 234-254, July.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith & Meier, André, 2013.
"Sovereign risk and belief-driven fluctuations in the euro area,"
CEPR Discussion Papers
9723, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Mr. Keith Kuester & Mr. Andre Meier & Mr. Gernot J. Mueller, 2013. "Sovereign Risk and Belief-Driven Fluctuations in the Euro Area," IMF Working Papers 2013/227, International Monetary Fund.
- Corsetti, Giancarlo & Kuester, Keith & Meier, André & Müller, Gernot J., 2014. "Sovereign risk and belief-driven fluctuations in the euro area," Journal of Monetary Economics, Elsevier, vol. 61(C), pages 53-73.
- Frauke Schleer & Willi Semmler, 2014.
"Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered,"
SCEPA working paper series.
2014-5, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Schleer, Frauke & Semmler, Willi, 2014. "Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100578, Verein für Socialpolitik / German Economic Association.
- Schleer, Frauke & Semmler, Willi, 2015. "Financial sector and output dynamics in the euro area: Non-linearities reconsidered," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 235-263.
- Roberto Tamborini & Matteo Tomaselli, 2020. "When does public debt impair economic growth? A literature review in search of a theory," DEM Working Papers 2020/7, Department of Economics and Management.
- Vassilis Monastiriotis, 2014.
"(When) Does Austerity Work? On the Conditional Link between Fiscal Austerity and Debt Sustainability,"
Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 8(1), pages 71-92, June.
- Monastiriotis, Vassilis, 2014. "(When) does austerity work? On the conditional link between fiscal austerity and debt sustainability," LSE Research Online Documents on Economics 57615, London School of Economics and Political Science, LSE Library.
- Bańkowski, Krzysztof, 2023. "Fiscal policy in the semi-structural model ECB-BASE," Working Paper Series 2802, European Central Bank.
- Jacopo Cimadomo & Oana Furtuna & Massimo Giuliodori, 2017.
"Private and Public Risk Sharing in the Euro Area,"
Tinbergen Institute Discussion Papers
17-064/VI, Tinbergen Institute.
- Cimadomo, Jacopo & Ciminelli, Gabriele & Furtuna, Oana & Giuliodori, Massimo, 2020. "Private and public risk sharing in the euro area," European Economic Review, Elsevier, vol. 121(C).
- Cimadomo, Jacopo & Furtuna, Oana & Giuliodori, Massimo, 2018. "Private and public risk sharing in the euro area," Working Paper Series 2148, European Central Bank.
- Qureshi, Irfan & Liaqat, Zara, 2020. "The long-term consequences of external debt: Revisiting the evidence and inspecting the mechanism using panel VARs," Journal of Macroeconomics, Elsevier, vol. 63(C).
- Erica Perego, 2018.
"Sovereign Risk and Asset Market Dynamics in the Euro Area,"
Working Papers
2018-18, CEPII research center.
- Perego, Erica, 2020. "Sovereign risk and asset market dynamics in the euro area," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Erica Perego, 2018. "Sovereign risk and asset market dynamics in the euro area," Documents de recherche 18-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Christophe Blot & Bruno Ducoudre & Xavier Timbeau, 2016.
"Sovereign debt spread and default in a model with self-fulfilling prophecies and asymmetric information,"
Post-Print
hal-03411199, HAL.
- Christophe Blot & Bruno Ducoudré & Xavier Timbeau, 2015. "Sovereign debt spread and default in a model with self-fulfilling prophecies ans asymmetric information," Documents de Travail de l'OFCE 2015-12, Observatoire Francais des Conjonctures Economiques (OFCE).
- Christophe Blot & Bruno Ducoudre & Xavier Timbeau, 2015. "Sovereign debt spread and default in a model with self fullfilling prophecies ans asymmetric information," Sciences Po publications 2015-12, Sciences Po.
- Blot, Christophe & Ducoudré, Bruno & Timbeau, Xavier, 2016. "Sovereign debt spread and default in a model with self-fulfilling prophecies and asymmetric information," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 281-299.
- Christophe Blot & Bruno Ducoudre & Xavier Timbeau, 2016. "Sovereign debt spread and default in a model with self-fulfilling prophecies and asymmetric information," SciencePo Working papers Main hal-03411199, HAL.
- Christophe Blot & Bruno Ducoudre & Xavier Timbeau, 2015. "Sovereign debt spread and default in a model with self fullfilling prophecies ans asymmetric information," SciencePo Working papers Main hal-03389332, HAL.
- Christophe Blot & Bruno Ducoudre & Xavier Timbeau, 2015. "Sovereign debt spread and default in a model with self fullfilling prophecies ans asymmetric information," Working Papers hal-03389332, HAL.
- Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Lorenzo Bermejo, 2024. "Private and public debt convergence: a fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(1), pages 161-183, February.
- Bajaj, Vimmy & Kumar, Pawan & Singh, Vipul Kumar, 2022. "Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 59(C).
- Huidrom,Raju & Kose,Ayhan & Lim,Jamus Jerome & Ohnsorge,Franziska Lieselotte, 2019.
"Why Do Fiscal Multipliers Depend on Fiscal Positions?,"
Policy Research Working Paper Series
8784, The World Bank.
- Huidrom, Raju & Kose, M. Ayhan & Lim, Jamus J. & Ohnsorge, Franziska L., 2020. "Why do fiscal multipliers depend on fiscal Positions?," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 109-125.
- Raju Huidrom & M. Ayhan Kose & Jamus J. Lim & Franziska L. Ohnsorge, 2019. "Why do fiscal multipliers depend on fiscal positions?," CAMA Working Papers 2019-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Raju Huidrom & M. Ayhan Kose & Jamus J. Lim & Franziska L. Ohnsorge, 2019. "Why Do Fiscal Multipliers Depend on Fiscal Positions?," Koç University-TUSIAD Economic Research Forum Working Papers 1905, Koc University-TUSIAD Economic Research Forum.
- Kose, M. Ayhan & Huidrom, Raju & Lim, Jamus & Ohnsorge, Franziska, 2019. "Why Do Fiscal Multipliers Depend on Fiscal Positions?," CEPR Discussion Papers 13648, C.E.P.R. Discussion Papers.
- Mikkel Hermansen & Oliver Röhn, 2015.
"Economic resilience: The usefulness of early warning indicators in OECD countries,"
OECD Economics Department Working Papers
1250, OECD Publishing.
- Mikkel Hermansen & Oliver Röhn, 2017. "Economic resilience: The usefulness of early warning indicators in OECD countries," OECD Journal: Economic Studies, OECD Publishing, vol. 2016(1), pages 9-35.
- Jan in 't Veld, 2013. "Fiscal consolidations and spillovers in the Euro area periphery and core," European Economy - Economic Papers 2008 - 2015 506, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Javier Andres & Oscar Arce & Dominik Thaler & Carlos Thomas, 2020.
"When Fiscal Consolidation Meets Private Deleveraging,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 214-233, July.
- Javier Andres & Oscar Arce & Dominik Thaler & Carlos Thomas, 2020. "Online Appendix to "When Fiscal Consolidation Meets Private Deleveraging"," Online Appendices 18-471, Review of Economic Dynamics.
- Javier Andres & Oscar Arce & Dominik Thaler & Carlos Thomas, 2020. "Code and data files for "When Fiscal Consolidation Meets Private Deleveraging"," Computer Codes 18-471, Review of Economic Dynamics.
- Javier Andrés & Óscar Arce & Carlos Thomas, 2016. "When fiscal consolidation meets private deleveraging," Working Papers 1622, Banco de España.
- Jarociński, Marek & Maćkowiak, Bartosz, 2018.
"Monetary-fiscal interactions and the euro area's malaise,"
Journal of International Economics, Elsevier, vol. 112(C), pages 251-266.
- Mackowiak, Bartosz & Jarocinski, Marek, 2017. "Monetary-Fiscal Interactions and the Euro Area's Malaise," CEPR Discussion Papers 12020, C.E.P.R. Discussion Papers.
- Marek Jarocinski & Bartosz Mackowiak, 2017. "Monetary-Fiscal Interactions and the Euro Area’s Malaise," NBER Chapters, in: NBER International Seminar on Macroeconomics 2017, National Bureau of Economic Research, Inc.
- Marek Jarociński & Bartosz Maćkowiak, 2017. "Monetary-Fiscal Interactions and the Euro Area's Malaise," NBER Working Papers 23746, National Bureau of Economic Research, Inc.
- Jarociński, Marek & Maćkowiak, Bartosz, 2017. "Monetary-fiscal interactions and the euro area's malaise," Working Paper Series 2072, European Central Bank.
- Ouliaris, Sam & Rochon, Celine, 2021. "Pre- and Post-Global Financial Crisis Policy Multipliers#," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Michal Szkup, 2020.
"Online Appendix to "Preventing Self-Fulfilling Debt Crises: A Global Games Approach","
Online Appendices
19-127, Review of Economic Dynamics.
- Michal Szkup, 2022. "Preventing Self-Fulfilling Debt Crises: A Global Games Approach," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 22-55, January.
- Jan Bruha & Evžen Kocenda, 2017.
"Financial Stability in Europe: Banking and Sovereign Risk,"
CESifo Working Paper Series
6453, CESifo.
- Brůha, Jan & Kočenda, Evžen, 2018. "Financial stability in Europe: Banking and sovereign risk," Journal of Financial Stability, Elsevier, vol. 36(C), pages 305-321.
- Huixin Bi & Wenyi Shen & Shu-Chun S. Yang, 2020.
"Fiscal Implications of Interest Rate Normalization in the United States,"
Research Working Paper
RWP 20-12, Federal Reserve Bank of Kansas City.
- Huixin Bi & Wenyi Shen & Shu‐Chun S. Yang, 2022. "Fiscal implications of interest rate normalization in the United States," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 868-904, May.
- Huixin Bi & Ms. Wenyi Shen & Susan Yang Shu-Chun, 2019. "Fiscal Implications of Interest Rate Normalization in the United States," IMF Working Papers 2019/090, International Monetary Fund.
- Giancarlo Corsetti & André Meier & Gernot J. Müller, 2012.
"What determines government spending multipliers? [Mafia and public spending: Evidence of the fiscal multiplier from a quasi-experiment’, mimeo],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 27(72), pages 521-565.
- Corsetti, Giancarlo & Müller, Gernot & Meier, André, 2012. "What Determines Government Spending Multipliers?," CEPR Discussion Papers 9010, C.E.P.R. Discussion Papers.
- Gernot Müller & Mr. Andre Meier & Giancarlo Corsetti, 2012. "What Determines Government Spending Multipliers?," IMF Working Papers 2012/150, International Monetary Fund.
- Aloui, Rym & Eyquem, Aurélien, 2019.
"Spending multipliers with distortionary taxes: Does the level of public debt matter?,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 275-293.
- Rym Aloui & Aurélien Eyquem, 2019. "Spending multipliers with distortionary taxes: Does the level of public debt matter?," Post-Print halshs-02092317, HAL.
- Rym Aloui & Aurélien Eyquem, 2018. "Spending Multipliers with Distortionary Taxes: Does the Level of Public Debt Matter?," Working Papers 1831, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Rym Aloui & Aurélien Eyquem, 2018. "Spending Multipliers with Distortionary Taxes: Does the Level of Public Debt Matter?," Working Papers halshs-01942746, HAL.
- Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012.
"Money creation and financial instability: An agent-based credit network approach,"
Economics Working Papers
2012-15, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012. "Money creation and financial instability: An agent-based credit network approach," Economics Discussion Papers 2012-61, Kiel Institute for the World Economy (IfW Kiel).
- Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2013. "Money creation and financial instability: An agent-based credit network approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014.
"Fiscal Consolidation, Public Debt and Output Dynamics in the Euro Area: lessons from a simple model with time-varying fiscal multipliers,"
Post-Print
hal-03429902, HAL.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudré & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal Consolidation, Public Debt and Output Dynamics in the Euro Area: lessons from a simple model with time-varying fiscal multipliers," Revue d'économie politique, Dalloz, vol. 124(6), pages 953-989.
- Christophe Blot & Marion Cochard & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau & Jérôme Creel, 2014. "Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers," Sciences Po publications 2014-14, Sciences Po.
- Christophe Blot & Marion Cochard & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau & Jérôme Creel, 2014. "Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers," Working Papers hal-01052440, HAL.
- Christophe Blot & Marion Cochard & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau & Jérôme Creel, 2014. "Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers," SciencePo Working papers Main hal-01052440, HAL.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal Consolidation, Public Debt and Output Dynamics in the Euro Area: lessons from a simple model with time-varying fiscal multipliers," SciencePo Working papers Main hal-03429902, HAL.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal Consolidation, Public Debt and Output Dynamics in the Euro Area: lessons from a simple model with time-varying fiscal multipliers," Sciences Po publications info:hdl:2441/5rnlf639ie8, Sciences Po.
- Christophe Blot & Marion Cochard & Bruno Ducoudré & Danielle Schweisguth & Xavier Timbeau & Jérôme Creel, 2014. "Fiscal consolidation, public debt and output dynamics in the euro area : lessons from a simple model with time-varying fiscal multipliers," Documents de Travail de l'OFCE 2014-14, Observatoire Francais des Conjonctures Economiques (OFCE).
- Yasuharu Iwata & Hirokuni IIboshi, 2023.
"The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(4), pages 830-858, August.
- IWATA, Yasuharu & IIBOSHI, Hirokuni, 2023. "The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter," MPRA Paper 116355, University Library of Munich, Germany.
- IIBOSHI, Hirokuni & IWATA, Yasuharu, 2023. "The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter," MPRA Paper 116310, University Library of Munich, Germany.
- Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019.
"Fiscal Stimulus Under Sovereign Risk,"
International Finance Discussion Papers
1257, Board of Governors of the Federal Reserve System (U.S.).
- Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2023. "Fiscal Stimulus under Sovereign Risk," Journal of Political Economy, University of Chicago Press, vol. 131(9), pages 2328-2369.
- Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019. "Fiscal Stimulus under Sovereign Risk," Working Papers 762, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Pablo Ottonello & Ignacio Presno, 2019. "Fiscal Stimulus under Sovereign Risk," NBER Working Papers 26307, National Bureau of Economic Research, Inc.
- Müller, Gernot Johannes & Hettig, Thomas & Mueller, Gernot, 2015. "Fiscal policy coordination in currency unions (at the zero lower bound)," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112826, Verein für Socialpolitik / German Economic Association.
- Roberta De Santis & Piero Esposito & Elena Masi, 2017.
"Are there common structural determinants of potential output growth in Europe? An empirical exercise for 11 EMU countries,"
Working Papers
4, Department of the Treasury, Ministry of the Economy and of Finance.
- De Santis, Roberta & Esposito, Piero & Masi, Elena, 2017. "Are There Common Structural Determinants of Potential Output Growth in Europe?: An empirical exercise for 11 EMU countries," LEAP Working Papers 2017/4, Luiss Institute for European Analysis and Policy.
- Cristina Badarau & Florence Huart & Ibrahima Sangaré, 2014.
"Sovereign Risk Premium and Divergent Fiscal Policies in a Monetary Union,"
Post-Print
hal-03894545, HAL.
- Cristina Badarau & Florence Huart & Ibrahima Sangaré, 2014. "Sovereign Risk Premium and Divergent Fiscal Policies in a Monetary Union," Revue d'économie politique, Dalloz, vol. 124(6), pages 867-898.
- Tomas Adam & Robert Ambrisko & Oxana Babecka Kucharcukova & Jan Babecky & Sona Benecka & Jan Bruha & Vilma Dingova & Dana Hajkova & Tomas Holub & Eva Hromadkova & David Kocourek & Lubos Komarek & Zlat, 2014. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2014," Occasional Publications - Edited Volumes, Czech National Bank, number as14 edited by Kamila Kulhava & Jakub Mateju, January.
- Eiji Okano & Masataka Eguchi, 2020. "The importance of default risk awareness in conducting monetary and fiscal policies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(3), pages 361-392, September.
- Gadatsch Niklas & Hollmayr Josef & Stähler Nikolai, 2019.
"Thoughts on a Fiscal Union in EMU,"
German Economic Review, De Gruyter, vol. 20(4), pages 360-384, December.
- Gadatsch, Niklas & Hollmayr, Josef & Stähler, Nikolai, 2016. "Thoughts on a fiscal union in EMU," Discussion Papers 40/2016, Deutsche Bundesbank.
- Niklas Gadatsch & Josef Hollmayr & Nikolai Stähler, 2019. "Thoughts on a Fiscal Union in EMU," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 360-384, November.
- Amelie Barbier-Gauchard & Thierry Betti & Theo Metz, 2023. "Fiscal multipliers, public debt anchor and government credibility in a behavioural macroeconomic model," Working Papers 2023.10, International Network for Economic Research - INFER.
- Andrea Gerali & Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani, 2015. "Every cloud has a silver lining. The sovereign crisis and Italian potential output," Temi di discussione (Economic working papers) 1010, Bank of Italy, Economic Research and International Relations Area.
- Barbara Annicchiarico & Fabio Di Dio & Stefano Patrì, 2023. "Optimal correction of the public debt and measures of fiscal soundness," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 138-162, February.
- Jappelli, Ruggero & Pelizzon, Loriana & Plazzi, Alberto, 2021.
"The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times,"
SAFE Working Paper Series
331, Leibniz Institute for Financial Research SAFE.
- Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi, 2021. "The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times," Swiss Finance Institute Research Paper Series 21-30, Swiss Finance Institute.
- Dimakopoulou, Vasiliki & Economides, George & Philippopoulos, Apostolis, 2022. "The ECB's policy, the Recovery Fund and the importance of trust and fiscal corrections: The case of Greece," Economic Modelling, Elsevier, vol. 112(C).
- Hulya Kesici Caliskan & Ayse Atilgan Saridogan, 2021. "An Empirical Analysis for the Effects of Accounting and Auditing Standards and Corporate Governance on Macroeconomic Stability," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 101-114, July.
- Christoph Kaufmann, 2016.
"Optimal Fiscal Substitutes for the Exchange Rate in a Monetary Union,"
Working Paper Series in Economics
86, University of Cologne, Department of Economics.
- Kaufmann, Christoph, 2016. "Optimal fiscal substitutes for the exchange rate in a monetary union," Discussion Papers 44/2016, Deutsche Bundesbank.
- Kaufmann, Christoph, 2019. "Optimal fiscal substitutes for the exchange rate in monetary unions," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 43-62.
- Kaufmann, Christoph, 2016. "Optimal Fiscal Substitutes For The Exchange Rate In A Monetary Union," VfS Annual Conference 2016 (Augsburg): Demographic Change 145873, Verein für Socialpolitik / German Economic Association.
- Philippopoulos, Apostolis & Varthalitis, Petros & Vassilatos, Vanghelis, 2016.
"Fiscal consolidation in an open economy with sovereign premia and without monetary policy independence,"
MPRA Paper
81327, University Library of Munich, Germany.
- Apostolis Philippopoulos & Petros Varthalitis & Vanghelis Vassilatos, 2017. "Fiscal Consolidation in an Open Economy with Sovereign Premia and without Monetary Policy Independence," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 259-306, December.
- de Blas, Beatriz & Malmierca, María, 2020. "Financial frictions and stabilization policies," Economic Modelling, Elsevier, vol. 89(C), pages 166-188.
- Berg Tim Oliver, 2015.
"Time Varying Fiscal Multipliers in Germany,"
Review of Economics, De Gruyter, vol. 66(1), pages 13-46, April.
- Berg, Tim Oliver, 2014. "Time Varying Fiscal Multipliers in Germany," MPRA Paper 57223, University Library of Munich, Germany.
- Galli, Carlo, 2021.
"Self-fulfilling debt crises, fiscal policy and investment,"
Journal of International Economics, Elsevier, vol. 131(C).
- Galli, Carlo, 2019. "Self-fulfilling debt crises, fiscal policy and investment," LSE Research Online Documents on Economics 100942, London School of Economics and Political Science, LSE Library.
- Carlo Galli, 2019. "Self-Fulfilling Debt Crises, Fiscal Policy and Investment," Discussion Papers 1904, Centre for Macroeconomics (CFM).
- Malmierca, María, 2022. "Stabilization and the policy mix in a monetary union," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 92-118.
- Luque, Jaime, 2022. "The repo channel of cross-border lending in the European sovereign debt crisis," Journal of Financial Markets, Elsevier, vol. 59(PA).
- Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2019.
"Exit expectations and debt crises in currency unions,"
Journal of International Economics, Elsevier, vol. 121(C).
- Müller, Gernot & Kriwoluzky, Alexander & Wolf, Martin, 2015. "Exit expectations and debt crises in currency unions," CEPR Discussion Papers 10817, C.E.P.R. Discussion Papers.
- Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2015. "Exit Expectations and Debt Crises in Currency Unions," IWH Discussion Papers 18/2015, Halle Institute for Economic Research (IWH).
- Philippopoulos, Apostolis & Varthalitis, Petros & Vassilatos, Vanghelis, 2017.
"Fiscal consolidation and its cross-country effects,"
Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 55-106.
- Apostolis Philippopoulos & Petros Varthalitis & Vanghelis Vassilatos, 2016. "Fiscal Consolidation and its Cross-Country Effects," CESifo Working Paper Series 6012, CESifo.
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2017.
"Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective,"
TSE Working Papers
17-829, Toulouse School of Economics (TSE), revised Aug 2018.
- Patrick Fève & Olivier Pierrard, 2017. "Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective," BCL working papers 111, Central Bank of Luxembourg.
- Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow banking and financial regulation: A small-scale DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 130-144.
- 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.
- Antonio Antunes & Valerio Ercolani, 2020.
"Public debt expansions and the dynamics of the household borrowing constraint,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 1-32, July.
- António Antunes & Valerio Ercolani, 2020. "Public debt expansions and the dynamics of the household borrowing constraint," Temi di discussione (Economic working papers) 1268, Bank of Italy, Economic Research and International Relations Area.
- Antonio Antunes & Valerio Ercolani, 2019. "Code and data files for "Public debt expansions and the dynamics of the household borrowing constraint"," Computer Codes 18-254, Review of Economic Dynamics.
- António R. Antunes, 2016. "Public debt expansions and the dynamics of the household borrowing constraint," Working Papers w201618, Banco de Portugal, Economics and Research Department.
- Katerina Arnostova & Tomas Adam & Oxana Babecka Kucharcukova & Jan Babecky & Vojtech Belling & Sona Benecka & Jan Bruha & Martin Gurtler & Tibor Hledik & Tomas Holub & Eva Hromadkova & Lubos Komarek &, 2017. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2017," Occasional Publications - Edited Volumes, Czech National Bank, number as17 edited by Katerina Arnostova & Lucie Matejkova, January.
- Schleer, Frauke & Semmler, Willi, 2014.
"Financial sector-output dynamics in the euro area: Non-linearities reconsidered,"
ZEW Discussion Papers
13-068 [rev.], ZEW - Leibniz Centre for European Economic Research.
- Schleer, Frauke & Semmler, Willi, 2013. "Financial sector-output dynamics in the euro area: Non-linearities reconsidered," ZEW Discussion Papers 13-068, ZEW - Leibniz Centre for European Economic Research.
- Pancrazi, Roberto & Seoane, Hernan D & Vukotic, Marija, 2015.
"Sovereign Risk, Private Credit, and Stabilization Policies,"
The Warwick Economics Research Paper Series (TWERPS)
1069, University of Warwick, Department of Economics.
- Pancrazi, Roberto & Seoane, Hernan D. & Vukotic, Marija, 2015. "Sovereign Risk, Private Credit, and Stabilization Policies," Economic Research Papers 270214, University of Warwick - Department of Economics.
- D. Bonam & J.H.J. Lukkezen, 2014.
"Government spending shocks, sovereign risk and the exchange rate regime,"
Working Papers
14-01, Utrecht School of Economics.
- Jasper Lukkezen & Dennis Bonam, 2014. "Government spending shocks, sovereign risk and the exchange rate regime," CPB Discussion Paper 263, CPB Netherlands Bureau for Economic Policy Analysis.
- Dennis Bonam & Jasper Lukkezen, 2013. "Government Spending Shocks, Sovereign Risk and the Exchange Rate Regime," Tinbergen Institute Discussion Papers 13-212/VI, Tinbergen Institute, revised 09 Jan 2013.
- Batini, Nicoletta & Melina, Giovanni & Villa, Stefania, 2019.
"Fiscal buffers, private debt, and recession: The good, the bad and the ugly,"
Journal of Macroeconomics, Elsevier, vol. 62(C).
- Nicoletta Batini & Giovanni Melina & Stefania Villa, 2018. "Fiscal buffers, private debt and recession: the good, the bad and the ugly," Temi di discussione (Economic working papers) 1186, Bank of Italy, Economic Research and International Relations Area.
- Hristov, Atanas, 2013. "The Effects of Fiscal Policy on Consumption in Good and Bad Times," MPRA Paper 44658, University Library of Munich, Germany.
- Huixin Bi & Ms. Wenyi Shen & Ms. Susan S. Yang, 2014. "Fiscal Limits, External Debt, and Fiscal Policy in Developing Countries," IMF Working Papers 2014/049, International Monetary Fund.
- Darracq Pariès, Matthieu & Müller, Georg & Papadopoulou, Niki, 2023. "Fiscal multipliers within the euro area in the context of sovereign risk and bank fragility," Economic Modelling, Elsevier, vol. 126(C).
- Stefan Niemann & Paul Pichler, 2017.
"Optimal fiscal policy and sovereign debt crises,"
Working Papers
218, Oesterreichische Nationalbank (Austrian Central Bank).
- Stefan Niemann & Paul Pichler, 2020. "Optimal fiscal policy and sovereign debt crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 234-254, July.
- Lorenzo Burlon & Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani, 2017. "Public investment and monetary policy stance in the euro area," Temi di discussione (Economic working papers) 1150, Bank of Italy, Economic Research and International Relations Area.
- Afflatet Nicolas, 2019. "Der Fiskalpakt: Schlüssel für dauerhaft solide Finanzen in der Eurozone?," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 68(2), pages 183-201, August.
- George Economides & Dimitris Papageorgiou & Apostolis Philippopoulos, 2021. "Austerity, Assistance and Institutions: Lessons from the Greek Sovereign Debt Crisis," Open Economies Review, Springer, vol. 32(3), pages 435-478, July.
- Canale, Rosaria Rita & Liotti, Giorgio & Marani, Ugo, 2019. "Structural public balance adjustment and poverty in Europe," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 227-236.
- Erceg, Christopher J. & Lindé, Jesper, 2013.
"Fiscal consolidation in a currency union: Spending cuts vs. tax hikes,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 422-445.
- Linde, Jesper & Erceg, Christopher, 2012. "Fiscal Consolidation in a Currency Union: Spending Cuts vs. Tax Hikes," CEPR Discussion Papers 9155, C.E.P.R. Discussion Papers.
- Christopher J. Erceg & Jesper Lindé, 2012. "Fiscal consolidation in a currency union: spending cuts vs. tax hikes," International Finance Discussion Papers 1063, Board of Governors of the Federal Reserve System (U.S.).
- Müller, Gernot & Dietrich, Alexander & Kuester, Keith & Schoenle, Raphael, 2021.
"News and uncertainty about COVID-19: Survey evidence and short-run economic impact,"
CEPR Discussion Papers
16766, C.E.P.R. Discussion Papers.
- Dietrich, Alexander M. & Kuester, Keith & Müller, Gernot J. & Schoenle, Raphael, 2022. "News and uncertainty about COVID-19: Survey evidence and short-run economic impact," Journal of Monetary Economics, Elsevier, vol. 129(S), pages 35-51.
- Alexander M. Dietrich & Keith Kuester & Gernot J. Müller & Raphael S. Schoenle, 2020. "News and uncertainty about COVID-19: Survey evidence and short-run economic impact," ECONtribute Policy Brief Series 004, University of Bonn and University of Cologne, Germany.
- Alexander Dietrich & Keith Kuester & Gernot J. Müller & Raphael Schoenle, 2020. "News and Uncertainty about COVID-19: Survey Evidence and Short-Run Economic Impact," Working Papers 20-12R, Federal Reserve Bank of Cleveland, revised 22 Dec 2021.
- 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.
- Patella, Valeria & Tancioni, Massimiliano, 2021. "Confidence Swings and Sovereign Risk Dynamics," Structural Change and Economic Dynamics, Elsevier, vol. 56(C), pages 195-206.
- André Diniz & Bernardo Guimaraes, 2017.
"How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies,"
Discussion Papers
1705, Centre for Macroeconomics (CFM).
- Diniz, Andre & Guimaraes, Bernardo, 2017. "How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies," LSE Research Online Documents on Economics 86169, London School of Economics and Political Science, LSE Library.
- Lloyd, S. P., 2017.
"Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure,"
Cambridge Working Papers in Economics
1734, Faculty of Economics, University of Cambridge.
- Lloyd, Simon, 2018. "Estimating nominal interest rate expectations: overnight indexed swaps and the term structure," Bank of England working papers 763, Bank of England.
- Lloyd, Simon P., 2020. "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, vol. 119(C).
- Forster, Robert & Sun, Xiaojin, 2022. "Taming the housing crisis: An LTV macroprudential policy," Economic Modelling, Elsevier, vol. 108(C).
- Acocella, Nicola & Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco & Felici, Francesco, 2019.
"An evaluation of alternative fiscal adjustment plans,"
EconStor Preprints
209707, ZBW - Leibniz Information Centre for Economics.
- Acocella Nicola & Beqiraj Elton & Di Bartolomeo Giovanni & Di Pietro Marco & Felici Francesco, 2020. "An evaluation of alternative fiscal adjustment plans," wp.comunite 00149, Department of Communication, University of Teramo.
- Darracq Pariès, Matthieu & Papadopoulou, Niki & Müller, Georg, 2020. "Fiscal multipliers with financial fragmentation risk and interactions with monetary policy," Working Paper Series 2418, European Central Bank.
- Schwarzmüller, Tim & Wolters, Maik H., 2014.
"The macroeconomic effects of fiscal consolidation in dynamic general equilibrium,"
Kiel Working Papers
1963, Kiel Institute for the World Economy (IfW Kiel).
- Schwarzmüller, Tim & Wolters, Maik H., 2015. "The Macroeconomic Effects of Fiscal Consolidation in Dynamic General Equilibrium," Dynare Working Papers 43, CEPREMAP.
- Checherita-Westphal, Cristina & Domingues Semeano, João, 2020. "Interest rate-growth differentials on government debt: an empirical investigation for the euro area," Working Paper Series 2486, European Central Bank.
- Della Posta, Pompeo, 2021. "Government size and speculative attacks on public debt," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 79-89.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014.
"Fiscal consolidation in times of crisis: is the sooner really the better?,"
SciencePo Working papers Main
hal-00980392, HAL.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudré & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal consolidation in times of crisis: is the sooner really the better?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 159-192.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal consolidation in times of crisis: is the sooner really the better?," Sciences Po publications info:hdl:2441/2g7mhju69b9, Sciences Po.
- Christophe Blot & Marion Cochard & Jérôme Creel & Bruno Ducoudre & Danielle Schweisguth & Xavier Timbeau, 2014. "Fiscal consolidation in times of crisis: is the sooner really the better?," Post-Print hal-00980392, HAL.
- Philippe Andrade & Filippo Ferroni & Leonardo Melosi, 2023. "Identification Using Higher-Order Moments Restrictions," Working Paper Series WP 2023-28, Federal Reserve Bank of Chicago.
- Bergin, Adele & Conefrey, Thomas & FitzGerald, John & Kearney, Ide & Znuderl, Nusa, 2013. "The HERMES-13 macroeconomic model of the Irish economy," Papers WP460, Economic and Social Research Institute (ESRI).
- George Apostolakis & Athanasios P. Papadopoulos, 2019. "Financial Stability, Monetary Stability and Growth: a PVAR Analysis," Open Economies Review, Springer, vol. 30(1), pages 157-178, February.
- Ma, Yong & Lv, Lin, 2022. "Money, debt, and the effects of fiscal stimulus," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 152-178.
- Daniel Broby & Raphael Faessler & Milenko Josavac & Christophe Dehut, 2016. "The Impact of the (2011) Devaluation of the Swiss Franc on Eurozone Equity Benchmark Diversification," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 1270-1286.
- Gonzalo Caballero, 2013. "Effects of Fiscal and Monetary Policy in the Great Recession," Economies, MDPI, vol. 1(2), pages 1-4, September.
- 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.
- Neyer, Ulrike & Sterzel, André, 2018. "Preferential treatment of government bonds in liquidity regulation: Implications for bank behaviour and financial stability," DICE Discussion Papers 301, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Menzie Chinn, 2013. "fiscal multipliers," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
- Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021. "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 89-114, December.
- Szkup, Michal, 2017. "Preventing Self-fulfilling debt crises," MPRA Paper 82754, University Library of Munich, Germany.
- Saleem Bahaj, 2014.
"Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area,"
Discussion Papers
1406, Centre for Macroeconomics (CFM).
- Saleem A. Bahaj, 2014. "Systemic Sovereign Risk: Macroeconomic Implications in the Euro Area," Working Papers 191, Oesterreichische Nationalbank (Austrian Central Bank).
- Bahaj, Saleem A., 2014. "Systemic sovereign risk: macroeconomic implications in the euro area," LSE Research Online Documents on Economics 58110, London School of Economics and Political Science, LSE Library.
- Pablo Burriel & Javier J. Pérez & Ivan Kataryniuk, 2023. "Computing the EU’s SURE Interest Savings with an Extended Debt Sustainability Analysis Tool," Hacienda Pública Española / Review of Public Economics, IEF, vol. 245(2), pages 157-178, June.
- Wang, Zhaohua & Bui, Quocviet & Zhang, Bin & Nawarathna, Chulan Lasantha K. & Mombeuil, Claudel, 2021. "The nexus between renewable energy consumption and human development in BRICS countries: The moderating role of public debt," Renewable Energy, Elsevier, vol. 165(P1), pages 381-390.
- Roberta Santis & Piero Esposito & Elena Masi, 2019. "Structural determinants of potential output growth in Europe and the role of fiscal policy," International Economics and Economic Policy, Springer, vol. 16(4), pages 565-591, October.
- Miroslav Klucik, 2015. "Fiscal Adjustment in Slovakia: Findings from a Medium-Scale Econometric Model," Working Papers Working Paper No. 1/2015, Council for Budget Responsibility.
- Javier Bianchi & Guido Lorenzoni, 2021.
"The Prudential Use of Capital Controls and Foreign Currency Reserves,"
Working Papers
787, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Guido Lorenzoni, 2021. "The Prudential Use of Capital Controls and Foreign Currency Reserves," NBER Working Papers 29476, National Bureau of Economic Research, Inc.
- Acocella, Nicola & Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco & Felici, Francesco, 2020. "An evaluation of alternative fiscal adjustment plans: The case of Italy," Journal of Policy Modeling, Elsevier, vol. 42(3), pages 699-711.
- Kempkes, Gerhard & Stähler, Nikolai, 2014. "A one-off wealth levy? Assessing the pros, the cons and the importance of credibility," Discussion Papers 29/2014, Deutsche Bundesbank.
- Qamar Abbas & Li Junqing & Muhammad Ramzan & Sumbal Fatima, 2021. "Role of Governance in Debt-Growth Relationship: Evidence from Panel Data Estimations," Sustainability, MDPI, vol. 13(11), pages 1-19, May.
- Ryan Niladri Banerjee & Fabrizio Zampolli, 2016.
"What drives the short-run costs of fiscal consolidation? Evidence from OECD countries,"
BIS Working Papers
553, Bank for International Settlements.
- Banerjee, Ryan & Zampolli, Fabrizio, 2019. "What drives the short-run costs of fiscal consolidation? Evidence from OECD countries," Economic Modelling, Elsevier, vol. 82(C), pages 420-436.
- Shaun de Jager & Chris Loewald & Konstantin Makrelov & Xolani Sibande, 2022. "Leaningagainstthewindwithfiscalandmonetarypolicy," Working Papers 11033, South African Reserve Bank.
- Castañeda, Pablo & Castro, Rubén & Fajnzylber, Eduardo & Medina, Juan Pablo & Villatoro, Félix, 2021. "Saving for the future: Evaluating the sustainability and design of Pension Reserve Funds," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Romeo Ionescu, 2012. "Greece and the Euro Area Economy. The End or the Beginning of a New European Economic Approach?," EuroEconomica, Danubius University of Galati, issue 3(31), pages 20-25, August.
- Oliver Röhn & Aida Caldera Sánchez & Mikkel Hermansen & Morten Rasmussen, 2015. "Economic resilience: A new set of vulnerability indicators for OECD countries," OECD Economics Department Working Papers 1249, OECD Publishing.
- Bomprezzi, Pietro & Marchesi, Silvia, 2023.
"A firm level approach on the effects of IMF programs,"
Journal of International Money and Finance, Elsevier, vol. 132(C).
- Silvia Marchesi & Pietro Bomprezzi, 2021. "A firm level approach on the effects of IMF programs," Working Papers 476, University of Milano-Bicocca, Department of Economics, revised Aug 2021.
- Beqiraj, Elton & Patella, Valeria & Tancioni, Massimiliano, 2021. "Fiscal stance and the sovereign risk pass-through," Economic Modelling, Elsevier, vol. 102(C).
- Hettig, Thomas & Müller, Gernot J., 2018.
"Fiscal policy coordination in currency unions at the effective lower bound,"
Journal of International Economics, Elsevier, vol. 115(C), pages 80-98.
- Müller, Gernot, 2017. "Fiscal policy coordination in currency unions at the effective lower bound," CEPR Discussion Papers 11780, C.E.P.R. Discussion Papers.
- Camous, Antoine & Gimber, Andrew R., 2018. "Public debt and fiscal policy traps," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 239-259.
- Konstantin Makrelov & Neryvia Pillay & Bojosi Morule, 2023. "Fiscal risks and their impact on banks' capital buffers in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 91(1), pages 116-134, March.
- Werner Roeger & Jan in 't Veld, 2013. "Expected sovereign defaults and fiscal consolidations," European Economy - Economic Papers 2008 - 2015 479, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Große Steffen, Christoph, 2015. "Uncertainty shocks and non-fundamental debt crises: An ambiguity approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112936, Verein für Socialpolitik / German Economic Association.
- Chen, Yao & Ward, Felix, 2019. "When do fixed exchange rates work? Evidence from the Gold Standard," Journal of International Economics, Elsevier, vol. 116(C), pages 158-172.
- Tomasz Piotr Wisniewski & Peter M. Jackson, 2021. "Government debt expansion and stock returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5017-5030, October.
- Käfer Benjamin, 2014. "The Taylor Rule and Financial Stability – A Literature Review with Application for the Eurozone," Review of Economics, De Gruyter, vol. 65(2), pages 159-192, August.
- Luigi Bonatti & Andrea Fracasso, 2017. "Addressing the Core-Periphery Imbalances in Europe: Resource Misallocation and Expansionary Fiscal Policies," EconPol Working Paper 6, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- IIBOSHI, Hirokuni & IWATA, Yasuharu, 2023. "The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter," MPRA Paper 116347, University Library of Munich, Germany.
- Katerina Arnostova & Oxana Babecka Kucharcukova & Jan Babecky & Vojtech Belling & Sona Benecka & Jan Bruha & Martin Gurtler & Tomas Holub & Eva Hromadkova & Lubos Komarek & Zlatuse Komarkova & Petr Kr, 2016. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2016," Occasional Publications - Edited Volumes, Czech National Bank, number as16 edited by Katerina Arnostova & Lucie Matejkova, January.
- Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani, 2013. "Sovereign risk, monetary policy and fiscal multipliers: a structural model-based assessment," Temi di discussione (Economic working papers) 943, Bank of Italy, Economic Research and International Relations Area.
- 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.
- George Economides & Dimitris Papageorgiou & Apostolis Philippopoulos, 2017. "The driving forces of the current Greek great depression," Working Papers 201703, Athens University Of Economics and Business, Department of Economics.
- Pompeo Della Posta & Enrico Marelli & Marcello Signorelli, 2020. "A market‐financed and growth‐enhancing investment plan for the euro area," Metroeconomica, Wiley Blackwell, vol. 71(3), pages 604-632, July.
- A. Bruggeman & Ch. Van Nieuwenhuyze, 2013. "Size and dynamics of debt positions in Belgium and in the euro area," Economic Review, National Bank of Belgium, issue i, pages 57-77, June.
- Karim Triki, 2016. "Expenditure-based Consolidation: Experiences and Outcomes – Workshop proceedings," European Economy - Discussion Papers 026, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Bańkowski, Krzysztof & Christoffel, Kai & Faria, Thomas, 2021. "Assessing the fiscal-monetary policy mix in the euro area," Working Paper Series 2623, European Central Bank.
- Charles J. Whalen & Felix Reichling, 2015. "The Fiscal Multiplier And Economic Policy Analysis In The United States," Contemporary Economic Policy, Western Economic Association International, vol. 33(4), pages 735-746, October.
- Eric French & Elaine Kelly & Gerhard Kempkes & Nikolai Stähler, 2016. "A One‐Off Wealth Levy? Assessing the Pros and Cons and the Importance of Credibility," Fiscal Studies, Institute for Fiscal Studies, vol. 37, pages 821-849, September.
- Emmanouil Kitsios & Manasa Patnam, 2016. "Estimating Fiscal Multipliers with Correlated Heterogeneity," IMF Working Papers 2016/013, International Monetary Fund.
- Müller, Gernot & Born, Benjamin & Juessen, Falko, 2012.
"Exchange rate regimes and fiscal multipliers,"
CEPR Discussion Papers
8986, C.E.P.R. Discussion Papers.
- Born, Benjamin & Juessen, Falko & Müller, Gernot J., 2013. "Exchange rate regimes and fiscal multipliers," Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 446-465.
- Papageorgiou, Dimitris & Vourvachaki, Evangelia, 2017. "Macroeconomic effects of structural reforms and fiscal consolidations: Trade-offs and complementarities," European Journal of Political Economy, Elsevier, vol. 48(C), pages 54-73.
- Ramos-Francia, Manuel & Garcia-Verdu, Santiago, 2018. "Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows," Journal of Financial Stability, Elsevier, vol. 35(C), pages 172-191.
- Kaufmann, Christoph & Attinasi, Maria Grazia & Hauptmeier, Sebastian, 2020.
"Macroeconomic stabilisation properties of a euro area unemployment insurance scheme,"
Working Paper Series
2428, European Central Bank.
- Kaufmann, Christoph & Attinasi, Maria Grazia & Hauptmeier, Sebastian, 2023. "Macroeconomic stabilisation properties of a euro area unemployment insurance scheme," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
- Lena Kraus & Jürgen Beier & Bernhard Herz, 2019. "Sudden stops in a currency union – some lessons from the euro area," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 115-138, February.
- Lorenzo Forni & Massimiliano Pisani, 2013. "Macroeconomic Effects of Sovereign Restructuring in a Monetary Union: A Model-based Approach," IMF Working Papers 2013/269, International Monetary Fund.
- Bofinger, Peter & Buch, Claudia M. & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2013. "Gegen eine rückwärtsgewandte Wirtschaftspolitik. Jahresgutachten 2013/14 [Against a backward-looking economic policy. Annual Report 2013/14]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201314.
- Ağca, Şenay & Igan, Deniz, 2019. "Fiscal consolidations and the cost of credit," Journal of International Economics, Elsevier, vol. 120(C), pages 84-108.
- Beqiraj, Elton & Fedeli, Silvia & Tancioni, Massimiliano, 2021. "Fiscal retrenchments and the transmission mechanism of the sovereign risk channel for highly indebted countries," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Bahaj, Saleem, 2020. "Sovereign spreads in the Euro area: Cross border transmission and macroeconomic implications," Journal of Monetary Economics, Elsevier, vol. 110(C), pages 116-135.
- Adina Criste, 2013. "Issues Regarding the Conducting of the Euro Area Monetary Policy during the European Debt Crisis," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 9(2), pages 96-106, April.
- Staffa, Ruben, 2022. "The effects of sovereign risk: A high frequency identification based on news ticker data," IWH Discussion Papers 8/2022, Halle Institute for Economic Research (IWH).
- Coimbra, Nuno, 2020. "Sovereigns at risk: A dynamic model of sovereign debt and banking leverage," Journal of International Economics, Elsevier, vol. 124(C).
- Andre Diniz & Bernardo Guimaraes, 2014.
"Financial Disruption as a Cost of Sovereign Default: a quantative assessment,"
Discussion Papers
1427, Centre for Macroeconomics (CFM).
- Diniz, Andre & Guimaraes, Bernardo, 2014. "Financial disruption as a cost of sovereign default: a quantitative assessment," LSE Research Online Documents on Economics 86329, London School of Economics and Political Science, LSE Library.
- Sebastian Gechert & Ansgar Rannenberg, 2015. "The Costs of Greece's Fiscal Consolidation," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 84(3), pages 47-59.
- Airaudo, Marco, 2012. "Endogenous Dollarization, Sovereign Risk Premia and the Taylor Principle," School of Economics Working Paper Series 2012-11, LeBow College of Business, Drexel University.
- Andrea Gerali & Alessandro Notarpietro & Massimiliano Pisani, 2014. "Macroeconomic effects of simultaneous implementation of reforms after the crisis," Temi di discussione (Economic working papers) 997, Bank of Italy, Economic Research and International Relations Area.
- Mr. Hamid R Tabarraei & Abdelaziz Rouabah & Olivier Pierrard, 2019. "Sovereigns and Financial Intermediaries Spillovers," IMF Working Papers 2019/043, International Monetary Fund.
- Forni, L. & Pisani, M., 2018. "Sovereign Restructuring Vs. Fiscal Adjustment In A Monetary Union: Macroeconomic Effects From Model-Based Simulations," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 470-500, March.
- Claude Bismut & Ismael Ramajo, 2019. "Nominal and real interest rates in OECD countries," Working Papers hal-02355139, HAL.
- FitzGerald, John & Kearney, Ide & Bergin, Adele & Conefrey, Thomas & Duffy, David & Timoney, Kevin & Znuderl, Nusa, 2013. "Medium-Term Review: 2013-2020, No. 12," Forecasting Report, Economic and Social Research Institute (ESRI), number MTR12, June.
- Luis Ayala-Cañón & María Jesús Delgado-Rodríguez & Sonia De Lucas-Santos, 2022. "Synchronization and cyclicality of social spending in economic crises," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 1153-1187, November.
- Ju Hyun Pyun & Dong-Eun Rhee, 2015. "Fiscal Multipliers During The Global Financial Crisis: Fiscal And Monetary Interaction Matters," Contemporary Economic Policy, Western Economic Association International, vol. 33(1), pages 207-220, January.
- Kollintzas, Tryphon & Tsoukalas, Konstantinos, 2015. "Bank and Sovereign Risk Interdependence in the Euro Area," CEPR Discussion Papers 10485, C.E.P.R. Discussion Papers.
- Saroj Bhattarai & Jae Won Lee & Woong Yong Park, 2013.
"Optimal monetary policy in a currency union with interest rate spreads,"
Globalization Institute Working Papers
150, Federal Reserve Bank of Dallas.
- Bhattarai, Saroj & Lee, Jae Won & Park, Woong Yong, 2015. "Optimal monetary policy in a currency union with interest rate spreads," Journal of International Economics, Elsevier, vol. 96(2), pages 375-397.
- Ignacio Lozano-Espitia & Fernando Arias-Rodríguez, 2022. "The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Risk Channel," Borradores de Economia 1196, Banco de la Republica de Colombia.
- Tomas Adam & Oxana Babecka Kucharcukova & Jan Babecky & Vojtech Belling & Sona Benecka & Jan Bruha & Kamil Galuscak & Tomas Holub & Eva Hromadkova & Lubos Komarek & Zlatuse Komarkova & Kamila Kulhava , 2015. "Analyses of the Czech Republic's Current Economic Alignment with the Euro Area 2015," Occasional Publications - Edited Volumes, Czech National Bank, number as15 edited by Kamila Kulhava & Lucie Matejkova, January.
- Ana Aguilar & Carlos Cantú & Claudia Ramírez, 2022. "It takes two: Fiscal and monetary policy in Mexico," BIS Working Papers 1012, Bank for International Settlements.
- Elton Beqiraj & Massimiliano Tancioni, 2014. "Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery," Working Papers in Public Economics 167, University of Rome La Sapienza, Department of Economics and Law.
- Nadal De Simone, Francisco, 2021. "Measuring the deadly embrace: Systemic and sovereign risks," Research in International Business and Finance, Elsevier, vol. 56(C).
- Dimitris Papageorgiou & Evangelia Vourvachaki, 2015. "The Macroeconomic Impact of Structural Reforms in Product and Labour Markets: Trade-Offs and Complementarities," Working Papers 197, Bank of Greece.
- Beetsma, Roel & Mavromatis, Konstantinos, 2012.
"An Analysis of Eurobonds,"
CEPR Discussion Papers
9244, C.E.P.R. Discussion Papers.
- Beetsma, Roel & Mavromatis, Kostas, 2014. "An analysis of eurobonds," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 91-111.
- El Mostafa Bentour, 2022. "The effects of public debt accumulation and business cycle on government spending multipliers," Applied Economics, Taylor & Francis Journals, vol. 54(19), pages 2231-2256, April.
- Apostolakis, Georgios N. & Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2019. "Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Mackowiak, Bartosz & Corsetti, Giancarlo & Dedola, Luca & Schmidt, Sebastian & Jarocinski, Marek, 2017. "Macroeconomic Stabilization, Monetary-Fiscal Interactions, and Europe’s Monetary Union," CEPR Discussion Papers 12371, C.E.P.R. Discussion Papers.
- 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.
- André, Marine C. & Armijo, Alberto & Espidio, Sebastián Medina & Sandoval, Jamel, 2023. "Policy mix in a small open emerging economy with commodity prices," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(1).
- Claudio Borio & Marc Farag & Fabrizio Zampolli, 2023. "Tackling the fiscal policy-financial stability nexus," BIS Working Papers 1090, Bank for International Settlements.
- Claude Bismut & Ismaël Ramajo, 2021. "Nominal and real interest rates in OECD countries, changes in sight after covid-19?," International Economics and Economic Policy, Springer, vol. 18(3), pages 493-516, July.
- Lozano-Espitia, Ignacio & Arias-Rodríguez, Fernando, 2022. "The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Channel," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(4).
- Giancarlo Corsetti & Keith Kuester & Andre Meier & Gernot J. Müller, 2011.
"Soverign risk and the effects of fiscal retrenchment in deep recessions,"
Working Papers
11-43, Federal Reserve Bank of Philadelphia.
Cited by:
- Albrecht Ritschl, 2012.
"Reparations, Deficits, and Debt Default: the Great Depression in Germany,"
CEP Discussion Papers
dp1149, Centre for Economic Performance, LSE.
- Ritschl, Albrecht, 2012. "Reparations, deficits, and debt default: the Great Depression in Germany," Economic History Working Papers 44335, London School of Economics and Political Science, Department of Economic History.
- Giancarlo Corsetti & Gernot J. Müller, 2011.
"Multilateral Economic Cooperation and the International Transmission of Fiscal Policy,"
NBER Working Papers
17708, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Gernot J. Müller, 2013. "Multilateral Economic Cooperation and the International Transmission of Fiscal Policy," NBER Chapters, in: Globalization in an Age of Crisis: Multilateral Economic Cooperation in the Twenty-First Century, pages 257-297, National Bureau of Economic Research, Inc.
- Corsetti, Giancarlo & Müller, Gernot, 2012. "Multilateral economic cooperation and the international transmission of fiscal policy," CEPR Discussion Papers 8748, C.E.P.R. Discussion Papers.
- Tim Oliver Berg & Kai Carstensen & Hans-Werner Sinn, 2011. "What will eurobonds cost?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 64(17), pages 25-33, September.
- Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72, October.
- André, Marine C. & Armijo, Alberto & Espidio, Sebastián Medina & Sandoval, Jamel, 2023. "Policy mix in a small open emerging economy with commodity prices," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(1).
- Albrecht Ritschl, 2012.
"Reparations, Deficits, and Debt Default: the Great Depression in Germany,"
CEP Discussion Papers
dp1149, Centre for Economic Performance, LSE.
- Philip Jung & Keith Kuester, 2011.
"Optimal labor-market policy in recessions,"
Working Papers
11-48, Federal Reserve Bank of Philadelphia.
- Philip Jung & Keith Kuester, 2015. "Optimal Labor-Market Policy in Recessions," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(2), pages 124-156, April.
- Keith Kuester & Philip Jung, 2012. "Optimal Labor-Market Policy in Recessions," 2012 Meeting Papers 186, Society for Economic Dynamics.
- Jung, Philip & Kuester, Keith, 2011. "Optimal Labor-Market Policy in Recessions," Working Papers 11-1, University of Mannheim, Department of Economics.
Cited by:
- Tito Boeri & Juan Francisco Jimeno, 2015.
"The Unbearable Divergence of Unemployment in Europe,"
CEP Discussion Papers
dp1384, Centre for Economic Performance, LSE.
- Boeri, Tito & Jimeno, Juan Francisco, 2015. "The unbearable divergence of unemployment in Europe," LSE Research Online Documents on Economics 65001, London School of Economics and Political Science, LSE Library.
- Tito Boeri & Juan F. Jimeno, 2015. "The unbearable divergence of unemployment in europe," Working Papers 1534, Banco de España.
- Euiyoung Jung, 2021. "On the design of labor market programs as stabilization policies," PSE Working Papers halshs-03243698, HAL.
- Xie, Zoe, 2019.
"Delayed collection of unemployment insurance in recessions,"
European Economic Review, Elsevier, vol. 118(C), pages 274-295.
- Zoe Xie, 2019. "Delayed Collection of Unemployment Insurance in Recessions," FRB Atlanta Working Paper 2019-14, Federal Reserve Bank of Atlanta.
- Ricardo Reis & Alisdair McKay, 2015.
"Optimal Automatic Stabilizers,"
2015 Meeting Papers
608, Society for Economic Dynamics.
- McKay, Alisdair & Reis, Ricardo, 2016. "Optimal automatic stabilizers," LSE Research Online Documents on Economics 67049, London School of Economics and Political Science, LSE Library.
- McKay, Alisdair, 2016. "Optimal Automatic Stabilizers," CEPR Discussion Papers 11337, C.E.P.R. Discussion Papers.
- Alisdair McKay & Ricardo Reis, 2016. "Optimal Automatic Stabilizers," Discussion Papers 1618, Centre for Macroeconomics (CFM).
- Alisdair McKay & Ricardo Reis, 2016. "Optimal Automatic Stabilizers," NBER Working Papers 22359, National Bureau of Economic Research, Inc.
- McKay, Alisdair & Reis, Ricardo, 2021. "Optimal automatic stabilizers," LSE Research Online Documents on Economics 108180, London School of Economics and Political Science, LSE Library.
- Alisdair McKay & Ricardo Reis, 2021. "Optimal Automatic Stabilizers [Consumption versus Expenditure]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(5), pages 2375-2406.
- McKay, Alisdair & Reis, Ricardo, 2016. "Optimal automatic stabilizers," LSE Research Online Documents on Economics 86229, London School of Economics and Political Science, LSE Library.
- Serdar Birinci & Kurt Gerrard See, 2018.
"How Should Unemployment Insurance vary over the Business Cycle?,"
2018 Meeting Papers
69, Society for Economic Dynamics.
- Serdar Birinci & Kurt See, 2020. "How Should Unemployment Insurance Vary over the Business Cycle?," Staff Working Papers 20-47, Bank of Canada.
- L'Haridon, Olivier & Malherbet, Franck & Pérez-Duarte, Sébastien, 2010.
"Does bargaining matter in the small firm's matching Mmodel?,"
HEC Research Papers Series
938, HEC Paris.
- L'Haridon, Olivier & Malherbet, Franck & Pérez-Duarte, Sébastien, 2010. "Does Bargaining Matter in the Small Firm Matching Model?," IZA Discussion Papers 5181, Institute of Labor Economics (IZA).
- l'Haridon, Olivier & Malherbet, Franck & Pérez-Duarte, Sébastien, 2013. "Does bargaining matter in the small firms matching model?," Labour Economics, Elsevier, vol. 21(C), pages 42-58.
- Olivier L’haridon & Franck Malherbet & Sébastien Pérez-Duarte, 2013. "Does bargaining matter in the small firms matching model?," Post-Print halshs-00801343, HAL.
- l’Haridon, Olivier & Malherbet, Franck & Pérez-Duarte, Sébastien, 2011. "Does bargaining matter in the small firm's matching model?," Working Paper Series 1359, European Central Bank.
- Olivier L'Haridon & Franck Malherbet & Sébastien Pérez-Duarte, 2010. "Does Bargaining Matter in the Small Firm's Matching Model?," Working Papers hal-00540792, HAL.
- Olivier LHARIDON & Franck MALHERBET & Sébastien PEREZ-DUARTE, 2011. "Does Bargaining Matter in the Small Firm’s Matching Model?," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201116, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
- Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2018.
"State Dependence in Labor Market Fluctuations: Evidence,Theory, and Policy Implications,"
BCAM Working Papers
1801, Birkbeck Centre for Applied Macroeconomics.
- Pizzinelli, Carlo & Theodoridis, Konstantinos & Zanetti, Francesco, 2018. "State dependence in labor market fluctuations: evidence, theory, and policy implications," LSE Research Online Documents on Economics 90380, London School of Economics and Political Science, LSE Library.
- Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2018. "State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications," Discussion Papers 1822, Centre for Macroeconomics (CFM).
- Francesco Zanetti & Konstantinos Theodoridis, 2018. "State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications," Economics Series Working Papers 856, University of Oxford, Department of Economics.
- Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2019. "State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications," IMES Discussion Paper Series 19-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Mitman, Kurt & Rabinovich, Stanislav, 2021.
"Whether, When and How to Extend Unemployment Benefits: Theory and Application to COVID-19,"
IZA Discussion Papers
14085, Institute of Labor Economics (IZA).
- Mitman, Kurt & Rabinovich, Stanislav, 2021. "Whether, When and How to Extend Unemployment Benefits: Theory and Application to COVID-19," CEPR Discussion Papers 15748, C.E.P.R. Discussion Papers.
- Mitman, Kurt & Rabinovich, Stanislav, 2021. "Whether, when and how to extend unemployment benefits: Theory and application to COVID-19," Journal of Public Economics, Elsevier, vol. 200(C).
- Sanjay K. Chugh & Wolfgang Lechthaler & Christian Merkl, 2018.
"Optimal Fiscal Policy with Labor Selection,"
CESifo Working Paper Series
7120, CESifo.
- Chugh, Sanjay K. & Lechthaler, Wolfgang & Merkl, Christian, 2018. "Optimal Fiscal Policy with Labor Selection," IZA Discussion Papers 11600, Institute of Labor Economics (IZA).
- Sanjay K. Chugh & Wolfgang Lechthalerz & Christian Merkl, 2015. "Optimal Fiscal Policy with Labor Selection," Boston College Working Papers in Economics 884, Boston College Department of Economics.
- Chugh, Sanjay K. & Lechthaler, Wolfgang & Merkl, Christian, 2018. "Optimal Fiscal Policy with Labor Selection," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 94, pages 142-189.
- Chugh, Sanjay K. & Lechthaler, Wolfgang & Merkl, Christian, 2016. "Optimal fiscal policy with labor selection," Kiel Working Papers 2030, Kiel Institute for the World Economy (IfW Kiel).
- Chugh, Sanjay K. & Lechthaler, Wolfgang & Merkl, Christian, 2018. "Optimal fiscal policy with labor selection," Journal of Economic Dynamics and Control, Elsevier, vol. 94(C), pages 142-189.
- Ignaszak, Marek & Jung, Philip & Kuester, Keith, 2020.
"Federal Unemployment Reinsurance and Local Labor-Market Policies,"
IZA Discussion Papers
13886, Institute of Labor Economics (IZA).
- Kuester, Keith & Jung, Philip & Ignaszak, Marek, 2020. "Federal unemployment reinsurance and local labor-market policies," CEPR Discussion Papers 15465, C.E.P.R. Discussion Papers.
- Marek Ignaszak & Philip Jung & Keith Kuester, 2020. "Federal unemployment reinsurance and local labor-market policies," ECONtribute Discussion Papers Series 040, University of Bonn and University of Cologne, Germany.
- Beqiraj, Elton & Tancioni, Massimiliano, 2023. "Subsidizing new jobs in the Euro-zone periphery," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 380-401.
- Marius Clemens & Guillaume Claveres, 2017.
"Unemployment Insurance Union,"
2017 Meeting Papers
1340, Society for Economic Dynamics.
- Clemens, Marius & Claveres, Guillaume, 2018. "Unemployment insurance union," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181651, Verein für Socialpolitik / German Economic Association.
- Andrea Bassanini & Giorgio Brunello & Eve Caroli, 2017.
"Not in My Community: Social Pressure and the Geography of Dismissals,"
Journal of Labor Economics, University of Chicago Press, vol. 35(2), pages 429-483.
- Andrea Bassanini & Giorgio Brunello & Eve Caroli, 2017. "Not in my Community: Social Pressure and the Geography of Dismissals," Working Papers hal-01511576, HAL.
- Eve Caroli & Giorgio Brunello & Andrea Bassanini, 2017. "Not in my Community: Social Pressure and the Geography of Dismissals," Post-Print hal-01347254, HAL.
- Bassanini, Andrea & Brunello, Giorgio & Caroli, Eve, 2015. "Not in My Community: Social Pressure and the Geography of Dismissals," IZA Discussion Papers 8910, Institute of Labor Economics (IZA).
- Eve Caroli & Giorgio Brunello & Andrea Bassanini, 2017. "Not in my Community: Social Pressure and the Geography of Dismissals," PSE-Ecole d'économie de Paris (Postprint) hal-01347254, HAL.
- Serdar Birinci & Fatih Karahan & Yusuf Mercan & Kurt See, 2020.
"Labor Market Policies During an Epidemic,"
Working Papers
2020-024, Federal Reserve Bank of St. Louis, revised Nov 2020.
- Serdar Birinci & Fatih Karahan & Yusuf Mercan & Kurt See, 2020. "Labor Market Policies during an Epidemic," Staff Reports 943, Federal Reserve Bank of New York.
- Serdar Birinci & Fatih Karahan & Yusuf Mercan & Kurt See, 2020. "Labor Market Policies During an Epidemic," Staff Working Papers 20-54, Bank of Canada.
- Birinci, Serdar & Karahan, Fatih & Mercan, Yusuf & See, Kurt, 2021. "Labor market policies during an epidemic," Journal of Public Economics, Elsevier, vol. 194(C).
- Dossche, Maarten & Lewis, Vivien & Poilly, Céline, 2019.
"Employment, hours and the welfare effects of intra-firm bargaining,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 67-84.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2019. "Employment, hours and the welfare effects of intra-firm bargaining," Post-Print hal-01995026, HAL.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2016. "Employment, Hours and the Welfare Effects of Intra-Firm Bargaining," Working Papers halshs-01367174, HAL.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2016. "Employment, Hours and the Welfare Effects of Intra-Firm Bargaining," AMSE Working Papers 1632, Aix-Marseille School of Economics, France.
- Serdar Birinci & Kurt See, 2019. "Labor Market Responses to Unemployment Insurance: The Role of Heterogeneity," Working Papers 2019-022, Federal Reserve Bank of St. Louis, revised Nov 2021.
- Parkhomenko, Andrii, 2016. "Opportunity to Move: Macroeconomic Effects of Relocation Subsidies," MPRA Paper 75256, University Library of Munich, Germany.
- Kim, Jiwoon, 2021. "Wage negotiations in multi-worker firms and stochastic bargaining powers of existing workers," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
- Williamson, Stephen D. & Wang, Cheng, 1999.
"Moral Hazard, Optimal Unemployment Insurance, and Experience Rating,"
Working Papers
99-03, University of Iowa, Department of Economics.
- Wang, Cheng & Williamson, Stephen D., 2002. "Moral Hazard, Optimal Unemployment Insurance and Experience Rating," Staff General Research Papers Archive 10133, Iowa State University, Department of Economics.
- Wang, Cheng & Williamson, Stephen D., 2002. "Moral hazard, optimal unemployment insurance, and experience rating," Journal of Monetary Economics, Elsevier, vol. 49(7), pages 1337-1371, October.
- Javier López Segovia, 2023. "Consumption Commitments and Unemployment Insurance," CRC TR 224 Discussion Paper Series crctr224_2023_458, University of Bonn and University of Mannheim, Germany.
- Mangin, Sephorah & Sedláček, Petr, 2018.
"Unemployment and the labor share,"
Journal of Monetary Economics, Elsevier, vol. 94(C), pages 41-59.
- Sephorah Mangin, 2015. "Unemployment and the Labor Share," Monash Economics Working Papers 28-15, Monash University, Department of Economics.
- Pollak, Andreas, 2013. "Employment Insurance and the Business Cycle," MPRA Paper 49358, University Library of Munich, Germany.
- Bassanini, Andrea, 2015. "A Bitter Medicine? Short-term Employment Impact of Deregulation in Network Industries," IZA Discussion Papers 9187, Institute of Labor Economics (IZA).
- Stähler, Nikolai & Moyen, Stephane & Winkler, Fabian, 2016.
"Optimal Unemployment Insurance and International Risk Sharing,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145612, Verein für Socialpolitik / German Economic Association.
- Stephane Moyen & Nikolai Stähler & Fabian Winkler, 2016. "Optimal Unemployment Insurance and International Risk Sharing," Finance and Economics Discussion Series 2016-054, Board of Governors of the Federal Reserve System (U.S.).
- Moyen, Stéphane & Stähler, Nikolai & Winkler, Fabian, 2016. "Optimal unemployment insurance and international risk sharing," Discussion Papers 33/2016, Deutsche Bundesbank.
- Moyen, Stéphane & Stähler, Nikolai & Winkler, Fabian, 2019. "Optimal unemployment insurance and international risk sharing," European Economic Review, Elsevier, vol. 115(C), pages 144-171.
- Pei, Yun & Xie, Zoe, 2021.
"A quantitative theory of time-consistent unemployment insurance,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 848-870.
- Yun Pei & Zoe Xie, 2016. "A Quantitative Theory of Time-Consistent Unemployment Insurance," FRB Atlanta Working Paper 2016-11, Federal Reserve Bank of Atlanta.
- Jung, Euiyoung, 2023. "Wage rigidity and destabilizing spirals," Journal of Macroeconomics, Elsevier, vol. 77(C).
- Xie, Zoe, 2015. "Delayed Collection of Unemployment Insurance during Recessions," MPRA Paper 76564, University Library of Munich, Germany.
- Mitman, Kurt & Rabinovich, Stanislav, 2015. "Optimal unemployment insurance in an equilibrium business-cycle model," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 99-118.
- Nils Mattis Gornemann, 2018. "HANK meets Ramsey: Optimal Coordination of Monetary and Labor Market Policies," 2018 Meeting Papers 1252, Society for Economic Dynamics.
- Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe & Ghironi, Fabio, 2016.
"Market reforms in the time of imbalance,"
Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 69-93.
- Ghironi, Fabio & Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe, 2016. "Market Reforms in the Time of Imbalance," CEPR Discussion Papers 11247, C.E.P.R. Discussion Papers.
- Matteo Cacciatore & Romain Duval & Giuseppe Fiori & Fabio Ghironi, 2016. "Market Reforms in the Time of Imbalance," NBER Working Papers 22128, National Bureau of Economic Research, Inc.
- Pei, Yun & Xie, Zoe, 2022. "Timing and time inconsistency in search models," Economics Letters, Elsevier, vol. 220(C).
- Peltonen, Juho, 2023. "On the efficiency of labor markets with short-time work policies," MPRA Paper 119165, University Library of Munich, Germany.
- Euiyoung Jung, 2021. "On the design of labor market programs as stabilization policies," Working Papers halshs-03243698, HAL.
- Michau, Jean-Baptiste, 2015.
"Optimal labor market policy with search frictions and risk-averse workers,"
Labour Economics, Elsevier, vol. 35(C), pages 93-107.
- Jean-Baptiste Michau, 2012. "Optimal labor market policy with search frictions and risk-averse workers," Working Papers hal-00757173, HAL.
- Xie, Zoe & Pei, Yun, 2016. "A Quantitative Theory of Time-Consistent Unemployment Insurance," MPRA Paper 74698, University Library of Munich, Germany.
- Pei, Yun & Xie, Zoe, 2016. "Government Commitment and Unemployment Insurance Over the Business Cycle," MPRA Paper 76563, University Library of Munich, Germany.
- Jung, Philip & Korfmann, Philipp & Preugschat, Edgar, 2021.
"Optimal Regional Labor Market Policies,"
IZA Discussion Papers
14204, Institute of Labor Economics (IZA).
- Jung, Philip & Korfmann, Philipp & Preugschat, Edgar, 2023. "Optimal regional labor market policies," European Economic Review, Elsevier, vol. 152(C).
- Tomer Ifergane, 2022. "Time to Say Goodbye: The Macroeconomic Implications of Termination Notice," Discussion Papers 2212, Centre for Macroeconomics (CFM).
- Rubén Domínguez Díaz, 2021. "Hiring Stimulus and Precautionary Savings in a Liquidity Trap," ECONtribute Discussion Papers Series 072, University of Bonn and University of Cologne, Germany.
- Avihai Lifschitz & Ofer Setty & Yaniv Yedid-Levi, 2019.
"On the Provision of Unemployment Insurance when Workers are Ex-ante Heterogeneous,"
2019 Meeting Papers
391, Society for Economic Dynamics.
- Ofer Setty & Yaniv Yedid-Levi, 2021. "On the Provision of Unemployment Insurance when Workers are Ex-Ante Heterogeneous," Journal of the European Economic Association, European Economic Association, vol. 19(1), pages 664-706.
- Boeri, Tito & Jimeno, Juan F., 2016. "Learning from the Great Divergence in unemployment in Europe during the crisis," Labour Economics, Elsevier, vol. 41(C), pages 32-46.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2011.
"Fiscal Volatility Shocks and Economic Activity,"
NBER Working Papers
17317, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2015. "Fiscal Volatility Shocks and Economic Activity," American Economic Review, American Economic Association, vol. 105(11), pages 3352-3384, November.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Kuester, Keith & Guerron-Quintana, Pablo A., 2011. "Fiscal Volatility Shocks and Economic Activity," CEPR Discussion Papers 8528, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez, 2011. "Fiscal Volatility Shocks and Economic Activity," PIER Working Paper Archive 11-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan F. Rubio-Ramirez, 2011. "Fiscal volatility shocks and economic activity," Working Papers 11-32, Federal Reserve Bank of Philadelphia.
Cited by:
- Yang Shen & Jing Wu & Shuping Wu, 2022. "City‐chief turnover and place‐based policy change: Evidence from China," Journal of Regional Science, Wiley Blackwell, vol. 62(5), pages 1296-1328, November.
- Mario Alloza, 2017.
"Is fiscal policy more effective in uncertain times or during recessions?,"
Working Papers
1730, Banco de España.
- Alloza, Mario, 2016. "Is fiscal policy more effective in uncertain times or during recessions?," LSE Research Online Documents on Economics 86179, London School of Economics and Political Science, LSE Library.
- Mario Alloza, 2014. "Is Fiscal Policy More Effective in Uncertain Times or During Recessions?," Discussion Papers 1631, Centre for Macroeconomics (CFM), revised Oct 2016.
- Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020.
"Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly,"
CESifo Working Paper Series
8426, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020. "Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly," "Marco Fanno" Working Papers 0255, Dipartimento di Scienze Economiche "Marco Fanno".
- Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard, 2021. "Financial uncertainty and real activity: The good, the bad, and the ugly," European Economic Review, Elsevier, vol. 136(C).
- Giovanni Caggiano & Efrem Castelnuovo & Richard Kima & Silvia Delrio, 2020. "Financial uncertainty and real activity: The good, the bad, and the ugly," CAMA Working Papers 2020-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yoosoon Chang & Ana Maria Herrera & Elena Pesavento, 2023.
"Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring,"
CAEPR Working Papers
2023-002 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yoosoon Chang & Ana María Herrera & Elena Pesavento, 2023. "Oil prices uncertainty, endogenous regime switching, and inflation anchoring," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 820-839, September.
- Yoosoon Chang & Ana MarÃa Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," Working Papers No 02/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Yoosoon Chang & Ana MarÃa Herrera & Elena Pesavento, 2023. "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAMA Working Papers 2023-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Efrem Castelnuovo, 2019.
"Yield Curve and Financial Uncertainty: Evidence Based on US Data,"
CESifo Working Paper Series
7697, CESifo.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Melbourne Institute Working Paper Series wp2019n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 323-335, September.
- Efrem Castelnuovo, 2019. "Yield Curve and Financial Uncertainty: Evidence Based on US Data," "Marco Fanno" Working Papers 0234, Dipartimento di Scienze Economiche "Marco Fanno".
- Efrem Castelnuovo, 2019. "Yield curve and financial uncertainty: Evidence based on US data," CAMA Working Papers 2019-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yusuf Soner Başkaya & Timur Hülagü & Hande Küçük, 2013.
"Oil Price Uncertainty in a Small Open Economy,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 61(1), pages 168-198, April.
- Yusuf Soner Baskaya & Timur Hulagu & Hande Kucuk, 2013. "Oil Price Uncertainty in a Small Open Economy," Working Papers 1309, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- T. Philipp Dybowski & J. Nikolaj Dybowski & Philipp Adämmer, 2016. "The Economic Effects of U.S. Presidential Tax Communication," CQE Working Papers 4916, Center for Quantitative Economics (CQE), University of Muenster.
- Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017.
"Estimating the real effects of uncertainty shocks at the zero lower bound,"
Bank of Finland Research Discussion Papers
6/2017, Bank of Finland.
- Efrem Castelnuovo & Giovanni Caggiano & Giovanni Pellegrino, 2015. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," "Marco Fanno" Working Papers 0200, Dipartimento di Scienze Economiche "Marco Fanno".
- Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2017. "Estimating the real effects of uncertainty shocks at the Zero Lower Bound," European Economic Review, Elsevier, vol. 100(C), pages 257-272.
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," CESifo Working Paper Series 6622, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," Melbourne Institute Working Paper Series wp2017n01, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Estimating the Real Effects of Uncertainty Shocks at the Zero Lower Bound," "Marco Fanno" Working Papers 0222, Dipartimento di Scienze Economiche "Marco Fanno".
- Gonzalez-Astudillo, Manuel, 2013.
"Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients,"
MPRA Paper
50040, University Library of Munich, Germany.
- Manuel Gonzalez-Astudillo, 2013. "Monetary-fiscal policy interactions: interdependent policy rule coefficients," Finance and Economics Discussion Series 2013-58, Board of Governors of the Federal Reserve System (U.S.).
- Muhammad Nadir Shabbir & Muhammad Usman Arshad & Muhammad Amir Alvi & Kainat Iftikhar, 2022. "Impact of Trade Policy Uncertainty and Sustainable Development on Medical Innovation for Developed Countries: An Application of DID Approach," Sustainability, MDPI, vol. 15(1), pages 1-26, December.
- Byomakesh Debata & Jitendra Mahakud, 2018. "Economic policy uncertainty and stock market liquidity," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 10(1), pages 112-135, April.
- Caldara, Dario & Iacoviello, Matteo & Molligo, Patrick & Prestipino, Andrea & Raffo, Andrea, 2020.
"The economic effects of trade policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 109(C), pages 38-59.
- Dario Caldara & Matteo Iacoviello & Patrick Molligo & Andrea Prestipino & Andrea Raffo, 2019. "The Economic Effects of Trade Policy Uncertainty," International Finance Discussion Papers 1256, Board of Governors of the Federal Reserve System (U.S.).
- Croce, M.M. & Nguyen, Thien T. & Raymond, S. & Schmid, L., 2019. "Government debt and the returns to innovation," Journal of Financial Economics, Elsevier, vol. 132(3), pages 205-225.
- Cosmin L. Ilut & Hikaru Saijo, 2016.
"Learning, Confidence, and Business Cycles,"
NBER Working Papers
22958, National Bureau of Economic Research, Inc.
- Hikaru Saijo & Cosmin Ilut, 2016. "Learning, Confidence and Business Cycle," 2016 Meeting Papers 664, Society for Economic Dynamics.
- Hikaru Saijo & Cosmin Ilut, 2015. "Learning, Confidence, and Business Cycles," 2015 Meeting Papers 917, Society for Economic Dynamics.
- Yao, Can-Zhong & Sun, Bo-Yi, 2018. "The study on the tail dependence structure between the economic policy uncertainty and several financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 245-265.
- Mecikovsky, Ariel & Meier, Matthias, 2014.
"Do plants freeze upon uncertainty shocks?,"
EconStor Preprints
100662, ZBW - Leibniz Information Centre for Economics.
- Ariel Mecikovsky & Matthias Meier, 2019. "Do Plants Freeze Upon Uncertainty Shocks?," CRC TR 224 Discussion Paper Series crctr224_2019_075, University of Bonn and University of Mannheim, Germany.
- Mecikovsky, Ariel Matias & Meier, Matthias, 2014. "Do plants freeze upon uncertainty shocks?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100541, Verein für Socialpolitik / German Economic Association.
- Stan Veuger & Daniel Shoag, 2013.
"Uncertainty and the geography of the Great Recession,"
AEI Economics Working Papers
694, American Enterprise Institute.
- Shoag, Daniel & Veuger, Stan, 2016. "Uncertainty and the geography of the great recession," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 84-93.
- Shoag, Daniel & Veuger, Stan, 2015. "Uncertainty and the Geography of the Great Recession," Working Paper Series rwp15-014, Harvard University, John F. Kennedy School of Government.
- Kandoussi, Malak & Langot, François, 2020.
"Uncertainty Shocks and Unemployment Dynamics,"
IZA Discussion Papers
13438, Institute of Labor Economics (IZA).
- Malak Kandoussi & François Langot, 2022. "Uncertainty shocks and unemployment dynamics," Post-Print hal-04204670, HAL.
- Kandoussi, Malak & Langot, François, 2022. "Uncertainty shocks and unemployment dynamics," Economics Letters, Elsevier, vol. 219(C).
- Jingyu Chen & Faqi Jin & Guangda Ouyang & Jian Ouyang & Fenghua Wen, 2019. "Oil price shocks, economic policy uncertainty and industrial economic growth in China," PLOS ONE, Public Library of Science, vol. 14(5), pages 1-19, May.
- Nicholas Bloom & Max Floetotto & Nir Jaimovich & Itay Saporta†Eksten & Stephen J. Terry, 2018.
"Really Uncertain Business Cycles,"
Econometrica, Econometric Society, vol. 86(3), pages 1031-1065, May.
- Nicholas Bloom & Max Floetotto & Nir Jaimovich & Itay Saporta-Eksten & Stephen Terry, 2013. "Really Uncertain Business Cycles," CEP Discussion Papers dp1195, Centre for Economic Performance, LSE.
- Nicholas Bloom & Max Floetotto & Nir Jaimovich & Itay Saporta-Eksten & Stephen J. Terry, 2012. "Really Uncertain Business Cycles," NBER Working Papers 18245, National Bureau of Economic Research, Inc.
- Nicholas Bloom & Max Floetotto & Nir Jaimovich & Itay Saporta-Eksten & Stephen J. Terry, 2014. "Really Uncertain Business Cycles," Working Papers 14-18, Center for Economic Studies, U.S. Census Bureau.
- Bloom, Nicholas & Floetotto, Max & Jaimovich, Nir & Saporta-Eksten, Itay & Terry, Stephen, 2013. "Really uncertain business cycles," LSE Research Online Documents on Economics 51526, London School of Economics and Political Science, LSE Library.
- Carstensen, Kai & Bachmann, Rüdiger & Schneider, Martin & Lautenbacher, Stefan, 2018. "Uncertainty is Change," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181572, Verein für Socialpolitik / German Economic Association.
- Francesco Bianchi & Howard Kung & Mikhail Tirskikh, 2018.
"The Origins and Effects of Macroeconomic Uncertainty,"
NBER Working Papers
25386, National Bureau of Economic Research, Inc.
- Bianchi, Francesco & Kung, Howard & Tirskikh, Mikhail, 2019. "The Origins and Effects of Macroeconomic Uncertainty," CEPR Discussion Papers 13450, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Howard Kung & Mikhail Tirskikh, 2019. "The Origins and Effects of Macroeconomic Uncertainty," 2019 Meeting Papers 245, Society for Economic Dynamics.
- Nicholas Bloom, 2013.
"Fluctuations in Uncertainty,"
CEP Occasional Papers
038, Centre for Economic Performance, LSE.
- Nicholas Bloom, 2013. "Fluctuations in Uncertainty," NBER Working Papers 19714, National Bureau of Economic Research, Inc.
- Nicholas Bloom, 2014. "Fluctuations in Uncertainty," Discussion Papers 13-033, Stanford Institute for Economic Policy Research.
- Nicholas Bloom, 2014. "Fluctuations In Uncertainty," Working Papers 14-17, Center for Economic Studies, U.S. Census Bureau.
- Nicholas Bloom, 2014. "Fluctuations in Uncertainty," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 153-176, Spring.
- Bloom, Nicholas, 2013. "Fluctuations in uncertainty," LSE Research Online Documents on Economics 57976, London School of Economics and Political Science, LSE Library.
- N. Bloom, 2016. "Fluctuations in uncertainty," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 4.
- Dr. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020.
"Financial shocks and inflation dynamics,"
Working Papers
2020-13, Swiss National Bank.
- Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2016. "Financial shocks and inflation dynamics," CAMA Working Papers 2016-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016. "Financial shocks and inflation dynamics," Discussion Papers 41/2016, Deutsche Bundesbank.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2017.
"Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges,"
CEPII Policy Brief
2017-20, CEPII research center.
- Laurent Ferrara & Stéphane Lhuissier & Fabien Tripier, 2018. "Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges," Financial and Monetary Policy Studies, in: Laurent Ferrara & Ignacio Hernando & Daniela Marconi (ed.), International Macroeconomics in the Wake of the Global Financial Crisis, pages 159-181, Springer.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018.
"Economic Policy Uncertainty Spillovers in Booms and Busts,"
"Marco Fanno" Working Papers
0220, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2020. "Economic Policy Uncertainty Spillovers in Booms and Busts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(1), pages 125-155, February.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," Working Paper series 18-28, Rimini Centre for Economic Analysis.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," CESifo Working Paper Series 7086, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2017. "Economic Policy Uncertainty Spillovers in Booms and Busts," Melbourne Institute Working Paper Series wp2017n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic policy uncertainty spillovers in booms and busts," CAMA Working Papers 2018-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2017.
"Common and country specific economic uncertainty,"
Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
- Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Common and Country Specific Economic Uncertainty," Working Papers 752, Queen Mary University of London, School of Economics and Finance.
- Bonciani, Dario, 2015. "Estimating the effects of uncertainty over the business cycle," MPRA Paper 65921, University Library of Munich, Germany.
- Saijo, Hikaru, 2017. "The uncertainty multiplier and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 1-25.
- Chris Redl, 2019.
"Uncertainty Matters: Evidence from Close Elections,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2019,
National Bureau of Economic Research, Inc.
- Redl, Chris, 2018. "Uncertainty matters: evidence from close elections," Bank of England working papers 722, Bank of England.
- Redl, Chris, 2020. "Uncertainty matters: Evidence from close elections," Journal of International Economics, Elsevier, vol. 124(C).
- Landon, Stuart & Smith, Constance, 2017.
"Does the Design of a Fiscal Rule Matter for Welfare?,"
Working Papers
2017-2, University of Alberta, Department of Economics.
- Landon, Stuart & Smith, Constance, 2017. "Does the design of a fiscal rule matter for welfare?," Economic Modelling, Elsevier, vol. 63(C), pages 226-237.
- Reinelt, Timo & Meier, Matthias, 2020.
"Monetary policy, markup dispersion, and aggregate TFP,"
Working Paper Series
2427, European Central Bank.
- Matthias Meier & Timo Reinelt, 2020. "Monetary Policy,Markup Dispersion, and Aggregate TFP," CRC TR 224 Discussion Paper Series crctr224_2020_161, University of Bonn and University of Mannheim, Germany.
- Husted, Lucas & Rogers, John & Sun, Bo, 2020.
"Monetary policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 115(C), pages 20-36.
- Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Monetary Policy Uncertainty," International Finance Discussion Papers 1215, Board of Governors of the Federal Reserve System (U.S.).
- Bonciani, Dario & van Roye, Björn, 2015.
"Uncertainty shocks, banking frictions and economic activity,"
Working Paper Series
1825, European Central Bank.
- Bonciani, Dario & van Roye, Björn, 2013. "Uncertainty shocks, banking frictions, and economic activity," Kiel Working Papers 1843, Kiel Institute for the World Economy (IfW Kiel).
- Bonciani, Dario & Roye, Björn van, 2016. "Uncertainty shocks, banking frictions and economic activity," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 200-219.
- Pierdzioch Christian & Gupta Rangan, 2020.
"Uncertainty and Forecasts of U.S. Recessions,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-20, September.
- Christian Pierdzioch & Rangan Gupta, 2017. "Uncertainty and Forecasts of U.S. Recessions," Working Papers 201732, University of Pretoria, Department of Economics.
- K. Istrefi & A. Piloiu, 2016.
"Economic policy uncertainty and inflation expectations,"
Rue de la Banque, Banque de France, issue 33, november..
- K. Istrefi & A. Piloiu, 2014. "Economic Policy Uncertainty and Inflation Expectations," Working papers 511, Banque de France.
- Freund, L. B & Rendahl, P., 2020.
"Unexpected Effects: Uncertainty, Unemployment, and Inflation,"
Cambridge Working Papers in Economics
2035, Faculty of Economics, University of Cambridge.
- Rendahl, Pontus & Freund, Lukas B., 2020. "Unexpected Effects: Uncertainty, Unemployment, and Inflation," CEPR Discussion Papers 14690, C.E.P.R. Discussion Papers.
- Benzid, Lamia & Bakari, Sayef, 2021. "Modeling the Asymmetric Relationship between the Covid-19 and the U.S Dollar Exchange Rate: an Empirical Analysis via the NARDL Approach," MPRA Paper 105566, University Library of Munich, Germany.
- Ran, Gao & Zixiang, Zhu & Jianhao, Lin, 2022. "Consumption–investment comovement and the dynamic impact of monetary policy uncertainty in China," Economic Modelling, Elsevier, vol. 113(C).
- Francesco Bianchi & Leonardo Melosi, 2014.
"Escaping the Great Recession,"
NBER Working Papers
20238, National Bureau of Economic Research, Inc.
- Francesco Bianchi & Leonardo Melosi, 2013. "Escaping the Great Recession," Working Papers 13-19, Duke University, Department of Economics.
- Bianchi, Francesco & Melosi, Leonardo, 2013. "Escaping the Great Recession," CEPR Discussion Papers 9643, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Leonardo Melosi, 2017. "Escaping the Great Recession," American Economic Review, American Economic Association, vol. 107(4), pages 1030-1058, April.
- Francesco Bianchi & Leonardo Melosi, 2014. "Escaping the Great Recession," Working Paper Series WP-2014-17, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi, 2016. "Escaping the Great Recession," Working Paper Series WP-2016-16, Federal Reserve Bank of Chicago.
- Leonardo Melosi & Francesco Bianchi, 2013. "Escaping the Great Recession," 2013 Meeting Papers 203, Society for Economic Dynamics.
- Leonardo Melosi & Francesco Bianchi, 2015. "Escaping the Great recession," 2015 Meeting Papers 1035, Society for Economic Dynamics.
- Shaofeng Xu, 2017.
"Volatility Risk and Economic Welfare,"
Staff Working Papers
17-20, Bank of Canada.
- Xu, Shaofeng, 2017. "Volatility risk and economic welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 17-33.
- Lorenzo Bretscher & Alex Hsu & Andrea Tamoni, 2019. "Response of the Macroeconomy to Uncertainty Shocks:the Risk Premium Channel," 2019 Meeting Papers 1567, Society for Economic Dynamics.
- Murray, James, 2014. "Fiscal Policy Uncertainty and Its Macroeconomic Consequences," MPRA Paper 57409, University Library of Munich, Germany.
- Muhammad Shahbaz & Arshian Sharif & Fateh Belaid & Xuan Vinh Vo, 2023.
"Long‐run co‐variability between oil prices and economic policy uncertainty,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1308-1326, April.
- Muhammad Shahbaz & Arshian Sharif & Fateh Belaid & Xuan Vinh Vo, 2021. "Long‐run co‐variability between oil prices and economic policy uncertainty," Post-Print hal-03677996, HAL.
- Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2023. "Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States," Working Papers 202331, University of Pretoria, Department of Economics.
- Stephie Fried & Kevin Novan & William B. Peterman, 2022.
"Climate Policy Transition Risk and the Macroeconomy,"
Working Paper Series
2021-06, Federal Reserve Bank of San Francisco.
- Fried, Stephie & Novan, Kevin & Peterman, William B., 2022. "Climate policy transition risk and the macroeconomy," European Economic Review, Elsevier, vol. 147(C).
- Francesco Bianchi & Leonardo Melosi, 2013.
"Dormant Shocks and Fiscal Virtue,"
PIER Working Paper Archive
13-032, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francesco Bianchi & Leonardo Melosi, 2013. "Dormant Shocks and Fiscal Virtue," NBER Chapters, in: NBER Macroeconomics Annual 2013, Volume 28, pages 1-46, National Bureau of Economic Research, Inc.
- Francesco Bianchi & Leonardo Melosi, 2013. "Dormant Shocks and Fiscal Virtue," Working Papers 13-12, Duke University, Department of Economics.
- Leonardo Melosi & Francesco Bianchi, 2012. "Dormant Shocks and Fiscal Virtue," 2012 Meeting Papers 44, Society for Economic Dynamics.
- Francesco Bianchi & Leonardo Melosi, 2014. "Dormant Shocks and Fiscal Virtue," NBER Macroeconomics Annual, University of Chicago Press, vol. 28(1), pages 1-46.
- Wang, Yonglian & Wang, Lijun & Pan, Changchun & Hong, Songzhi, 2022. "Economic policy uncertainty and price pass-through effect of exchange rate in China," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Idriss Fontaine, 2021.
"Uncertainty and Labour Force Participation,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 437-471, April.
- Idriss Fontaine, 2020. "Uncertainty and Labour Force Participation," Post-Print hal-03119706, HAL.
- Anna Kormilitsina, 2016. "Is Government Spending Predetermined? A Test of Identification for Fiscal Policy Shocks," Departmental Working Papers 1607, Southern Methodist University, Department of Economics.
- Caliendo, Frank N. & Guo, Nick L. & Smith, Jason M., 2018. "Policy uncertainty and bank bailouts," Journal of Financial Markets, Elsevier, vol. 39(C), pages 111-125.
- Minchul Shin & Molin Zhong, 2020.
"A New Approach to Identifying the Real Effects of Uncertainty Shocks,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 367-379, April.
- Minchul Shin & Molin Zhong, 2016. "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Finance and Economics Discussion Series 2016-040, Board of Governors of the Federal Reserve System (U.S.).
- Xianbo Zhou & Zhuoran Chen, 2023. "The Impact of Uncertainty Shocks to Consumption under Different Confidence Regimes Based on a Stochastic Uncertainty-in-Mean TVAR Model," Sustainability, MDPI, vol. 15(4), pages 1-20, February.
- Bi, Huixin & Leeper, Eric M. & Leith, Campbell, 2012.
"Uncertain Fiscal Consolidations,"
SIRE Discussion Papers
2012-09, Scottish Institute for Research in Economics (SIRE).
- Huixin Bi & Eric M. Leeper & Campbell Leith, 2013. "Uncertain Fiscal Consolidations," Economic Journal, Royal Economic Society, vol. 0, pages 31-63, February.
- Huixin Bi & Eric M. Leeper & Campbell Leith, 2012. "Uncertain Fiscal Consolidations," Working Papers 2012_03, Business School - Economics, University of Glasgow.
- Huixin Bi & Eric M. Leeper & Campbell Leith, 2013. "Uncertain Fiscal Consolidations," Staff Working Papers 13-26, Bank of Canada.
- Huixin Bi & Eric M. Leeper & Campbell B. Leith, 2012. "Uncertain Fiscal Consolidations," NBER Working Papers 17844, National Bureau of Economic Research, Inc.
- Wael Bousselmi & Patrick Sentis & Marc Willinger, 2020.
"Impact of the Brexit vote announcement on long-run market performance,"
Post-Print
hal-03026615, HAL.
- Wael Bousselmi & Patrick Sentis & Marc Willinger, 2018. "Impact of the Brexit vote announcement on long-run market performance," CEE-M Working Papers hal-01954920, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Wael Bousselmi & Patrick Sentis & Marc Willinger, 2018. "Impact of the Brexit vote announcement on long-run market performance," Working Papers hal-01954920, HAL.
- Wen Xu, 2016. "Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters," Econometrics, MDPI, vol. 4(4), pages 1-13, October.
- Serena Ng & Jonathan H. Wright, 2013.
"Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling,"
NBER Working Papers
19469, National Bureau of Economic Research, Inc.
- Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-1154, December.
- Alexopoulos, Michelle & Cohen, Jon, 2015. "The power of print: Uncertainty shocks, markets, and the economy," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 8-28.
- Giovanni Caggiano & Efrem Castelnuovo, 2023. "Global financial uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 432-449, April.
- Cheng, Hua & Gawande, Kishore & Ongena, Steven & Qi, Shusen, 2021. "Connected banks and economic policy uncertainty," Journal of Financial Stability, Elsevier, vol. 56(C).
- Trung, Nguyen Ba, 2019. "The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 90-110.
- Bayer, Christian, 2016.
"Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145961, Verein für Socialpolitik / German Economic Association.
- Bayer, Christian & Tjaden, Volker & Pham-Do, Lien & Lütticke, Ralph, 2015. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," CEPR Discussion Papers 10849, C.E.P.R. Discussion Papers.
- Christian Bayer & Ralph Luetticke & Lien Pham‐Dao & Volker Tjaden, 2019. "Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk," Econometrica, Econometric Society, vol. 87(1), pages 255-290, January.
- Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018.
"Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-15, April.
- Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016. "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers 201674, University of Pretoria, Department of Economics.
- Iván Alfaro & Nicholas Bloom & Xiaoji Lin, 2024.
"The Finance Uncertainty Multiplier,"
Journal of Political Economy, University of Chicago Press, vol. 132(2), pages 577-615.
- Xiaoji Lin & Nicholas Bloom & Ivan Alfaro, 2017. "The Finance-Uncertainty Multiplier," 2017 Meeting Papers 887, Society for Economic Dynamics.
- Iván Alfaro & Nicholas Bloom & Xiaoji Lin, 2018. "The Finance Uncertainty Multiplier," NBER Working Papers 24571, National Bureau of Economic Research, Inc.
- Alfaro, Ivan & Bloom, Nicholas & Lin, Xiaoji, 2017. "The Finance Uncertainty Multiplier," Working Paper Series 2017-30, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Cho, Daeha & Han, Yoonshin & Oh, Joonseok & Rogantini Picco, Anna, 2021. "Uncertainty shocks, precautionary pricing, and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 69(C).
- Tarek A Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019.
"Firm-Level Political Risk: Measurement and Effects,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 134(4), pages 2135-2202.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," Working Papers Series 96, Institute for New Economic Thinking.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2017. "Firm-Level Political Risk: Measurement and Effects," NBER Working Papers 24029, National Bureau of Economic Research, Inc.
- Tarek A. Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2019. "Firm-Level Political Risk: Measurement and Effects," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-325, Boston University - Department of Economics.
- Hassan, Tarek & Hollander, Stephan & van Lent, Laurence & Tahoun, Ahmed, 2017. "Firm-level political risk: Measurement and effects," CEPR Discussion Papers 12436, C.E.P.R. Discussion Papers.
- Johanes Agbahey & Khalid Siddig & Harald Grethe & Jonas Luckmann, 2022.
"Trade policy in a sovereign Palestinian State: What are the options in a final settlement?,"
The World Economy, Wiley Blackwell, vol. 45(10), pages 3269-3293, October.
- Johanes Agbahey & Khalid Siddig & Harald Grethe & Jonas Luckmann, 2018. "Trade Policy in a Sovereign Palestinian State: What are the Options in a Final Settlement?," Working Papers 1242, Economic Research Forum, revised 23 Oct 2018.
- Agbahey, Johanes & Siddig, Khalid & Grethe, Harald & Luckmann, Jonas, 2017. "Trade policy in a sovereign Palestinian State: what are the options in a final settlement?," Conference papers 332814, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Haroon Mumtaz & Konstantinos Theodoridis, 2015.
"Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility,"
Working Papers
760, Queen Mary University of London, School of Economics and Finance.
- Konstantinos Theodoridis & Haroon Mumtaz, 2015. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Working Papers 101219932, Lancaster University Management School, Economics Department.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Dynamic effects of monetary policy shocks on macroeconomic volatility," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 262-282.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility," Cardiff Economics Working Papers E2018/21, Cardiff University, Cardiff Business School, Economics Section.
- Mathy, Gabriel & Ziebarth, Nicolas L., 2017.
"How Much Does Political Uncertainty Matter? The Case of Louisiana under Huey Long,"
The Journal of Economic History, Cambridge University Press, vol. 77(1), pages 90-126, March.
- Gabriel P. Mathy & Nicholas L. Ziebarth, 2014. "How Much Does Political Uncertainty Matter? The Case of Louisiana Under Huey Long," Working Papers 2014-06, American University, Department of Economics.
- Alexander Richter & Nathaniel Throckmorton, 2018.
"A New Way to Quantify the Effect of Uncertainty,"
2018 Meeting Papers
565, Society for Economic Dynamics.
- Alexander W. Richter & Nathaniel A. Throckmorton, 2017. "A New Way to Quantify the Effect of Uncertainty," Working Papers 1705, Federal Reserve Bank of Dallas.
- Karamysheva, Madina, 2022. "How do fiscal adjustments work? An empirical investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Jose Maria Barrero & Nicholas Bloom & Ian Wright, 2017.
"Short and Long Run Uncertainty,"
NBER Working Papers
23676, National Bureau of Economic Research, Inc.
- Nicholas Bloom & Ian Wright & Jose Maria Barrero, 2016. "Short- and Long-run Uncertainty," 2016 Meeting Papers 1576, Society for Economic Dynamics.
- Xu, Shaofeng, 2016.
"Interpreting volatility shocks as preference shocks,"
Economics Letters, Elsevier, vol. 149(C), pages 135-140.
- Shaofeng Xu, 2016. "Interpreting Volatility Shocks as Preference Shocks," Staff Working Papers 16-45, Bank of Canada.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018.
"Risk management-driven policy rate gap,"
CAMA Working Papers
2018-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk Management-Driven Policy Rate Gap," CESifo Working Paper Series 7177, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk Management-Driven Policy Rate Gap," Melbourne Institute Working Paper Series wp2018n10, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Caggiano, Giovanni & Castelnuovo, Efrem & Nodari, Gabriela, 2018. "Risk management-driven policy rate gap," Economics Letters, Elsevier, vol. 171(C), pages 235-238.
- Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2018. "Risk Management-Driven Policy Rate Gap," "Marco Fanno" Working Papers 0225, Dipartimento di Scienze Economiche "Marco Fanno".
- Yaron Leitner & Basil Williams, 2023. "Model Secrecy and Stress Tests," Journal of Finance, American Finance Association, vol. 78(2), pages 1055-1095, April.
- Fasani, Stefano & Rossi, Lorenza, 2018.
"Are uncertainty shocks aggregate demand shocks?,"
Economics Letters, Elsevier, vol. 167(C), pages 142-146.
- Stefano Fasani & Lorenza Rossi, 2018. "Are Uncertainty Shocks Aggregate Demand Shocks?," DEM Working Papers Series 148, University of Pavia, Department of Economics and Management.
- Azad, Nahiyan Faisal & Serletis, Apostolos, 2022. "Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies," Emerging Markets Review, Elsevier, vol. 51(PA).
- Kamalyan, Hayk, 2021.
"Data Revisions and the Effects of Monetary Policy Volatility,"
MPRA Paper
107581, University Library of Munich, Germany.
- Kamalyan, Hayk, 2022. "Data revisions and the effects of monetary policy volatility," Economics Letters, Elsevier, vol. 215(C).
- Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2022.
"Online Appendix to "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation","
Online Appendices
21-230, Review of Economic Dynamics.
- Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2023. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 117-137, December.
- Hantzsche, Arno, 2022. "Fiscal uncertainty and sovereign credit risk," European Economic Review, Elsevier, vol. 148(C).
- Efrem Castelnuovo & Giovanni Pellegrino, 2018.
"Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation,"
Melbourne Institute Working Paper Series
wp2018n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Castelnuovo, Efrem & Pellegrino, Giovanni, 2018. "Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 277-296.
- Efrem Castelnuovo & Giovanni Pellegrino, 2017. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," CESifo Working Paper Series 6821, CESifo.
- Efrem Castelnuovo & Giovanni Pellegrino, 2018. "Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation," "Marco Fanno" Working Papers 0219, Dipartimento di Scienze Economiche "Marco Fanno".
- Angelo Marsiglia Fasolo, 2018.
"Monetary Policy Volatility Shocks in Brazil,"
Working Papers Series
480, Central Bank of Brazil, Research Department.
- Fasolo, Angelo Marsiglia, 2019. "Monetary policy volatility shocks in Brazil," Economic Modelling, Elsevier, vol. 81(C), pages 348-360.
- Kuhanathan Ano Sujithan & Sanvi Avouyi-Dovi & Lyes Koliai, 2014. "On the determinants of food price volatility," Post-Print hal-01511900, HAL.
- Mustafa Caglayan & Ozge Kandemir Kocaaslan & Kostas Mouratidis, 2016. "Regime Dependent Effects of Inflation Uncertainty on Real Growth: A Markov Switching Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(2), pages 135-155, May.
- Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Kang, Sang Hoon, 2021. "Quantile relationship between Islamic and non-Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Vegard Høghaug Larsen, 2021.
"Components Of Uncertainty,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 769-788, May.
- Vegard Høghaug Larsen, 2017. "Components of uncertainty," Working Paper 2017/5, Norges Bank.
- Vegard H�ghaug Larsen, 2017. "Components of Uncertainty," Working Papers No 4/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Munechika Katayama & Kwang Hwan Kim, 2017.
"Uncertainty Shocks and the Relative Price of Investment Goods,"
Discussion papers
e-16-015, Graduate School of Economics , Kyoto University.
- Munechika Katayama & Kwang Hwan Kim, 2018. "Uncertainty Shocks and the Relative Price of Investment Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 163-178, October.
- Liu, Yang, 2023. "Government debt and risk premia," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 18-34.
- Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021.
"Risky Business Cycles,"
NBER Working Papers
28693, National Bureau of Economic Research, Inc.
- Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021. "Risky Business Cycles," Boston College Working Papers in Economics 1029, Boston College Department of Economics.
- Joscha Beckmann & Robert L Czudaj & Georgios Kouretas, 2021.
"Fiscal policy uncertainty and its effects on the real economy: German evidence,"
Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1516-1535.
- Robert L. Czudaj & Joscha Beckmann, 2020. "Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence," Chemnitz Economic Papers 039, Department of Economics, Chemnitz University of Technology, revised Oct 2020.
- Thorsten Drautzburg, 2016.
"A narrative approach to a fiscal DSGE model,"
Working Papers
16-11, Federal Reserve Bank of Philadelphia.
- Thorsten Drautzburg, 2020. "A narrative approach to a fiscal DSGE model," Quantitative Economics, Econometric Society, vol. 11(2), pages 801-837, May.
- Thorsten Drautzburg, 2014. "A Narrative Approach to a Fiscal DSGE Model," 2014 Meeting Papers 791, Society for Economic Dynamics.
- Meyer-Gohde, Alexander, 2015. "Risk-Sensitive Linear Approximations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113057, Verein für Socialpolitik / German Economic Association.
- Segal, Gill, 2019. "A tale of two volatilities: Sectoral uncertainty, growth, and asset prices," Journal of Financial Economics, Elsevier, vol. 134(1), pages 110-140.
- Born, Benjamin & Müller, Gernot & Schularick, Moritz & SedlÃ¡Ä ek, Petr, 2017.
"The Costs of Economic Nationalism: Evidence from the Brexit Experiment,"
CEPR Discussion Papers
12454, C.E.P.R. Discussion Papers.
- Benjamin Born & Gernot J Müller & Moritz Schularick & Petr Sedláček, 2019. "The Costs of Economic Nationalism: Evidence from the Brexit Experiment," The Economic Journal, Royal Economic Society, vol. 129(623), pages 2722-2744.
- Benjamin Born & Gernot Müller & Moritz Schularick & Petr Sedláček, 2017. "The Costs of Economic Nationalism: Evidence from the Brexit Experiment," CESifo Working Paper Series 6780, CESifo.
- Belke, Ansgar & Volz, Ulrich, 2019.
"Capital flows to emerging market and developing economies: Global liquidity and uncertainty versus country-specific pull factors,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203629, Verein für Socialpolitik / German Economic Association.
- Belke, Ansgar & Volz, Ulrich, 2018. "Capital flows to emerging market and developing economies: global liquidity and uncertainty versus country-specific pull factors," IDOS Discussion Papers 23/2018, German Institute of Development and Sustainability (IDOS).
- Ambrocio, Gene, 2020.
"Inflationary household uncertainty shocks,"
Bank of Finland Research Discussion Papers
5/2020, Bank of Finland.
- Ambrocio, Gene, 2022. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2022, Bank of Finland.
- Beckmann, Joscha & Czudaj, Robert L., 2024. "Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring," MPRA Paper 119971, University Library of Munich, Germany.
- Elisabeth Falck & Mathias Hoffmann & Patrick Hürtgen, 2018.
"Disagreement and Monetary Policy,"
2018 Meeting Papers
655, Society for Economic Dynamics.
- Falck, Elisabeth & Hoffmann, Mathias & Hürtgen, Patrick, 2017. "Disagreement and monetary policy," Discussion Papers 29/2017, Deutsche Bundesbank.
- Elif C. Arbatli & Steven J. Davis & Arata Ito & Naoko Miake, 2017.
"Policy Uncertainty In Japan,"
NBER Working Papers
23411, National Bureau of Economic Research, Inc.
- Ms. Elif C Arbatli Saxegaard & Steven J Davis & Arata Ito & Naoko Miake & Ikuo Saito, 2017. "Policy Uncertainty in Japan," IMF Working Papers 2017/128, International Monetary Fund.
- Arbatli Saxegaard, Elif C. & Davis, Steven J. & Ito, Arata & Miake, Naoko, 2022. "Policy uncertainty in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 64(C).
- Adrien Auclert & Ludwig Straub & Matthew Rognlie, 2019.
"Micro Jumps, Macro Humps: monetary policy and business cycles in an estimated HANK model,"
2019 Meeting Papers
1449, Society for Economic Dynamics.
- Auclert, Adrien & Rognlie, Matthew & Straub, Ludwig, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," CEPR Discussion Papers 14279, C.E.P.R. Discussion Papers.
- Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," NBER Working Papers 26647, National Bureau of Economic Research, Inc.
- Adrien Auclert & Matthew Rognlie & Ludwig Straub, 2020. "Micro Jumps, Macro Humps: Monetary Policy and Business Cycles in an Estimated HANK Model," CESifo Working Paper Series 8051, CESifo.
- Han, Zhao, 2021. "Low-frequency fiscal uncertainty," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 639-657.
- Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2021.
"Global Risk and the Dollar,"
CEPR Discussion Papers
16245, C.E.P.R. Discussion Papers.
- Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2021. "Global risk and the dollar," Working Paper Series 2628, European Central Bank.
- Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023. "Global Risk and the Dollar," Discussion Papers of DIW Berlin 2057, DIW Berlin, German Institute for Economic Research.
- Marina Azzimonti-Renzo, 2013. "The political polarization index," Working Papers 13-41, Federal Reserve Bank of Philadelphia.
- Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019.
"Empirical evidence on the dynamics of investment under uncertainty in the U.S,"
Economics Discussion / Working Papers
19-18, The University of Western Australia, Department of Economics.
- Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2021. "Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1193-1217, October.
- Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019. "Empirical evidence on the dynamics of investment under uncertainty in the US," CAMA Working Papers 2019-87, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2023.
"Agreed and Disagreed Uncertainty,"
Papers
2302.01621, arXiv.org.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Discussion Papers 2304, Centre for Macroeconomics (CFM).
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Working Paper series 23-01, Rimini Centre for Economic Analysis.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," BCAM Working Papers 2206, Birkbeck Centre for Applied Macroeconomics.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Economics Series Working Papers 999, University of Oxford, Department of Economics.
- Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," CESifo Working Paper Series 10463, CESifo.
- Danilo Cascaldi-Garcia & Deepa Dhume Datta & Thiago Revil T. Ferreira & Olesya V. Grishchenko & Mohammad R. Jahan-Parvar & Juan M. Londono & Francesca Loria & Sai Ma & Marius del Giudice Rodriguez & J, 2020.
"What is Certain about Uncertainty?,"
International Finance Discussion Papers
1294, Board of Governors of the Federal Reserve System (U.S.).
- Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
- Céline Poilly & Fabien Tripier, 2023.
"Regional Trade Policy Uncertainty,"
AMSE Working Papers
2321, Aix-Marseille School of Economics, France.
- Céline Poilly & Fabien Tripier, 2023. "Regional Trade Policy Uncertainty," Working Papers hal-04239322, HAL.
- Panagiotis E. Petrakis & Dionysis G. Valsamis & Pantelis C. Kostis, 2014. "Uncertainty Shocks in Eurozone Periphery Countries and Germany," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 8(2), pages 87-106, December.
- Tyler Atkinson & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2020.
"Complementarity and Macroeconomic Uncertainty,"
Working Papers
2009, Federal Reserve Bank of Dallas.
- Tyler Atkinson & Michael Plante & Alexander Richter & Nathaniel Throckmorton, 2022. "Complementarity and Macroeconomic Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 225-243, April.
- Amélie Charles & Olivier Darné & Fabien Tripier, 2017. "Uncertainty and the Macroeconomy," Post-Print hal-01549625, HAL.
- Saud Asaad Al‐Thaqeb & Barrak Ghanim Algharabali & Khaled Tareq Alabdulghafour, 2022. "The pandemic and economic policy uncertainty," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 2784-2794, July.
- Bonciani, Dario & Oh, Joonseok Jason, 2019. "The long-run effects of uncertainty shocks," Bank of England working papers 802, Bank of England.
- Yao, Wenyun & Sang, Yadi & Shen, Yongjian & Han, Pengfei, 2020. "Performance sensitivity of non-executive compensation in China: The role of economic policy uncertainty," Economic Modelling, Elsevier, vol. 93(C), pages 310-320.
- Abid, Abir, 2020. "Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence," Finance Research Letters, Elsevier, vol. 37(C).
- Sangyup Choi & David Furceri & Prakash Loungani & Myungkyu shim, 2021.
"Inflation Anchoring and Growth: The Role of Credit Constraints,"
Working papers
2021rwp-188, Yonsei University, Yonsei Economics Research Institute.
- Choi, Sangyup & Furceri, Davide & Loungani, Prakash & Shim, Myungkyu, 2022. "Inflation anchoring and growth: The role of credit constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
- Sangyup Choi & Davide Furceri & Prakash Loungani & Myungkyu Shim, 2020. "Inflation Anchoring and Growth: The Role of Credit Constraints," GRU Working Paper Series GRU_2020_032, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Goodness C. Aye, 2019. "Fiscal Policy Uncertainty and Economic Activity in South Africa: An Asymmetric Analysis," Working Papers 201922, University of Pretoria, Department of Economics.
- Ruan, Xinfeng & Zhang, Jin E., 2021. "Time-varying uncertainty and variance risk premium," Journal of Macroeconomics, Elsevier, vol. 69(C).
- Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
- Luca Rossi, 2020. "Indicators of uncertainty: a brief user’s guide," Questioni di Economia e Finanza (Occasional Papers) 564, Bank of Italy, Economic Research and International Relations Area.
- Eduardo de Sá Fortes Leitão Rodrigues, 2021. "Uncertainty and Effectiveness of Public Consumption," Working Papers REM 2021/0180, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Goodness C. Aye & Rangan Gupta, 2019. "Macroeconomic Uncertainty And The Comovement In Buying Versus Renting In The Usa," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(3), pages 93-121, September.
- Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli, 2019.
"Populism, Political Risk and the Economy: Lessons from Italy,"
Boston College Working Papers in Economics
989, Boston College Department of Economics, revised 28 Apr 2020.
- Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio, 2020. "Populism, Political Risk and the Economy: Lessons from Italy," IZA Discussion Papers 12929, Institute of Labor Economics (IZA).
- Marcelo A. T. Aragão & Fabia A. de Carvalho, 2023. "A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity," Working Papers Series 585, Central Bank of Brazil, Research Department.
- Martin Seneca, 2020. "Risk Shocks and Monetary Policy in the New Normal," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 185-232, December.
- Oliver de Groot, 2014.
"Solving asset pricing models with stochastic volatility,"
Finance and Economics Discussion Series
2014-71, Board of Governors of the Federal Reserve System (U.S.).
- de Groot, Oliver, 2015. "Solving asset pricing models with stochastic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 308-321.
- Bonciani, Dario & Ricci, Martino, 2020.
"The global effects of global risk and uncertainty,"
Bank of England working papers
863, Bank of England.
- Bonciani, Dario & Ricci, Martino, 2018. "The global effects of global risk and uncertainty," Working Paper Series 2179, European Central Bank.
- Onur Polat, 2021. "Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 7(2), pages 47-59, December.
- Croce, Mariano & Nguyen, Thien & Raymond, Steve, 2019. "Persistent Government Debt and Aggregate Risk Distribution," CEPR Discussion Papers 13922, C.E.P.R. Discussion Papers.
- Piergiorgio Alessandri & Haroon Mumtaz, 2014.
"Financial regimes and uncertainty shocks,"
BCAM Working Papers
1404, Birkbeck Centre for Applied Macroeconomics.
- Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Regimes and Uncertainty Shocks," Working Papers 729, Queen Mary University of London, School of Economics and Finance.
- Alessandri, Piergiorgio & Mumtaz, Haroon, 2019. "Financial regimes and uncertainty shocks," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 31-46.
- Goodness C. Aye & Christina Christou & Luis A. Gil‐Alana & Rangan Gupta, 2019.
"Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 31(1), pages 101-116, January.
- Goodness C. Aye & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2016. "Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty," Working Papers 201680, University of Pretoria, Department of Economics.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021.
"Why Does Risk Matter More in Recessions than in Expansions?,"
Economics Working Papers
2021-12, Department of Economics and Business Economics, Aarhus University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," "Marco Fanno" Working Papers 0275, Dipartimento di Scienze Economiche "Marco Fanno".
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why does risk matter more in recessions than in expansions?," CAMA Working Papers 2021-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series 9328, CESifo.
- Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021. "Why Does Risk Matter More in Recessions than in Expansions?," Monash Economics Working Papers 2021-11, Monash University, Department of Economics.
- Andreasen, Martin Møller & Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021. "Why does risk matter more in recessions than in expansions?," Bank of Finland Research Discussion Papers 13/2021, Bank of Finland.
- Pástor, Luboš & Allen, Franklin, 2018. "The Capital Markets Union: Key Challenges," CEPR Discussion Papers 12761, C.E.P.R. Discussion Papers.
- Hacioglu Hoke, Sinem, 2019. "Macroeconomic effects of political risk shocks," Bank of England working papers 841, Bank of England.
- Hikaru Saijo, 2018. "Redistribution and Fiscal Uncertainty Shocks," IMES Discussion Paper Series 18-E-15, Institute for Monetary and Economic Studies, Bank of Japan.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2011.
"Supply-Side Policies and the Zero Lower Bound,"
NBER Working Papers
17543, National Bureau of Economic Research, Inc.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F Rubio-Ramírez, 2014. "Supply-Side Policies and the Zero Lower Bound," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(2), pages 248-260, June.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Juan F. Rubio-Ramirez, 2011. "Supply-side policies and the zero lower bound," Working Papers 11-47, Federal Reserve Bank of Philadelphia.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2011. "Supply-Side Policies and the Zero Lower Bound," CEPR Discussion Papers 8642, C.E.P.R. Discussion Papers.
- Pablo Guerron-Quintana & Juan Rubio-Ramirez & Jesus Fernandez-Villaverde, 2012. "Supply-Side Policies and the Zero Lower Bound," 2012 Meeting Papers 104, Society for Economic Dynamics.
- Chen, Xiaoyu & Chiang, Thomas C., 2020. "Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market," Research in International Business and Finance, Elsevier, vol. 53(C).
- Bachmann, Rildiger & Born, Benjamin & Elstner, Steffen & Grimme, Christian, 2019.
"Time-varying business volatility and the price setting of firms,"
Munich Reprints in Economics
78278, University of Munich, Department of Economics.
- Bachmann, Rüdiger & Born, Benjamin & Grimme, Christian, 2013. "Time-Varying Business Volatility and the Price Setting of Firms," CEPR Discussion Papers 9702, C.E.P.R. Discussion Papers.
- Ruediger Bachmann & Benjamin Born & Steffen Elstner & Christian Grimme, 2013. "Time-Varying Business Volatility and the Price Setting of Firms," NBER Working Papers 19180, National Bureau of Economic Research, Inc.
- Bachmann, Rüdiger & Born, Benjamin & Elstner, Steffen & Grimme, Christian, 2019. "Time-varying business volatility and the price setting of firms," Journal of Monetary Economics, Elsevier, vol. 101(C), pages 82-99.
- Pablo A Guerron-Quintana & James M Nason, 2012.
"Bayesian Estimation of DSGE Models,"
CAMA Working Papers
2012-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pablo A. Guerrón-Quintana & James M. Nason, 2013. "Bayesian estimation of DSGE models," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 21, pages 486-512, Edward Elgar Publishing.
- Pablo Guerrón-Quintana & James M. Nason, 2012. "Bayesian estimation of DSGE models," Working Papers 12-4, Federal Reserve Bank of Philadelphia.
- Miescu, Mirela S., 2023. "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, vol. 154(C).
- Born, Benjamin & Peifer, Johannes, 2011.
"Policy Risk and the Business Cycle,"
Bonn Econ Discussion Papers
06/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Born, Benjamin & Pfeifer, Johannes, 2014. "Policy risk and the business cycle," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 68-85.
- Benjamin Born & Johannes Pfeifer, 2013. "Policy Risk and the Business Cycle," CESifo Working Paper Series 4336, CESifo.
- Ding Dong & Zheng Liu & Pengfei Wang, 2021. "Turbulent Business Cycles," Working Paper Series 2021-22, Federal Reserve Bank of San Francisco.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014.
"Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty,"
Department of Economics Working Paper Series
166, WU Vienna University of Economics and Business.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014. "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Papers wuwp166, Vienna University of Economics and Business, Department of Economics.
- Tarek Alexander Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2020. "The Global Impact of Brexit Uncertainty," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-332, Boston University - Department of Economics.
- Josué Diwambuena & Jean-Paul K. Tsasa, 2021. "The Real Effects of Uncertainty Shocks: New Evidence from Linear and Nonlinear SVAR Models," BEMPS - Bozen Economics & Management Paper Series BEMPS87, Faculty of Economics and Management at the Free University of Bozen.
- Nina Biljanovska & Mr. Francesco Grigoli & Martina Hengge, 2017.
"Fear Thy Neighbor: Spillovers from Economic Policy Uncertainty,"
IMF Working Papers
2017/240, International Monetary Fund.
- Nina Biljanovska & Francesco Grigoli & Martina Hengge, 2021. "Fear thy neighbor: Spillovers from economic policy uncertainty," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 409-438, May.
- Tarek Alexander Hassan & Stephan Hollander & Laurence van Lent & Ahmed Tahoun, 2020.
"The Global Impact of Brexit Uncertainty,"
NBER Working Papers
26609, National Bureau of Economic Research, Inc.
- Hassan, Tarek & Hollander, Stephan & van Lent, Laurence & Tahoun, Ahmed, 2019. "The Global Impact of Brexit Uncertainty," CEPR Discussion Papers 14253, C.E.P.R. Discussion Papers.
- Tarek Hassan & Laurence van Lent & Stephan Hollander & Ahmed Tahoun, 2020. "The Global Impact of Brexit Uncertainty," Working Papers Series 106, Institute for New Economic Thinking.
- Lemoine Matthieu & Lindé Jesper, 2021.
"Fiscal Stimulus in Liquidity Traps: Conventional or Unconventional Policies?,"
Working papers
799, Banque de France.
- Lemoine, Matthieu & Lindé, Jesper, 2023. "Fiscal stimulus in liquidity traps: Conventional or unconventional policies?," European Economic Review, Elsevier, vol. 151(C).
- Linde, Jesper & Lemoine, Matthieu, 2020. "Fiscal Stimulus in Liquidity Traps: Conventional or Unconventional Policies?," CEPR Discussion Papers 15623, C.E.P.R. Discussion Papers.
- Rohan Kekre & Moritz Lenel, 2020. "Monetary Policy, Redistribution, and Risk Premia," Working Papers 2020-02, Becker Friedman Institute for Research In Economics.
- Alexander W. Richter & Nathaniel A. Throckmorton, 2013.
"The Consequences of Uncertain Debt Targets,"
Auburn Economics Working Paper Series
auwp2013-18, Department of Economics, Auburn University.
- Richter, Alexander W. & Throckmorton, Nathaniel A., 2015. "The consequences of an unknown debt target," European Economic Review, Elsevier, vol. 78(C), pages 76-96.
- Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2017.
"The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty,"
Working Papers
201782, University of Pretoria, Department of Economics.
- Aye, G.C. & Clance, M. & Gupta, R., 2018. "The Effectiveness of Monetary and Fiscal Policy Shocks on U.S. Inequality: The Role of Uncertainty," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277037, International Association of Agricultural Economists.
- Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019. "The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(1), pages 283-295, January.
- Ravenna, Federico & Pellegrino, Giovanni & Züllig, Gabriel, 2020.
"The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area,"
CEPR Discussion Papers
15321, C.E.P.R. Discussion Papers.
- Giovanni Pellegrino & Federico Ravenna & Gabriel Züllig, 2021. "The Impact of Pessimistic Expectations on the Effects of COVID‐19‐Induced Uncertainty in the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 841-869, August.
- Giovanni Pellegrino & Federico Ravenna & Gabriel Züllig, 2020. "The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area," Economics Working Papers 2020-12, Department of Economics and Business Economics, Aarhus University.
- Valeriu Nalban & Andra Smadu, 2020. "Financial disruptions and heightened uncertainty: a case for timely policy action," Working Papers 687, DNB.
- Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, vol. 44(C), pages 433-447.
- Muhsin Ali & Karim Khan, 2020. "Volatility in Discretionary Public Spending and Economic Growth: A Cross Country Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 59(1), pages 45-68.
- Davis, Steven & Bloom, Nicholas & Baker, Scott, 2015.
"Measuring Economic Policy Uncertainty,"
CEPR Discussion Papers
10900, C.E.P.R. Discussion Papers.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2015. "Measuring Economic Policy Uncertainty," NBER Working Papers 21633, National Bureau of Economic Research, Inc.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2015. "Measuring Economic Policy Uncertainty," Economics Working Papers 15111, Hoover Institution, Stanford University.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2016. "Measuring Economic Policy Uncertainty," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(4), pages 1593-1636.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2015. "Measuring Economic Policy Uncertainty," CEP Discussion Papers dp1379, Centre for Economic Performance, LSE.
- Baker, Scott R. & Bloom, Nicholas & Davis, Steven J., 2015. "Measuring economic policy uncertainty," LSE Research Online Documents on Economics 64986, London School of Economics and Political Science, LSE Library.
- Jessica Baker & Simon Kirby & Oriol Carreras & Jack Meaning & Rebecca Piggott, 2016.
"Modelling events: the short-term economic impact of leaving the EU,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
461, National Institute of Economic and Social Research.
- Baker, Jessica & Carreras, Oriol & Kirby, Simon & Meaning, Jack & Piggott, Rebecca, 2016. "Modelling events: The short-term economic impact of leaving the EU," Economic Modelling, Elsevier, vol. 58(C), pages 339-350.
- Seabelo T Nyawo & Roscoe Bertrum van Wyk, 2018. "The Impact of Policy Uncertainty on Macro-Economy of Developed and Developing Countries," Journal of Economics and Behavioral Studies, AMH International, vol. 10(1), pages 33-41.
- Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2013.
"Fiscal news and macroeconomic volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2582-2601.
- Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2011. "Fiscal News and Macroeconomic Volatility," Bonn Econ Discussion Papers 08/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Oh, Joonseok & Rogantini Picco, Anna, 2020.
"Macro Uncertainty and Unemployment Risk,"
Working Paper Series
395, Sveriges Riksbank (Central Bank of Sweden).
- OH, Joonseok; ROGANTINI PICCO, Anna, 2019. "Macro uncertainty and unemployment risk," Economics Working Papers ECO 2019/02, European University Institute.
- Born, Benjamin & Müller, Gernot & Pfeifer, Johannes, 2020. "Uncertainty shocks in currency unions," CEPR Discussion Papers 15579, C.E.P.R. Discussion Papers.
- Silgado-Gómez, Edgar, 2022. "Sovereign Uncertainty," Research Technical Papers 10/RT/22, Central Bank of Ireland.
- Nalban, Valeriu & Smădu, Andra, 2021. "Asymmetric effects of uncertainty shocks: Normal times and financial disruptions are different," Journal of Macroeconomics, Elsevier, vol. 69(C).
- Stefano Fasani & Haroon Mumtaz & Lorenza Rossi, 2023.
"Monetary Policy and Firm Dynamics,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 278-296, January.
- Stefano Fasani & Haroon Mumtaz & Lorenza Rossi, 2022. "Code and data files for "Monetary Policy and Firm Dynamics"," Computer Codes 21-105, Review of Economic Dynamics.
- Stefano Fasani & Haroon Mumtaz & Lorenza Rossi, 2022. "Online Appendix to "Monetary Policy and Firm Dynamics"," Online Appendices 21-105, Review of Economic Dynamics.
- Shabir Mohsin Hashmi & Muhammad Akram Gilal & Wing-Keung Wong, 2021. "Sustainability of Global Economic Policy and Stock Market Returns in Indonesia," Sustainability, MDPI, vol. 13(10), pages 1-18, May.
- Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017.
"Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model,"
Journal of Multinational Financial Management, Elsevier, vol. 40(C), pages 92-102.
- Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016. "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers 201661, University of Pretoria, Department of Economics.
- Efrem Castelnuovo & Guay C. Lim, 2018.
"What Do We Know about the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers,"
CESifo Working Paper Series
7366, CESifo.
- Efrem Castelnuovo & Guay Lim, 2019. "What Do We Know About the Macroeconomic Effects of Fiscal Policy? A Brief Survey of the Literature on Fiscal Multipliers," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(1), pages 78-93, March.
- Efrem Castelnuovo & Guay Lim, 2018. "What do we know about the macroeconomic effects of fiscal policy? A brief survey of the literature on fiscal multipliers," CAMA Working Papers 2018-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Popp, Aaron & Zhang, Fang, 2016. "The macroeconomic effects of uncertainty shocks: The role of the financial channel," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 319-349.
- Ravenna, Federico & Cacciatore, Matteo, 2020.
"Uncertainty, Wages, and the Business Cycle,"
CEPR Discussion Papers
14715, C.E.P.R. Discussion Papers.
- Matteo Cacciatore & Federico Ravenna, 2020. "Uncertainty, Wages, and the Business Cycle," NBER Working Papers 27951, National Bureau of Economic Research, Inc.
- Matteo Cacciatore & Federico Ravenna, 2021. "Uncertainty, Wages and the Business Cycle," The Economic Journal, Royal Economic Society, vol. 131(639), pages 2797-2823.
- Gächter, Martin & Geiger, Martin & Stöckl, Sebastian, 2020.
"Credit intermediation and the transmission of macro-financial uncertainty: International evidence,"
Journal of International Money and Finance, Elsevier, vol. 108(C).
- Gächter, Martin & Geiger, Martin & Stöckl, Sebastian, 2019. "Credit intermediation and the transmission of macro-financial uncertainty: International evidence," EconStor Preprints 204444, ZBW - Leibniz Information Centre for Economics.
- Martin Gächter & Martin Geiger & Sebastian Stöckl, 2019. "Credit Intermediation and the Transmission of Macro-Financial Uncertainty: International Evidence," Arbeitspapiere 63, Liechtenstein-Institut.
- Xiang, Jingjie & Li, Li, 2022. "Monetary policy uncertainty, debt financing cost and real economic activities: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1025-1044.
- Yıldırım-Karaman, Seçil, 2018. "Uncertainty in financial markets and business cycles," Economic Modelling, Elsevier, vol. 68(C), pages 329-339.
- Leonardo Melosi & Francesco Bianchi, 2017.
"The Dire Effects of the Lack of Monetary and Fiscal Coordination,"
2017 Meeting Papers
110, Society for Economic Dynamics.
- Bianchi, Francesco & Melosi, Leonardo, 2019. "The dire effects of the lack of monetary and fiscal coordination," Journal of Monetary Economics, Elsevier, vol. 104(C), pages 1-22.
- Francesco Bianchi & Leonardo Melosi, 2017. "The Dire Effects of the Lack of Monetary and Fiscal Coordination," Working Paper Series WP-2017-19, Federal Reserve Bank of Chicago.
- Bianchi, Francesco & Melosi, Leonardo, 2017. "The Dire Effects of the Lack of Monetary and Fiscal Coordination," CEPR Discussion Papers 12164, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Leonardo Melosi, 2017. "The Dire Effects of the Lack of Monetary and Fiscal Coordination," NBER Working Papers 23605, National Bureau of Economic Research, Inc.
- Bas Aarle & Cindy Moons, 2017. "Sentiment and Uncertainty Fluctuations and Their Effects on the Euro Area Business Cycle," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 225-251, November.
- Pries, Michael J., 2016. "Uncertainty-driven labor market fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 181-199.
- Anna Belianska & Aurélien Eyquem & Céline Poilly, 2021.
"The Transmission Channels of Government Spending Uncertainty,"
Working Papers
halshs-03160370, HAL.
- Poilly, Céline & Anna, Beliansk & Eyquem, Aurélien, 2021. "The Transmission Channels of Government Spending Uncertainty," CEPR Discussion Papers 15894, C.E.P.R. Discussion Papers.
- Anna Belianska & Aurélien Eyquem & Céline Poilly, 2021. "The Transmission Channels of Government Spending Uncertainty," AMSE Working Papers 2115, Aix-Marseille School of Economics, France.
- Mobeen Ur Rehman & Wafa Ghardallou & Nasir Ahmad & Xuan Vinh Vo & Sang Hoon Kang, 2024. "Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions," Risk Management, Palgrave Macmillan, vol. 26(1), pages 1-49, February.
- Lester, Robert & Pries, Michael & Sims, Eric, 2014. "Volatility and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 38(C), pages 17-36.
- P. Manasse & G. Moramarco & G. Trigilia, 2020.
"Exchange Rates and Political Uncertainty: The Brexit Case,"
Working Papers
wp1141, Dipartimento Scienze Economiche, Universita' di Bologna.
- Paolo Manasse & Graziano Moramarco & Giulio Trigilia, 2024. "Exchange rates and political uncertainty: the Brexit case," Economica, London School of Economics and Political Science, vol. 91(362), pages 621-652, April.
- Kang, Wensheng & Ratti, Ronald A., 2013.
"Structural oil price shocks and policy uncertainty,"
Economic Modelling, Elsevier, vol. 35(C), pages 314-319.
- Kang, Wensheng & Ratti, Ronald A., 2013. "Structural oil price shocks and policy uncertainty," MPRA Paper 49007, University Library of Munich, Germany.
- Miss Stephanie Denis & Mr. Prakash Kannan, 2013. "The Impact of Uncertainty Shocks on the UK Economy," IMF Working Papers 2013/066, International Monetary Fund.
- Klodiana Istrefi & Sarah Mouabbi, 2017.
"Subjective interest rate uncertainty and the macroeconomy : a cross-country analysis,"
Rue de la Banque, Banque de France, issue 48, september.
- K. Istrefi & S. Mouabbi, 2017. "Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis," Working papers 619, Banque de France.
- Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
- Thomas Brand & Marlène Isoré & Fabien Tripier, 2019.
"Uncertainty shocks and firm creation: Search and monitoring in the credit market,"
Post-Print
hal-02877945, HAL.
- Brand, Thomas & Isoré, Marlène & Tripier, Fabien, 2019. "Uncertainty shocks and firm creation: Search and monitoring in the credit market," Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 19-53.
- Thomas Brand & Marlène Isoré & Fabien Tripier, 2018. "Uncertainty Shocks and Firm Creation: Search and Monitoring in the Credit Market," Working Papers 2018-19, CEPII research center.
- Martha Elena Delgado-Rojas & Hernán Rincón-Castro, 2017. "Incertidumbre acerca de la política fiscal y ciclo económico," Borradores de Economia 1008, Banco de la Republica de Colombia.
- Lubos Pastor & Pietro Veronesi, 2017.
"Political Cycles and Stock Returns,"
NBER Working Papers
23184, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Veronesi, Pietro, 2017. "Political Cycles and Stock Returns," CEPR Discussion Papers 11864, C.E.P.R. Discussion Papers.
- Ľuboš Pástor & Pietro Veronesi, 2020. "Political Cycles and Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 128(11), pages 4011-4045.
- 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.
- Jasova, Martina & Mendicino, Caterina & Supera, Dominik, 2021. "Policy uncertainty, lender of last resort and the real economy," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 381-398.
- M. Isoré & U. Szczerbowicz, 2016.
"Disaster Risk and Preference Shifts in a New Keynesian Model,"
Working papers
614, Banque de France.
- Isoré, Marlène & Szczerbowicz, Urszula, 2017. "Disaster risk and preference shifts in a New Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 97-125.
- Marlène Isoré & Urszula Szczerbowicz, 2015. "Disaster Risk and Preference Shifts in a New Keynesian Model," Working Papers 2015-16, CEPII research center.
- Isoré, Marlène & Szczerbowicz, Urszula, 2015. "Disaster risk and preference shifts in a New Keynesian model," MPRA Paper 65643, University Library of Munich, Germany.
- Bachman, RÜdiger & Bai, Jinhui & Lee, Minjoon & Zhang, Fudong, 2020.
"The Welfare and Distributional Effects of Fiscal Volatility: A Quantitative Evaluation,"
Working Papers
2020-2, School of Economic Sciences, Washington State University.
- Bachmann, Rüdiger & Bai, Jinhui & Lee, Minjoon & Zhang, Fudong, 2017. "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation," CEPR Discussion Papers 12384, C.E.P.R. Discussion Papers.
- Ruediger Bachmann & Jinhui Bai & Minjoon Lee & Fudong Zhang, 2020. "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 127-153, October.
- Martin Seneca, 2017.
"Risk Shocks Close to the Zero Lower Bound,"
2017 Meeting Papers
107, Society for Economic Dynamics.
- Seneca, Martin, 2016. "Risk shocks close to the zero lower bound," Bank of England working papers 606, Bank of England.
- Gupta, Rangan & Ma, Jun & Risse, Marian & Wohar, Mark E., 2018.
"Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty,"
Journal of Macroeconomics, Elsevier, vol. 57(C), pages 317-337.
- Rangan Gupta & Jun Ma & Marian Risse & Mark E. Wohar, 2017. "Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty," Working Papers 201766, University of Pretoria, Department of Economics.
- Yeonggyu Yun & Hye-Young Jung, 2020. "Effects of Uncertainty Shocks on Household Consumption and Working Hours: A Fuzzy Cognitive Map-Based Approach," Mathematics, MDPI, vol. 8(6), pages 1-13, June.
- Simon Berset & Martin Huber & Mark Schelker, 2021.
"The Fiscal Response to Revenue Shocks,"
CESifo Working Paper Series
8854, CESifo.
- Simon Berset & Martin Huber & Mark Schelker, 2023. "The fiscal response to revenue shocks," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(3), pages 814-848, June.
- Simon Berset & Martin Huber & Mark Schelker, 2021. "The fiscal response to revenue shocks," Papers 2101.07661, arXiv.org.
- Jerow, Sam & Wolff, Jonathan, 2022. "Fiscal policy and uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
- Choi Sangyup & Yoon Chansik, 2022.
"Uncertainty, Financial Markets, and Monetary Policy over the Last Century,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 22(2), pages 397-434, June.
- Sangyup Choi & Chansik Yoon, 2019. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," Working papers 2019rwp-142, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Chansik Yoon, 2019. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," GRU Working Paper Series GRU_2019_020, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Carolin Pflueger & Emil Siriwardane & Adi Sunderam, 2019. "Financial Market Risk Perceptions and the Macroeconomy," NBER Working Papers 26290, National Bureau of Economic Research, Inc.
- Ahmed, Ali & Granberg, Mark & Troster, Victor & Uddin, Gazi Salah, 2020.
"Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States,"
LiU Working Papers in Economics
7, Linköping University, Division of Economics, Department of Management and Engineering.
- Ahmed Ali & Granberg Mark & Uddin Gazi Salah & Troster Victor, 2022. "Asymmetric dynamics between uncertainty and unemployment flows in the United States," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 155-172, February.
- Ruediger Bachmann & Jinhui Bai & Minjoon Lee & Fudong Zhang, 2020.
"Online Appendix to "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation","
Online Appendices
18-207, Review of Economic Dynamics.
- Ruediger Bachmann & Jinhui Bai & Minjoon Lee & Fudong Zhang, 2020. "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 127-153, October.
- Belke, Ansgar & Goemans, Pascal, 2019.
"Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis,"
Ruhr Economic Papers
826, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ansgar Belke & Pascal Goemans, 2021. "Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US: a SEIVAR-based analysis," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(4), pages 623-646, May.
- Steven J. Davis, 2016. "An Index of Global Economic Policy Uncertainty," NBER Working Papers 22740, National Bureau of Economic Research, Inc.
- Jieqiong Wang & Xiao Zhang & Mingjie Dai, 2021. "Influences of Economic Policy Uncertainty on Corporate Social Responsibility Information Disclosure," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 23(58), pages 843-843, August.
- Lindé, Jesper & Smets, Frank & Wouters, Rafael, 2016.
"Challenges for Central Banks´ Macro Models,"
Working Paper Series
323, Sveriges Riksbank (Central Bank of Sweden).
- Linde, Jesper & Smets, Frank & Wouters, Rafael, 2016. "Challenges for Central Banks' Macro Models," CEPR Discussion Papers 11405, C.E.P.R. Discussion Papers.
- Hauzenberger, Niko & Böck, Maximilian & Pfarrhofer, Michael & Stelzer, Anna & Zens, Gregor, 2018.
"Implications of macroeconomic volatility in the Euro area,"
ESRB Working Paper Series
80, European Systemic Risk Board.
- Niko Hauzenberger & Maximilian Böck & Michael Pfarrhofer & Anna Stelzer & Gregor Zens, 2018. "Implications of Macroeconomic Volatility in the Euro Area," Department of Economics Working Papers wuwp261, Vienna University of Economics and Business, Department of Economics.
- Hauzenberger, Niko & Böck, Maximilian & Pfarrhofer, Michael & Stelzer, Anna & Zens, Gregor, 2018. "Implications of Macroeconomic Volatility in the Euro Area," Department of Economics Working Paper Series 6246, WU Vienna University of Economics and Business.
- Niko Hauzenberger & Maximilian Bock & Michael Pfarrhofer & Anna Stelzer & Gregor Zens, 2018. "Implications of macroeconomic volatility in the Euro area," Papers 1801.02925, arXiv.org, revised Jun 2018.
- Giovanni Callegari & Francesco Drudi & Keith Kuester, 2017. "The fiscal mix in the euro-area crisis: dimensions and a model-based assessment of effects," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(89), pages 127-169.
- 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," CESifo Working Paper Series 10471, CESifo.
- 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.
- 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.
- Casey B. Mulligan, 2013. "Uncertainty, Redistribution, and the Labor Market," NBER Working Papers 19553, National Bureau of Economic Research, Inc.
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020. "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers 202046, University of Pretoria, Department of Economics.
- Pablo Guerrón-Quintana, 2012. "Risk and uncertainty," Business Review, Federal Reserve Bank of Philadelphia, issue Q1, pages 9-18.
- Kang, Wensheng & Lee, Kiseok & Ratti, Ronald A., 2014.
"Economic policy uncertainty and firm-level investment,"
Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 42-53.
- Kang, Wensheng & Lee, Kiseok & Ratti, Ronald A., 2013. "Economic Policy Uncertainty and Firm-Level Investment," MPRA Paper 51277, University Library of Munich, Germany.
- Finn E. Kydland & Carlos E. Zarazaga, 2013.
"Fiscal sentiment and the weak recovery from the Great Recession: a quantitative exploration,"
Working Papers
1301, Federal Reserve Bank of Dallas.
- Carlos Zarazaga & Finn Kydland, 2012. "Fiscal Sentiment and the Weak Recovery from the Great Recession: A Quantitative Exploration," 2012 Meeting Papers 1139, Society for Economic Dynamics.
- Kydland, Finn E. & Zarazaga, Carlos E.J.M., 2016. "Fiscal sentiment and the weak recovery from the Great Recession: A quantitative exploration," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 109-125.
- Francisco (F.) Blasques & Marc Nientker, 2019. "Transformed Perturbation Solutions for Dynamic Stochastic General Equilibrium Models," Tinbergen Institute Discussion Papers 19-012/III, Tinbergen Institute, revised 09 Feb 2020.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018.
"“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”,"
IREA Working Papers
201806, University of Barcelona, Research Institute of Applied Economics, revised Mar 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," AQR Working Papers 201803, University of Barcelona, Regional Quantitative Analysis Group, revised Jun 2018.
- Györfy Lehel & Madaras Szilárd, 2019. "The Influence of Self-Employment on Early-Stage Entrepreneurship in Romania. A Global Entrepreneurship Monitor-Based Analysis," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 7(1), pages 23-35, December.
- Cosmas Dery & Apostolos Serletis, 2021. "Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1029-1065, October.
- Bernstein, Joshua & Richter, Alexander W. & Throckmorton, Nathaniel A., 2021. "Cyclical net entry and exit," European Economic Review, Elsevier, vol. 136(C).
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2021.
"Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy,"
Opportunity and Inclusive Growth Institute Working Papers
50, Federal Reserve Bank of Minneapolis.
- Nils Gornemann & Keith Kuester & Makoto Nakajima, 2021. "Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy," ECONtribute Discussion Papers Series 089, University of Bonn and University of Cologne, Germany.
- Rongwu Zhang & Lan Luo & Jianjun Du, 2023. "The influence of fiscal policy uncertainty on corporate total factor productivity: Evidence from Chinese public companies," Contemporary Economic Policy, Western Economic Association International, vol. 41(3), pages 532-554, July.
- Kamalyan, Hayk & Davtyan, Vahagn, 2022. "Exchange Rate Uncertainty and Business Cycle Fluctuations," MPRA Paper 113443, University Library of Munich, Germany.
- Evren Erdogan Cosar & Sayg�n Sahinoz, 2018.
"Quantifying Uncertainty and Identifying its Impacts on the Turkish Economy,"
Working Papers
1806, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Saygin Sahinoz & Evren Erdogan Cosar, 2020. "Quantifying uncertainty and identifying its impacts on the Turkish economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 365-387, May.
- Christos Shiamptanis, 2014.
"Risk Assessment Under A Nonlinear Fiscal Policy Rule,"
LCERPA Working Papers
lm0063, Laurier Centre for Economic Research and Policy Analysis, revised Jun 2014.
- Christos Shiamptanis, 2015. "Risk Assessment Under A Nonlinear Fiscal Policy Rule," Economic Inquiry, Western Economic Association International, vol. 53(3), pages 1539-1555, July.
- Lien, Donald & Sun, Yuchen & Zhang, Chengsi, 2021. "Uncertainty, confidence, and monetary policy in China," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1347-1358.
- Vivek Sharma & Edgar Silgado-Gómez, 2019. "Sovereign Spread Volatility and Banking Sector," CEIS Research Paper 454, Tor Vergata University, CEIS, revised 08 Mar 2019.
- Yi Zhang & Mengyang Wang & Tao Shi & Huan Huang & Qi Huang, 2023. "Health Damage of Air Pollution, Governance Uncertainty and Economic Growth," IJERPH, MDPI, vol. 20(4), pages 1-21, February.
- Anna Orlik & Laura Veldkamp, 2014.
"Understanding Uncertainty Shocks and the Role of Black Swans,"
NBER Working Papers
20445, National Bureau of Economic Research, Inc.
- Veldkamp, Laura & Orlik, Anna, 2014. "Understanding Uncertainty Shocks and the Role of Black Swans," CEPR Discussion Papers 10147, C.E.P.R. Discussion Papers.
- Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2017.
"Uncertainty and the Great Recession,"
CEPR Discussion Papers
12083, C.E.P.R. Discussion Papers.
- Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2014. "Uncertainty and the Great Recession," Working Papers 04/2014, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Benjamin Born & Sebastian Breuer & Steffen Elstner, 2018. "Uncertainty and the Great Recession," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(5), pages 951-971, October.
- Gnangnon, Sèna Kimm, 2023. "Productive capacities, structural economic vulnerability and fiscal space volatility in developing countries," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 45(3), pages 25-48.
- McKay, Alisdair, 2017. "Time-varying idiosyncratic risk and aggregate consumption dynamics," Journal of Monetary Economics, Elsevier, vol. 88(C), pages 1-14.
- Mustafa Caglayan & Ozge Kandemir & Kostas Mouratidis, 2011. "Real effects of inflation uncertainty in the US," Working Papers 2011002, The University of Sheffield, Department of Economics, revised Feb 2015.
- Xu, Qinhua & Fu, Buben & Wang, Bin, 2022. "The effects of oil price uncertainty on China’s economy," Energy Economics, Elsevier, vol. 107(C).
- Dario Bonciani & Andrea Tafuro, 2018. "The Effects of Uncertainty Shocks on Daily Prices," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 89-104, April.
- Dong, Zhiqiang & Wang, Xiaobing & Zhang, Tianhua & Zhong, Yuejun, 2022. "The effects of local government leadership turnover on entrepreneurial behavior," China Economic Review, Elsevier, vol. 71(C).
- Ricardo J. Caballero & Alp Simsek, 2017.
"A Risk-centric Model of Demand Recessions and Speculation,"
NBER Working Papers
23614, National Bureau of Economic Research, Inc.
- Ricardo J Caballero & Alp Simsek, 2020. "A Risk-Centric Model of Demand Recessions and Speculation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(3), pages 1493-1566.
- ÅžimÅŸek, Alp & Caballero, Ricardo, 2019. "A Risk-centric Model of Demand Recessions and Speculation," CEPR Discussion Papers 13815, C.E.P.R. Discussion Papers.
- Michael Plante & Nora Traum, 2012.
"Time-Varying Oil Price Volatility and Macroeconomic Aggregates,"
CAEPR Working Papers
2012-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Nora Traum & Michael Plante, 2012. "Time-Varying Oil Price Volatility and Macroeconomic Aggregates," 2012 Meeting Papers 455, Society for Economic Dynamics.
- Michael D. Plante & Nora Traum, 2012. "Time-varying oil price volatility and macroeconomic aggregates," Working Papers 1201, Federal Reserve Bank of Dallas.
- Matteo Cacciatore & Daniela Hauser & Stefano Gnocchi, 2023.
"Time Use and Macroeconomic Uncertainty,"
NBER Working Papers
31954, National Bureau of Economic Research, Inc.
- Matteo Cacciatore & Stefano Gnocchi & Daniela Hauser, 2023. "Time Use and Macroeconomic Uncertainty," Staff Working Papers 23-29, Bank of Canada.
- Choi, Sangyup, 2017. "Variability in the effects of uncertainty shocks: New stylized facts from OECD countries," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 127-144.
- Baker, Scott R. & Davis, Steven J. & Levy, Jeffrey A., 2022.
"State-level economic policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 132(C), pages 81-99.
- Baker, Scott R. & Davis, Steven J. & Levy, Jeffrey A., 2022. "State-Level Economic Policy Uncertainty," IZA Discussion Papers 15156, Institute of Labor Economics (IZA).
- Scott R. Baker & Steven J. Davis & Jeffrey A. Levy, 2022. "State-Level Economic Policy Uncertainty," NBER Working Papers 29714, National Bureau of Economic Research, Inc.
- Peter Claeys & Borek Vasicek, 2017.
"Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries,"
Working Papers
2017/13, Czech National Bank.
- Claeys, Peter & Vašíček, Bořek, 2019. "Transmission of uncertainty shocks: Learning from heterogeneous responses on a panel of EU countries," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 62-83.
- Marina Azzimonti, 2019.
"Partisan Conflict, News, and Investors' Expectations,"
Department of Economics Working Papers
19-07, Stony Brook University, Department of Economics.
- Marina Azzimonti, 2021. "Partisan Conflict, News, and Investors' Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(5), pages 971-1003, August.
- Jesús Rodríguez-López & Mario Solís-García, 2020. "On the Magnitude of the Expenditure Multiplier," Working Papers 20.05, Universidad Pablo de Olavide, Department of Economics.
- Marcelo Ochoa, 2013. "Volatility, labor heterogeneity and asset prices," Finance and Economics Discussion Series 2013-71, Board of Governors of the Federal Reserve System (U.S.).
- Müller, Gernot & Dietrich, Alexander & Kuester, Keith & Schoenle, Raphael, 2021.
"News and uncertainty about COVID-19: Survey evidence and short-run economic impact,"
CEPR Discussion Papers
16766, C.E.P.R. Discussion Papers.
- Dietrich, Alexander M. & Kuester, Keith & Müller, Gernot J. & Schoenle, Raphael, 2022. "News and uncertainty about COVID-19: Survey evidence and short-run economic impact," Journal of Monetary Economics, Elsevier, vol. 129(S), pages 35-51.
- Alexander M. Dietrich & Keith Kuester & Gernot J. Müller & Raphael S. Schoenle, 2020. "News and uncertainty about COVID-19: Survey evidence and short-run economic impact," ECONtribute Policy Brief Series 004, University of Bonn and University of Cologne, Germany.
- Alexander Dietrich & Keith Kuester & Gernot J. Müller & Raphael Schoenle, 2020. "News and Uncertainty about COVID-19: Survey Evidence and Short-Run Economic Impact," Working Papers 20-12R, Federal Reserve Bank of Cleveland, revised 22 Dec 2021.
- Collins C. Ngwakwe, 2017. "Analysis of the Role of Export Value on the Reserve of South Africa," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(4), pages 5-14, AUGUST.
- Caliendo, Frank N. & Gorry, Aspen & Slavov, Sita, 2019.
"The cost of uncertainty about the timing of Social Security reform,"
European Economic Review, Elsevier, vol. 118(C), pages 101-125.
- Frank N. Caliendo & Aspen Gorry & Sita Slavov, 2015. "The Cost of Uncertainty about the Timing of Social Security Reform," NBER Working Papers 21585, National Bureau of Economic Research, Inc.
- Taisuke Nakata, 2012.
"Optimal Fiscal and Monetary Policy with Occasionally Binding Zero Bound Constraints,"
2012 Meeting Papers
181, Society for Economic Dynamics.
- Nakata, Taisuke, 2016. "Optimal fiscal and monetary policy with occasionally binding zero bound constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 220-240.
- Taisuke Nakata, 2013. "Optimal fiscal and monetary policy with occasionally binding zero bound constraints," Finance and Economics Discussion Series 2013-40, Board of Governors of the Federal Reserve System (U.S.).
- Ascari, Guido & Fasani, Stefano & Grazzini, Jakob & Rossi, Lorenza, 2023. "Endogenous uncertainty and the macroeconomic impact of shocks to inflation expectations," Journal of Monetary Economics, Elsevier, vol. 140(S), pages 48-63.
- Hafedh Bouakez & Foued Chihi & Michel Normandin, 2011.
"Fiscal Policy and External Adjustment: New Evidence,"
Cahiers de recherche
1123, CIRPEE.
- Bouakez, Hafedh & Chihi, Foued & Normandin, Michel, 2014. "Fiscal policy and external adjustment: New evidence," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 1-20.
- Georgios Kavetsos & Ichiro Kawachi & Ilias Kyriopoulos & Sotiris Vandoros, 2018.
"The effect of the Brexit referendum result on subjective well-being,"
CEP Discussion Papers
dp1586, Centre for Economic Performance, LSE.
- Kavetsos, Georgios & Kawachi, Ichiro & Kyriopoulos, Ilias & Vandoros, Sotiris, 2021. "The effect of the Brexit referendum result on subjective well-being," LSE Research Online Documents on Economics 110517, London School of Economics and Political Science, LSE Library.
- Kavetsos, Georgios & Kawachi, Ichiro & Kyriopoulos, Ilias & Vandoros, Sotiris, 2018. "The effect of the Brexit referendum result on subjective well-being," LSE Research Online Documents on Economics 91709, London School of Economics and Political Science, LSE Library.
- Georgios Kavetsos & Ichiro Kawachi & Ilias Kyriopoulos & Sotiris Vandoros, 2021. "The effect of the Brexit referendum result on subjective well‐being," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(2), pages 707-731, April.
- Restrepo-Ángel, Sergio & Rincón-Castro, Hernán & Ospina-Tejeiro, Juan J., 2022. "Multipliers of taxes and public spending in Colombia: SVAR and local projections approaches," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
- Brand, Thomas & Isoré, Marlène & Tripier, Fabien, 2017.
"Uncertainty Shocks and Firm Dynamics: Search and Monitoring in the Credit Market,"
CEPREMAP Working Papers (Docweb)
1707, CEPREMAP.
- Brand, Thomas & Isoré, Marlène & Tripier, Fabien, 2019. "Uncertainty shocks and firm creation: Search and monitoring in the credit market," Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 19-53.
- Brand, Thomas & Isoré, Marlène & Tripier, Fabien, 2017. "Uncertainty shocks and firm dynamics: Search and monitoring in the credit market," Bank of Finland Research Discussion Papers 34/2017, Bank of Finland.
- Thomas Brand & Marlène Isoré & Fabien Tripier, 2018. "Uncertainty Shocks and Firm Creation: Search and Monitoring in the Credit Market," Working Papers 2018-19, CEPII research center.
- Igor Kotlán & Daniel Němec & Zuzana Machová, 2019. "Právní nejistota v daňové oblasti a její dopady na nabídku práce v České republice [Legal Uncertainty in Taxation and Its Impacts on Labour Supply in the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, vol. 2019(4), pages 371-384.
- Fu, Buben & Luo, Daqing, 2021. "Monetary policy uncertainty and bank leverage: Evidence from China," Economics Letters, Elsevier, vol. 203(C).
- Kyoto Yono & Hiroki Sakaji & Hiroyasu Matsushima & Takashi Shimada & Kiyoshi Izumi, 2020. "Construction of Macroeconomic Uncertainty Indices for Financial Market Analysis Using a Supervised Topic Model," JRFM, MDPI, vol. 13(4), pages 1-18, April.
- Abiad, Abdul & Qureshi, Irfan A., 2023. "The macroeconomic effects of oil price uncertainty," Energy Economics, Elsevier, vol. 125(C).
- Alessio Anzuini & Luca Rossi, 2021. "Fiscal policy in the US: a new measure of uncertainty and its effects on the American economy," Empirical Economics, Springer, vol. 61(5), pages 2613-2634, November.
- Fujiwara, Ippei & Waki, Yuichiro, 2020.
"Fiscal forward guidance: A case for selective transparency,"
Journal of Monetary Economics, Elsevier, vol. 116(C), pages 236-248.
- Fujiwara, Ippei & Waki, Yuichiro, 2018. "Fiscal Forward Guidance:A Case for Selective Transparency," CEI Working Paper Series 2017-8, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Ippei Fujiwara & Yuichiro Waki, 2017. "Fiscal Forward Guidance: A Case for Selective Transparency," Globalization Institute Working Papers 318, Federal Reserve Bank of Dallas.
- FUJIWARA Ippei & WAKI Yuichiro, 2017. "Fiscal Forward Guidance: A case for selective transparency," Discussion papers 17087, Research Institute of Economy, Trade and Industry (RIETI).
- Linde, Jesper & Trabandt, Mathias, 2019.
"Resolving the Missing Deflation Puzzle,"
CEPR Discussion Papers
13690, C.E.P.R. Discussion Papers.
- Harding, Martín & Lindé, Jesper & Trabandt, Mathias, 2022. "Resolving the missing deflation puzzle," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 15-34.
- Haroon Mumtaz & Paolo Surico, 2013.
"Policy Uncertainty and Aggregate Fluctuations,"
Working Papers
708, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Paolo Surico, 2018. "Policy uncertainty and aggregate fluctuations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 319-331, April.
- Mumtaz, Haroon & Surico, Paolo, 2013. "Policy Uncertainty and Aggregate Fluctuations," CEPR Discussion Papers 9694, C.E.P.R. Discussion Papers.
- Hinterlang, Natascha & Tänzer, Alina, 2021. "Optimal monetary policy using reinforcement learning," Discussion Papers 51/2021, Deutsche Bundesbank.
- Xuejun Jin & Xue Zhou & Xiaolan Yang, 2022. "How does economic policy uncertainty affect the relationship between household debt and consumption?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(5), pages 4783-4806, December.
- Thomas Grennes, 2013.
"Diminishing Quality of Fiscal Institutions in the United States and European Union,"
Cato Journal, Cato Journal, Cato Institute, vol. 33(1), pages 91-109, Winter.
- Thomas Grennes, 2013. "Diminishing Quality of Fiscal Institutions in the United States and European Union," Cato Journal, Cato Journal, Cato Institute, vol. 33(2), pages 227-232, Spring/Su.
- Leduc, Sylvain & Liu, Zheng, 2016.
"Uncertainty shocks are aggregate demand shocks,"
Journal of Monetary Economics, Elsevier, vol. 82(C), pages 20-35.
- Zheng Liu & Sylvain Leduc, 2013. "Uncertainty Shocks Are Aggregate Demand Shocks," 2013 Meeting Papers 270, Society for Economic Dynamics.
- Sylvain Leduc & Zheng Liu, 2012. "Uncertainty shocks are aggregate demand shocks," Working Paper Series 2012-10, Federal Reserve Bank of San Francisco.
- Corinna Ghirelli & María Gil & Javier J. Pérez & Alberto Urtasun, 2021.
"Measuring economic and economic policy uncertainty and their macroeconomic effects: the case of Spain,"
Empirical Economics, Springer, vol. 60(2), pages 869-892, February.
- Corinna Ghirelli & María Gil & Javier J. Pérez & Alberto Urtasun, 2019. "Measuring economic and economic policy uncertainty, and their macroeconomic effects: the case of Spain," Working Papers 1905, Banco de España.
- Lu, Chao & Yang, Meng & Xia, Xiaoxue, 2023. "Economic policy uncertainty and default risk: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 821-836.
- Jesús Rodríguez-López & Mario Solís-García, 2018.
"Defense spending and fiscal multipliers: it's all in the variance,"
Working Papers
18.06, Universidad Pablo de Olavide, Department of Economics.
- Rodriguez-Lopez, Jesus & Solis-Garcia, Mario, 2018. "Defense spending and fiscal multipliers: it's all in the variance," MPRA Paper 86911, University Library of Munich, Germany.
- Patricia Gómez-González & Daniel Rees, 2013. "Stochastic Terms of Trade Volatility in Small Open Economies," RBA Research Discussion Papers rdp2013-10, Reserve Bank of Australia.
- Bretscher, Lorenzo & Hsu, Alex & Tamoni, Andrea, 2020. "Fiscal policy driven bond risk premia," Journal of Financial Economics, Elsevier, vol. 138(1), pages 53-73.
- Brian Piper, 2014. "Factor-Specific Productivity," Working Papers 1401, Sam Houston State University, Department of Economics and International Business.
- Freund, L. B. & Lee, H. & Rendahl, P., 2022.
"The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation,"
Cambridge Working Papers in Economics
2251, Faculty of Economics, University of Cambridge.
- Freund, L. B. & Lee, H. & Rendahl, P., 2022. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Janeway Institute Working Papers 2223, Faculty of Economics, University of Cambridge.
- Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2023. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 117-137, December.
- Andrea Carriero & Alessio Volpicella, 2022. "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers 0322, School of Economics, University of Surrey.
- Schmidt, Jörg, 2020. "Risk, asset pricing and monetary policy transmission in Europe: Evidence from a threshold-VAR approach," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Yaron Leitner & Basil Williams, 2018. "Model Secrecy and Stress Tests," 2018 Meeting Papers 566, Society for Economic Dynamics.
- Rui Wang, 2019. "Unconventional Monetary Policy in Japan: Empirical Evidence from Estimated Shadow Rate DSGE Model," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-29, June.
- Segal, Gill & Shaliastovich, Ivan, 2023. "Uncertainty, risk, and capital growth," SAFE Working Paper Series 388, Leibniz Institute for Financial Research SAFE.
- Hsu, Sara & Fan, Zhihao, 2022. "Policy and media forces that shape the creation of Chinese state-owned enterprise policies," Journal of Policy Modeling, Elsevier, vol. 44(6), pages 1232-1250.
- Azqueta-Gavaldón, Andrés, 2017. "Developing news-based Economic Policy Uncertainty index with unsupervised machine learning," Economics Letters, Elsevier, vol. 158(C), pages 47-50.
- Niu, Zibo & Wang, Chenlu & Zhang, Hongwei, 2023. "Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Pablo Guerrón-Quintana, 2013. "The economics of small open economies," Business Review, Federal Reserve Bank of Philadelphia, issue Q4, pages 9-18.
- Silvia Delrio, 2016. "Estimating the effects of global uncertainty in open economies," Working Papers 2016:19, Department of Economics, University of Venice "Ca' Foscari".
- Amélie Charles & Olivier Darné & Fabien Tripier, 2018.
"Uncertainty and the macroeconomy: evidence from an uncertainty composite indicator,"
Applied Economics, Taylor & Francis Journals, vol. 50(10), pages 1093-1107, February.
- Amélie Charles & Olivier Darné & Fabien Tripier, 2017. "Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator," Working Papers 2017-25, CEPII research center.
- Roman Sustek, 2021. "Yield curve and the business cycle in conventional times," Discussion Papers 2122, Centre for Macroeconomics (CFM).
- Jing Chen & Junxiong Fang & Chunqiu Zhang & Yi Zhou, 2023. "Homemade international diversification under economic policy uncertainty," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(1), pages 31-62, February.
- Klodiana Istrefi & Anamaria Piloiu, 2020.
"Public Opinion on Central Banks when Economic Policy is Uncertain,"
Revue d'économie politique, Dalloz, vol. 130(2), pages 283-306.
- Klodiana Istrefi & Anamaria Piloiu, 2020. "Public Opinion on Central Banks when Economic Policy is Uncertain," Working papers 765, Banque de France.
- Francesco Zanetti, 2015. "Financial Shocks and Labor Market Fluctuations," Economics Series Working Papers Number-746, University of Oxford, Department of Economics.
- Pagliacci, Carolina, 2020. "Financial constraints and inflation in Latin America: The impacts of bond financing and depreciations on supply inflation," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 379-397.
- Minjoon Lee & Jinhui Bai & Fudong Zhang & Ruediger Bachmann, 2014.
"The Welfare Costs of Fiscal Uncertainty: a Quantitative Evaluation,"
2014 Meeting Papers
744, Society for Economic Dynamics.
- Bachmann, Rüdiger & Bai, Jinhui & Lee, Minjoon & Zhang, Fudong, 2017. "The Welfare and Distributional Effects of Fiscal Volatility: a Quantitative Evaluation," CEPR Discussion Papers 12384, C.E.P.R. Discussion Papers.
- Josef Hollmayr & Christian Matthes, 2013.
"Learning about fiscal policy and the effects of policy uncertainty,"
Working Paper
13-15, Federal Reserve Bank of Richmond.
- Hollmayr, Josef & Matthes, Christian, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Discussion Papers 51/2013, Deutsche Bundesbank.
- Hollmayr, Josef & Matthes, Christian, 2015. "Learning about fiscal policy and the effects of policy uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 142-162.
- Pinter, Gabor & Theodoridis, Konstantinos & Yates, Tony, 2013. "Risk news shocks and the business cycle," Bank of England working papers 483, Bank of England.
- Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2016.
"The Impact of US Uncertainty on the Euro Area in Good and Bad Times: Evidence from a Quantile Structural Vector Autoregressive Model,"
Working Papers
201681, University of Pretoria, Department of Economics.
- Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019. "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 353-368, May.
- Xiaohui Chen & Yiqing He, 2022. "The Impact of Financial Resilience and Steady Growth on High-Quality Economic Development—Based on a Heterogeneous Intermediary Effect Analysis," Sustainability, MDPI, vol. 14(22), pages 1-19, November.
- Haroon Mumtaz & Konstantinos Theodoridis, 2014. "The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis," Working Papers 735, Queen Mary University of London, School of Economics and Finance.
- Goodness C. Aye, 2019. "Short and Long Run Asymmetric Effects of Monetary and Fiscal Policy Uncertainty on Economic Activity in the U.S," Working Papers 201923, University of Pretoria, Department of Economics.
- Ignacio Lozano-Espitia & Fernando Arias-RodrÃguez, 2020. "How do the Tax Burden and the Fiscal Space in Latin America look like? Evidence through Laffer Curves," Borradores de Economia 1117, Banco de la Republica de Colombia.
- Brianti, Marco, 2021. "Financial Shocks, Uncertainty Shocks, and Monetary Policy Trade-Offs," Working Papers 2021-5, University of Alberta, Department of Economics.
- Ying Tung Chan, 2019. "The Environmental Impacts and Optimal Environmental Policies of Macroeconomic Uncertainty Shocks: A Dynamic Model Approach," Sustainability, MDPI, vol. 11(18), pages 1-26, September.
- Pratiti Chatterjee & David Gunawan & Robert Kohn, 2020. "The Interaction Between Credit Constraints and Uncertainty Shocks," Papers 2004.14719, arXiv.org.
- Carolina Pagliacci, 2019.
"Are we ignoring supply shocks? A proposal for monitoring cyclical fluctuations,"
Empirical Economics, Springer, vol. 56(2), pages 445-467, February.
- Carolina Pagliacci, 2016. "Are We Ignoring Supply Shocks? A Proposal for Monitoring Cyclical Fluctuations," Documentos de Investigación - Research Papers 21, CEMLA.
- Johnson Worlanyo Ahiadorme, 2022. "On the aggregate effects of global uncertainty: Evidence from an emerging economy," South African Journal of Economics, Economic Society of South Africa, vol. 90(3), pages 390-407, September.
- R. Golinelli & I. Mammi & A. Musolesi, 2018. "Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area," Working Papers wp1120, Dipartimento Scienze Economiche, Universita' di Bologna.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2012.
"The international transmission of volatility shocks: an empirical analysis,"
Bank of England working papers
463, Bank of England.
- Haroon Mumtaz & Konstantinos Theodoridis, 2015. "The International Transmission Of Volatility Shocks: An Empirical Analysis," Journal of the European Economic Association, European Economic Association, vol. 13(3), pages 512-533, June.
- Liu, Yun & Zhang, Yifei & Yang, Yuxin & Chen, Xin, 2023. "Dark side of environmental regulation: Wage inequality cost," Journal of Comparative Economics, Elsevier, vol. 51(2), pages 524-544.
- Al-Thaqeb, Saud Asaad & Algharabali, Barrak Ghanim, 2019. "Economic policy uncertainty: A literature review," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
- Anzuini, Alessio & Rossi, Luca & Tommasino, Pietro, 2020.
"Fiscal policy uncertainty and the business cycle: Time series evidence from Italy,"
Journal of Macroeconomics, Elsevier, vol. 65(C).
- Alessio Anzuini & Luca Rossi & Pietro Tommasino, 2017. "Fiscal policy uncertainty and the business cycle: time series evidence from Italy," Temi di discussione (Economic working papers) 1151, Bank of Italy, Economic Research and International Relations Area.
- Taisuke Nakata, 2013.
"Uncertainty at the zero lower bound,"
Finance and Economics Discussion Series
2013-09, Board of Governors of the Federal Reserve System (U.S.).
- Taisuke Nakata, 2017. "Uncertainty at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 9(3), pages 186-221, July.
- Taisuke Nakata, 2013. "Uncertainty at the Zero Lower Bound," 2013 Meeting Papers 924, Society for Economic Dynamics.
- Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018.
"National natural rates of interest and the single monetary policy in the euro area,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 763-779, September.
- Istrefi, Klodiana & Mouabbi, Sarah, 2018. "Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 296-313.
- S. Fries & J.-S. Mésonnier & S. Mouabbi & J.-P. Renne, 2016. "National natural rates of interest and the single monetary policy in the Euro Area," Working papers 611, Banque de France.
- Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2015. "UK Term Structure Decompositions at the Zero Lower Bound," Working Papers 755, Queen Mary University of London, School of Economics and Finance.
- Anh Nguyen, 2015. "Financial frictions and the volatility of monetary policy in a DSGE model," Working Papers 75949436, Lancaster University Management School, Economics Department.
- De Graeve, Ferre & Queijo von Heideken, Virginia, 2013.
"Identifying Fiscal Inflation,"
Working Paper Series
273, Sveriges Riksbank (Central Bank of Sweden).
- De Graeve, Ferre & Queijo von Heideken, Virginia, 2015. "Identifying fiscal inflation," European Economic Review, Elsevier, vol. 80(C), pages 83-93.
- Arango-Castillo, Lenin & Orraca, María José & Molina, G. Stefano, 2023. "The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance," Economic Modelling, Elsevier, vol. 120(C).
- Sanha Noh, 2020. "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, vol. 56(4), pages 795-841, December.
- Magnus Reif, 2018.
"Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates,"
ifo Working Paper Series
265, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Reif Magnus, 2021. "Macroeconomic uncertainty and forecasting macroeconomic aggregates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
- Himounet, Nicolas, 2022.
"Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks,"
International Economics, Elsevier, vol. 170(C), pages 1-31.
- Nicolas Himounet, 2021. "Searching for the Nature of Uncertainty: Macroeconomic VS Financial," Working Papers 2021.05, International Network for Economic Research - INFER.
- Jiang, Yonghong & Wu, Lanxin & Tian, Gengyu & Nie, He, 2021. "Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Chikhale, Nisha, 2023. "The effects of uncertainty shocks: Implications of wealth inequality," European Economic Review, Elsevier, vol. 154(C).
- Feng, Yusen & Wang, Gang-Jin & Zhu, You & Xie, Chi, 2023. "Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries," Emerging Markets Review, Elsevier, vol. 55(C).
- Hills, Timothy S. & Nakata, Taisuke & Schmidt, Sebastian, 2019.
"Effective lower bound risk,"
European Economic Review, Elsevier, vol. 120(C).
- Timothy S. Hills & Taisuke Nakata & Sebastian Schmidt, 2019. "Effective Lower Bound Risk," Finance and Economics Discussion Series 2019-077, Board of Governors of the Federal Reserve System (U.S.).
- Opp, Marcus M. & Parlour, Christine A. & Walden, Johan, 2014. "Markup cycles, dynamic misallocation, and amplification," Journal of Economic Theory, Elsevier, vol. 154(C), pages 126-161.
- Jongrim Ha & Seohyun Lee & Inhwan So, 2022. "The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(1), pages 21-56, February.
- Bonsall, Samuel B. & Green, Jeremiah & Muller, Karl A., 2020. "Market uncertainty and the importance of media coverage at earnings announcements," Journal of Accounting and Economics, Elsevier, vol. 69(1).
- Liu, Feifei & He, Xinming & Wang, Tao, 2023. "In the name of the family: The effect of CEO clan culture background on firm internationalization," Journal of Business Research, Elsevier, vol. 161(C).
- Hans Dewachter & Raf Wouters, 2012.
"Endogenous risk in a DSGE model with capital-constrained financial intermediaries,"
Working Paper Research
235, National Bank of Belgium.
- Dewachter, Hans & Wouters, Raf, 2014. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 241-268.
- Renato Faccini & Edoardo Palombo, 2019. "News Uncertainty in Brexit U.K," Discussion Papers 1921, Centre for Macroeconomics (CFM).
- Shabir, Mohsin & Jiang, Ping & Bakhsh, Satar & Zhao, Zhongxiu, 2021. "Economic policy uncertainty and bank stability: Threshold effect of institutional quality and competition," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Strobel, Johannes & Lee, Gabriel & Dorofeenko, Victor & Salyer, Kevin, 2019. "Time-Varying Risk Shocks and the Zero Lower Bound," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203491, Verein für Socialpolitik / German Economic Association.
- Luis Ceballos & Damián Romero, 2014. "Risk Matters: The Impact of Nominal Uncertainty in Chile," Working Papers Central Bank of Chile 741, Central Bank of Chile.
- Efrem Castelnuovo, 2019.
"Domestic and Global Uncertainty: A Survey and Some New Results,"
CESifo Working Paper Series
7900, CESifo.
- Efrem Castelnuovo, 2019. "Domestic and Global Uncertainty: A Survey and Some New Results," Melbourne Institute Working Paper Series wp2019n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Efrem Castelnuovo, 2019. "Domestic and global uncertainty: A survey and some new results," CAMA Working Papers 2019-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jessica L. Darby & David J. Ketchen & Brent D. Williams & Travis Tokar, 2020. "The Implications of Firm‐Specific Policy Risk, Policy Uncertainty, and Industry Factors for Inventory: A Resource Dependence Perspective," Journal of Supply Chain Management, Institute for Supply Management, vol. 56(4), pages 3-24, October.
- Yıldırım-Karaman, Secil, 2017. "Uncertainty shocks, central bank characteristics and business cycles," Economic Systems, Elsevier, vol. 41(3), pages 379-388.
- Jamie L. Cross & Chenghan Hou & Aubrey Poon, 2018. "International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach," Working Papers No 12/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Grossmann, Axel & Ngo, Thanh, 2020. "Economic policy uncertainty and ADR mispricing," Journal of Multinational Financial Management, Elsevier, vol. 55(C).
- Christian Schoder, 2017.
"Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood,"
Review of Keynesian Economics, Edward Elgar Publishing, vol. 5(4), pages 586–630-5, October.
- Christian Schoder, 2016. "Estimating Keynesian models of business fluctuations using Bayesian Maximum Likelihood," IMK Working Paper 162-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Economic Uncertainty: A Geometric Indicator of Discrepancy Among Experts’ Expectations," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(1), pages 95-114, May.
- Mindaugas Butkus & Diana Cibulskiene & Lina Garsviene & Janina Seputiene, 2021. "The Heterogeneous Public Debt–Growth Relationship: The Role of the Expenditure Multiplier," Sustainability, MDPI, vol. 13(9), pages 1-22, April.
- Croce, Mariano & Bansal, Ravi & Liao, Wenxi & Rosen, Samuel, 2019.
"Uncertainty-Induced Reallocations and Growth,"
CEPR Discussion Papers
13964, C.E.P.R. Discussion Papers.
- Ravi Bansal & Mariano Max Croce & Wenxi Liao & Samuel Rosen, 2019. "Uncertainty-Induced Reallocations and Growth," NBER Working Papers 26248, National Bureau of Economic Research, Inc.
- Breitenlechner, Max & Geiger, Martin & Scharler, Johann, 2022. "Bank liquidity and the propagation of uncertainty in the U.S," Finance Research Letters, Elsevier, vol. 46(PB).
- Mikkelsen, Jakob & Poeschl, Johannes, 2019. "Banking Panic Risk and Macroeconomic Uncertainty," MPRA Paper 94729, University Library of Munich, Germany.
- Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019. "News and consumer card payments," Temi di discussione (Economic working papers) 1233, Bank of Italy, Economic Research and International Relations Area.
- Croce, M. & Nguyen, Thien T. & Raymond, S., 2021. "Persistent government debt and aggregate risk distribution," Journal of Financial Economics, Elsevier, vol. 140(2), pages 347-367.
- Gorodnichenko, Yuriy & Ng, Serena, 2017.
"Level and volatility factors in macroeconomic data,"
Journal of Monetary Economics, Elsevier, vol. 91(C), pages 52-68.
- Yuriy Gorodnichenko & Serena Ng, 2017. "Level and Volatility Factors in Macroeconomic Data," NBER Working Papers 23672, National Bureau of Economic Research, Inc.
- Zonaira Akbar & Malik Fahim Bashir & Yasir Bin Tariq, 2021. "An analysis of political uncertainty and corporate investment cycles in Pakistan," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(6), pages 2271-2293, December.
- Lukas Boer & Malte Rieth, 2024.
"The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty,"
Discussion Papers of DIW Berlin
2072, DIW Berlin, German Institute for Economic Research.
- Lukas Boer & Malte Rieth, 2024. "The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty," IMF Working Papers 2024/013, International Monetary Fund.
- Lindé, J. & Smets, F. & Wouters, R., 2016. "Challenges for Central Banks’ Macro Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2185-2262, Elsevier.
- Quader, Syed Manzur, 2023. "The interplay between uncertainty, managerial decision making, and firm value: Evidence from Bangladesh," Journal of Economics and Business, Elsevier, vol. 123(C).
- Gabriel Arce‐Alfaro & Boris Blagov, 2023. "Monetary Policy Uncertainty and Inflation Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 70-94, February.
- Kaiji Chen & Ayşe İmrohoroğlu, 2017.
"Debt in the US economy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 675-706, December.
- Kaiji Chenz & Ayse Imrohoroglu, 2014. "Debt in the U.S. Economy," Koç University-TUSIAD Economic Research Forum Working Papers 1401, Koc University-TUSIAD Economic Research Forum.
- Ayse Imrohoroglu & Kaiji Chen, 2012. "Debt and the U.S. Economy," 2012 Meeting Papers 229, Society for Economic Dynamics.
- Nancy Stokey, 2013. "Uncertainty and Investment Options," 2013 Meeting Papers 251, Society for Economic Dynamics.
- Ftiti, Zied & Hadhri, Sinda, 2019. "Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 40-55.
- Stefan Schiman & Atanas Pekanov, 2020. "Uncertainty in the Euro Area During the First Wave of the COVID-19 Pandemic," WIFO Studies, WIFO, number 66708, February.
- Andrew T. Foerster, 2014. "The asymmetric effects of uncertainty," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 5-26.
- Arigoni, Filippo & Lenarčič, Črt, 2020. "The impact of trade policy uncertainty shocks on the Euro Area," MPRA Paper 100832, University Library of Munich, Germany.
- Amna Sohail Rawat, Imtiaz Arif, 2018. "Does Geopolitical Risk Drive Equity Price Returns of BRIC Economies? Evidence from Quantile on Quantile Estimations," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 3(2), pages 24-36, October.
- Steinberg, Joseph B., 2020. "Comment on: “The economic effects of Trade Policy Uncertainty” by Dario Caldara, Matteo Iacoviello, Patrick Molligo, Andrea Prestipino, and Andrea Raffo," Journal of Monetary Economics, Elsevier, vol. 109(C), pages 60-64.
- Chun Lu & James Routledge & Kam C. Chan & Tongxia Li, 2023. "Policy uncertainty and inventory behavior: Evidence from the US manufacturing sector," Economics and Politics, Wiley Blackwell, vol. 35(3), pages 919-948, November.
- Morikawa, Masayuki, 2016. "How uncertain are economic policies? New evidence from a firm survey," Economic Analysis and Policy, Elsevier, vol. 52(C), pages 114-122.
- Bonciani, Dario & Ricci, Martino, 2020. "The international effects of global financial uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Hua Cheng & Kishore Gawande & Steven Ongena & Shusen Qi, 2020. "Get beyond policy uncertainty: Evidence from political connections," Swiss Finance Institute Research Paper Series 20-77, Swiss Finance Institute.
- Gabriel P. Mathy, 2020. "How much did uncertainty shocks matter in the Great Depression?," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 14(2), pages 283-323, May.
- Cho, Deaha & Han, Yoonshin & Oh, Joonseok & Rogantini Picco, Anna, 2020. "Optimal Monetary Policy and Uncertainty Shocks," Dynare Working Papers 61, CEPREMAP.
- Kim, Wongi, 2019. "Government spending policy uncertainty and economic activity: US time series evidence," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Bluwstein, Kristina & Yung, Julieta, 2019. "Back to the real economy: the effects of risk perception shocks on the term premium and bank lending," Bank of England working papers 806, Bank of England.
- Jianchun Fang & Giray Gozgor & James H. Nolt, 2022. "Globalisation, economic uncertainty and labour market regulations: Implications for the COVID‐19 crisis," The World Economy, Wiley Blackwell, vol. 45(7), pages 2165-2187, July.
- Matthew Klepacz, 2018. "Price Setting and Volatility: Evidence from Oil Price Volatility Shocks," 2018 Meeting Papers 145, Society for Economic Dynamics.
- Gorodnichenko, Yuriy & Maliar, Serguei & Naubert, Christopher, 2020. "Household Savings and Monetary Policy under Individual and Aggregate Stochastic Volatility," CEPR Discussion Papers 15614, C.E.P.R. Discussion Papers.
- Apergis, Nicholas, 2015. "Policy risks, technological risks and stock returns: New evidence from the US stock market," Economic Modelling, Elsevier, vol. 51(C), pages 359-365.
- Suyi Zheng & Jiandong Wen, 2023. "How Does Firm-Level Economic Policy Uncertainty Affect Corporate Innovation? Evidence from China," Sustainability, MDPI, vol. 15(7), pages 1-23, April.
- Michael Patrick Curran & Adnan Velic, 2017. "Interest Rate Volatility And Macroeconomic Dynamics: A Cross-Country Analysis," Villanova School of Business Department of Economics and Statistics Working Paper Series 35, Villanova School of Business Department of Economics and Statistics.
- Md. Monirul Islam & Kazi Sohag & Faheem ur Rehman, 2022. "Do Geopolitical Tensions and Economic Policy Uncertainties Reorient Mineral Imports in the USA? A Fat-Tailed Data Analysis Using Novel Quantile Approaches," Mathematics, MDPI, vol. 11(1), pages 1-25, December.
- De Simone, Lisa & Piotroski, Joseph D. & Tomy, Rimmy E., 2017. "Repatriation Taxes and Foreign Cash Holdings: The Impact of Anticipated Tax Policy," Research Papers 3507, Stanford University, Graduate School of Business.
- Kimberly A. Berg & Nam T. Vu, 2021. "Asymmetric effects of sectoral shifts under low and high uncertainty," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1149-1171, July.
- Bofinger, Peter & Buch, Claudia M. & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2013. "Gegen eine rückwärtsgewandte Wirtschaftspolitik. Jahresgutachten 2013/14 [Against a backward-looking economic policy. Annual Report 2013/14]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201314.
- Li, Li & Tang, Yao & Xiang, Jingjie, 2020. "Measuring China's monetary policy uncertainty and its impact on the real economy," Emerging Markets Review, Elsevier, vol. 44(C).
- Mei-Chih Wang & Pao-Lan Kuo & Chan-Sheng Chen & Chien-Liang Chiu & Tsangyao Chang, 2020. "Yield Spread and Economic Policy Uncertainty: Evidence from Japan," Sustainability, MDPI, vol. 12(10), pages 1-14, May.
- Shah, Adil Ahmad & Dar, Arif Billah & Bhanumurthy, N.R., 2021. "Are precious metals and equities immune to monetary and fiscal policy uncertainties?," Resources Policy, Elsevier, vol. 74(C).
- Cross, Jamie, 2019. "On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?," Economic Modelling, Elsevier, vol. 77(C), pages 174-186.
- Crespo Cuaresma, Jesús & Huber, Florian & Onorante, Luca, 2020. "Fragility and the effect of international uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Gauvin, Ludovic & McLoughlin, Cameron & Reinhardt, Dennis, 2014.
"Policy uncertainty spillovers to emerging markets – evidence from capital flows,"
Bank of England working papers
512, Bank of England.
- Gauvin, L. & McLoughlin, C. & Reinhardt, D., 2013. "Policy Uncertainty Spillovers to Emerging Markets - Evidence from Capital Flows," Working papers 435, Banque de France.
- Jasova, Martina & Mendicino, Caterina & Supera, Dominik, 2021. "Policy uncertainty, lender of last resort and the real economy," Working Paper Series 2521, European Central Bank.
- Yuan Zhou & Yao Ji, 2021. "Trade Policy Uncertainty, Innovation and Total Factor Productivity," Sustainability, MDPI, vol. 14(1), pages 1-13, December.
- Valeriu Nalban & Andra Smadu, 2022. "Uncertainty shocks and the monetary-macroprudential policy mix," Working Papers 739, DNB.
- Klodiana Istrefi & Anamaria Piloiu, 2013. "Economic Policy Uncertainty, Trust and Inflation Expectations," CESifo Working Paper Series 4294, CESifo.
- Eddie Gerba & Klemens Hauzenberger, 2013. "Estimating US Fiscal and Monetary Interactions in a Time Varying VAR," Studies in Economics 1303, School of Economics, University of Kent.
- Klaus Abberger & Andreas Dibiasi & Michael Siegenthaler & Jan-Egbert Sturm, 2016. "The Effect of Policy Uncertainty on Investment Plans: Evidence from the Unexpected Acceptance of a Far-Reaching Referendum in Switzerland," CESifo Working Paper Series 5887, CESifo.
- Levenko, Natalia, 2020. "Perceived uncertainty as a key driver of household saving," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 126-145.
- Goodness C. Aye & Rangan Gupta, 2018. "Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States," Working Papers 201832, University of Pretoria, Department of Economics.
- Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
- Jackson Dorsey, 2019. "Waiting for the Courts: Effects of Policy Uncertainty on Pollution and Investment," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(4), pages 1453-1496, December.
- Abdulaziz H. Algaeed, 2022. "Government Spending Volatility and Real Economic Growth: Evidence From a Major Oil Producing Country, Saudi Arabia, 1970 to 2018," SAGE Open, , vol. 12(2), pages 21582440221, April.
- Lee, Jungho & Xu, Jianhuan, 2019. "Tax uncertainty and business activity," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 158-184.
- Stephie Fried & Kevin Novan & William B. Peterman, 2021. "The Macro Effects of Climate Policy Uncertainty," Finance and Economics Discussion Series 2021-018, Board of Governors of the Federal Reserve System (U.S.).
- OH, Joonseok, 2019. "The propagation of uncertainty shocks : Rotemberg vs. Calvo," Economics Working Papers ECO 2019/01, European University Institute.
- Scheffel, Eric Michael, 2012. "Political uncertainty in a data-rich environment," MPRA Paper 37318, University Library of Munich, Germany.
- Asad Dossani & John Elder, 2024. "Uncertainty and investment: Evidence from domestic oil rigs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(2), pages 323-340, February.
- Gissler, Stefan & Oldfather, Jeremy & Ruffino, Doriana, 2016. "Lending on hold: Regulatory uncertainty and bank lending standards," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 89-101.
- Ambrocio, Gene, 2019. "Measuring household uncertainty in EU countries," Bank of Finland Research Discussion Papers 17/2019, Bank of Finland.
- Christoph Behrens, 2019. "A Nonparametric Evaluation of the Optimality of German Export and Import Growth Forecasts under Flexible Loss," Economies, MDPI, vol. 7(3), pages 1-23, September.
- Claudiu Tiberiu Albulescu & Şerban Miclea & Simina Silvana Suciu & Matei Tămăşilă, 2018.
"Firm-level investment in the extractive industry from CEE countries: the role of macroeconomic uncertainty and internal conditions,"
Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(2), pages 193-208, June.
- Claudiu Tiberiu Albulescu & Şerban Miclea & Simina Silvana Suciu & Matei Tămăşilă, 2018. "Firm-level investment in the extractive industry from CEE countries: the role of macroeconomic uncertainty and internal conditions," Post-Print hal-02517371, HAL.
- Theophilopoulou, Angeliki, 2018. "The impact of macroeconomic uncertainty on inequality: An empirical study for the UK," MPRA Paper 90448, University Library of Munich, Germany.
- Klaus Abberger & Andreas Dibiasi & Michael Siegenthaler & Jan-Egbert Sturm, 2016. "The Effect of Policy Uncertainty on Investment Plans," KOF Working papers 16-406, KOF Swiss Economic Institute, ETH Zurich.
- Koirala, Niraj Prasad & Ma, Xiaohan, 2020. "Oil price uncertainty and U.S. employment growth," Energy Economics, Elsevier, vol. 91(C).
- Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021. "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, vol. 102(C).
- Sergio Restrepo-Ángel & Hernán Rincón-Castro & Juan J. Ospina-Tejeiro, 2020. "Multiplicadores de los impuestos y del gasto público en Colombia: aproximaciones SVAR y proyecciones locales," Borradores de Economia 1114, Banco de la Republica de Colombia.
- Schmid, Lukas & Croce, Mariano & Raymond, Steve & Nguyen, Thiên Tung, 2018. "Government Debt and the Returns to Innovation," CEPR Discussion Papers 12617, C.E.P.R. Discussion Papers.
- Ma, Xiaohan, 2023. "Oil uncertainty and the price-cost markup: Evidence from U.S. data," Energy Economics, Elsevier, vol. 124(C).
- Higgins, C. Richard, 2023. "Risk and Uncertainty: The Role of Financial Frictions," Economic Modelling, Elsevier, vol. 119(C).
- Shen, Wenyi & Yang, Shu-Chun S., 2018. "Downward nominal wage rigidity and state-dependent government spending multipliers," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 11-26.
- Gong, Xu & Fu, Chengbo & Huang, Qiping & Lin, Meimei, 2022. "International political uncertainty and climate risk in the stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Ahn, Kwangwon & Chu, Zhuang & Lee, Daeyong, 2021. "Effects of renewable energy use in the energy mix on social welfare," Energy Economics, Elsevier, vol. 96(C).
- Chan, Ying Tung & Dong, Yilin, 2022. "How does oil price volatility affect unemployment rates? A dynamic stochastic general equilibrium model," Economic Modelling, Elsevier, vol. 114(C).
- Karnizova, Lilia & Li, Jiaxiong (Chris), 2014. "Economic policy uncertainty, financial markets and probability of US recessions," Economics Letters, Elsevier, vol. 125(2), pages 261-265.
- Maennig, Wolfgang & Wilhelm, Stefan, 2023.
"News and noise in crime politics: The role of announcements and risk attitudes,"
Economic Modelling, Elsevier, vol. 129(C).
- Wolfgang Maennig & Stefan Wilhelm, 2022. "News and Noise in Crime Politics: The Role of Announcements and Risk Attitudes," Working Papers 072, Chair for Economic Policy, University of Hamburg.
- Higgins, C. Richard, 2017. "Estimating general equilibrium models with stochastic volatility and changing parameters," Economic Modelling, Elsevier, vol. 66(C), pages 163-170.
- Jiang, Yonghong & Ao, Zhiming & Mo, Bin, 2023. "The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
- Bergbrant, Mikael C. & Bradley, Daniel & Hunter, Delroy M., 2017. "Does bank loan supply affect the supply of equity capital? Evidence from new share issuance and withdrawal," Journal of Financial Intermediation, Elsevier, vol. 29(C), pages 32-45.
- Cesa-Bianchi, Ambrogio & Fernandez-Corugedo, Emilio, 2014. "Uncertainty in a model with credit frictions," Bank of England working papers 496, Bank of England.
- Dario Caldara & Chiara Scotti & Molin Zhong, 2021. "Macroeconomic and Financial Risks: A Tale of Mean and Volatility," International Finance Discussion Papers 1326, Board of Governors of the Federal Reserve System (U.S.).
- Gary D. Hansen & Lee E. Ohanian, 2016.
"Neoclassical Models in Macroeconomics,"
NBER Working Papers
22122, National Bureau of Economic Research, Inc.
- Hansen, G.D. & Ohanian, L.E., 2016. "Neoclassical Models in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2043-2130, Elsevier.
- Júlia Brunet & Susana Párraga, 2021. "Fiscal rebalancing plans in the medium term: the case of the United Kingdom," Economic Bulletin, Banco de España, issue 2/2021.
- Chen, Ying & Zhu, Xuehong & Li, Hailing, 2022. "The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression," Energy, Elsevier, vol. 246(C).
- Juelsrud, Ragnar E. & Wold, Ella Getz, 2019. "The Saving and Employment Effects of Higher Job Loss Risk," Working Paper 2019/17, Norges Bank.
- Alessio Anzuini & Luca Rossi, 2018. "Fiscal policy in the US: a new measure of uncertainty and its recent development," Temi di discussione (Economic working papers) 1197, Bank of Italy, Economic Research and International Relations Area.
- Joshua Bernstein & Michael D. Plante & Alexander W. Richter & Nathaniel A. Throckmorton, 2021. "Countercyclical Fluctuations in Uncertainty are Endogenous," Working Papers 2109, Federal Reserve Bank of Dallas.
- Anthony M. Diercks & Alex Hsu & Andrea Tamoni, 2020. "When it Rains it Pours: Cascading Uncertainty Shocks," Finance and Economics Discussion Series 2020-064, Board of Governors of the Federal Reserve System (U.S.).
- Xiao-Li Gong & Jin-Yan Lu & Xiong Xiong & Wei Zhang, 2022. "Higher-order dynamic effects of uncertainty risk under thick-tailed stochastic volatility," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-22, December.
- Wisniewski, Tomasz Piotr & Lambe, Brendan John, 2015. "Does economic policy uncertainty drive CDS spreads?," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 447-458.
- Wang, Heng & Wei, Siqi & Zhu, Xiaoyang, 2023. "Stand in the wind: Market power reformation during uncertain periods," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 12-28.
- Matthew Klepacz, 2021. "Price Setting and Volatility: Evidence from Oil Price Volatility Shocks," International Finance Discussion Papers 1316, Board of Governors of the Federal Reserve System (U.S.).
- Hill, Paula & Korczak, Adriana & Korczak, Piotr, 2019. "Political uncertainty exposure of individual companies: The case of the Brexit referendum," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 58-76.
- Arce-Alfaro, Gabriel & Blagov, Boris, 2021. "Monetary policy uncertainty and inflation expectations," Ruhr Economic Papers 899, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Pintér, Gábor, 2023. "Inflation and uncertainty in New Keynesian models: A note," Economics Letters, Elsevier, vol. 222(C).
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011.
"Floats, Pegs and the Transmission of Fiscal Policy,"
Working Papers Central Bank of Chile
608, Central Bank of Chile.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2013. "Floats, Pegs and the Transmission of Fiscal Policy," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Jordi Galí (ed.),Fiscal Policy and Macroeconomic Performance, edition 1, volume 17, chapter 7, pages 235-281, Central Bank of Chile.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, Pegs and the Transmission of Fiscal Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(2), pages 5-38, August.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith, 2011. "Floats, pegs and the transmission of fiscal policy," CEPR Discussion Papers 8180, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, pegs and the transmission of fiscal policy," Working Papers 11-9, Federal Reserve Bank of Philadelphia.
Cited by:
- Lemoine, Matthieu & Lindé, Jesper, 2016.
"Fiscal Consolidation Under Imperfect Credibility,"
Working Paper Series
322, Sveriges Riksbank (Central Bank of Sweden).
- M. Lemoine & J. Lindé, 2016. "Fiscal Consolidation Under Imperfect Credibility," Working papers 595, Banque de France.
- Lemoine, Matthieu & Lindé, Jesper, 2016. "Fiscal consolidation under imperfect credibility," European Economic Review, Elsevier, vol. 88(C), pages 108-141.
- Linde, Jesper & Lemoine, Matthieu, 2016. "Fiscal Consolidation Under Imperfect Credibility," CEPR Discussion Papers 11404, C.E.P.R. Discussion Papers.
- Mario Forni & Luca Gambetti, 2014.
"Government Spending Shocks in Open Economy VARs,"
Center for Economic Research (RECent)
105, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Forni, Mario & Gambetti, Luca, 2016. "Government spending shocks in open economy VARs," Journal of International Economics, Elsevier, vol. 99(C), pages 68-84.
- Forni, Mario & Gambetti, Luca, 2014. "Government Spending Shocks in Open Economy VARs," CEPR Discussion Papers 10115, C.E.P.R. Discussion Papers.
- Groll, Dominik & Monacelli, Tommaso, 2020.
"The inherent benefit of monetary unions,"
Journal of Monetary Economics, Elsevier, vol. 111(C), pages 63-79.
- Groll, Dominik & Monacelli, Tommaso, 2016. "The inherent benefit of monetary unions," Kiel Working Papers 2048, Kiel Institute for the World Economy (IfW Kiel).
- Monacelli, Tommas & Groll, Dominik, 2016. "The Inherent Benefit of Monetary Unions," CEPR Discussion Papers 11416, C.E.P.R. Discussion Papers.
- Groll, Dominik & Monacelli, Tommaso, 2016. "The Inherent Benefit of Monetary Unions," VfS Annual Conference 2016 (Augsburg): Demographic Change 145807, Verein für Socialpolitik / German Economic Association.
- Beetsma, Roel & Furtuna, Oana & Giuliodori, Massimo & Mumtaz, Haroon, 2021. "Revenue- versus spending-based fiscal consolidation announcements: Multipliers and follow-up," Journal of International Economics, Elsevier, vol. 131(C).
- Daniel Wilson & Sylvain Leduc, 2012.
"Roads to Prosperity or Bridges to Nowhere? Theory and Evidence on the Impact of Public Infrastructure Investment,"
2012 Meeting Papers
210, Society for Economic Dynamics.
- Sylvain Leduc & Daniel J. Wilson, 2012. "Roads to prosperity or bridges to nowhere? theory and evidence on the impact of public infrastructure investment," Working Paper Series 2012-04, Federal Reserve Bank of San Francisco.
- Sylvain Leduc & Daniel Wilson, 2012. "Roads to Prosperity or Bridges to Nowhere? Theory and Evidence on the Impact of Public Infrastructure Investment," NBER Working Papers 18042, National Bureau of Economic Research, Inc.
- Sylvain Leduc & Daniel Wilson, 2012. "Roads to Prosperity or Bridges to Nowhere? Theory and Evidence on the Impact of Public Infrastructure Investment," NBER Chapters, in: NBER Macroeconomics Annual 2012, Volume 27, pages 89-142, National Bureau of Economic Research, Inc.
- Sylvain Leduc & Daniel Wilson, 2013. "Roads to Prosperity or Bridges to Nowhere? Theory and Evidence on the Impact of Public Infrastructure Investment," NBER Macroeconomics Annual, University of Chicago Press, vol. 27(1), pages 89-142.
- Emmanuel Farhi & Iván Werning, 2012.
"Fiscal Multipliers: Liquidity Traps and Currency Unions,"
NBER Working Papers
18381, National Bureau of Economic Research, Inc.
- Emmanuel Farhi & Ivan Werning, "undated". "Fiscal Multipliers: Liquidity Traps and Currency Unions," Working Paper 78556, Harvard University OpenScholar.
- Cook, David & Devereux, Michael B, 2016.
"Exchange rate flexibility under the zero lower bound,"
Journal of International Economics, Elsevier, vol. 101(C), pages 52-69.
- David Cook & Michael B. Devereux, 2014. "Exchange rate flexibility under the zero lower bound," Globalization Institute Working Papers 198, Federal Reserve Bank of Dallas.
- Devereux, Michael B & Cook, David, 2014. "Exchange Rate Flexibility under the Zero Lower Bound," CEPR Discussion Papers 10202, C.E.P.R. Discussion Papers.
- Ekaterina Pyltsyna, 2018. "The Change Of Fiscal Multiplier When Switching From Managed Exchange Rate Regime To Thefloating One," HSE Working papers WP BRP 206/EC/2018, National Research University Higher School of Economics.
- Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2020. "Questioning the puzzle: Fiscal policy, exchange rate and inflation," Working papers 752, Banque de France.
- Ricco, Giovanni & Ellahie, Atif, 2012. "Government Spending Reloaded: Fundamentalness and Heterogeneity in Fiscal SVARs," MPRA Paper 42105, University Library of Munich, Germany.
- Ma, Yong & Jiang, Yiqing & Yao, Chi, 2022. "Trade openness, financial openness, and macroeconomic volatility," Economic Systems, Elsevier, vol. 46(1).
- Christopher J. Erceg & Jesper Linde, 2012.
"Fiscal Consolidation in an Open Economy,"
American Economic Review, American Economic Association, vol. 102(3), pages 186-191, May.
- Linde, Jesper & Erceg, Christopher, 2012. "Fiscal Consolidation in an Open Economy," CEPR Discussion Papers 8955, C.E.P.R. Discussion Papers.
- Christopher J. Erceg & Jesper Lindé, 2012. "Fiscal consolidation in an open economy," International Finance Discussion Papers 1046, Board of Governors of the Federal Reserve System (U.S.).
- Jesper Linde, 2012. "Fiscal Consolidation in an Open Economy," 2012 Meeting Papers 1087, Society for Economic Dynamics.
- Marie-Pierre Hory, 2016.
"Fiscal multipliers in Emerging Market Economies: Can we learn something from Advanced Economies?,"
International Economics, CEPII research center, issue 146, pages 59-84.
- Hory, Marie-Pierre, 2016. "Fiscal multipliers in Emerging Market Economies: Can we learn something from Advanced Economies?," International Economics, Elsevier, vol. 146(C), pages 59-84.
- Giovanni Ganelli & Neil Rankin, 2018.
"Fiscal Deficits as a Source of Boom and Bust under a Common Currency,"
Discussion Papers
18/05, Department of Economics, University of York.
- Ganelli, Giovanni & Rankin, Neil, 2020. "Fiscal deficits as a source of boom and bust under a common currency," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Matteo Cacciatore & Nora Traum, 2022.
"Trade Flows and Fiscal Multipliers,"
The Review of Economics and Statistics, MIT Press, vol. 104(6), pages 1206-1223, November.
- Matteo Cacciatore & Nora Traum, 2020. "Trade Flows and Fiscal Multipliers," NBER Working Papers 27652, National Bureau of Economic Research, Inc.
- Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper, 2012. "Budgetary consolidation under different exchange rate regimes," Economics Letters, Elsevier, vol. 117(3), pages 912-916.
- Born, Benjamin & Müller, Gernot & Pfeifer, Johannes, 2020. "Uncertainty shocks in currency unions," CEPR Discussion Papers 15579, C.E.P.R. Discussion Papers.
- Milivojevic, Lazar & Tatar, Balint, 2021. "Fixed exchange rate - a friend or foe of labor cost adjustments?," IMFS Working Paper Series 152, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2019.
"Exit expectations and debt crises in currency unions,"
Journal of International Economics, Elsevier, vol. 121(C).
- Müller, Gernot & Kriwoluzky, Alexander & Wolf, Martin, 2015. "Exit expectations and debt crises in currency unions," CEPR Discussion Papers 10817, C.E.P.R. Discussion Papers.
- Kriwoluzky, Alexander & Müller, Gernot J. & Wolf, Martin, 2015. "Exit Expectations and Debt Crises in Currency Unions," IWH Discussion Papers 18/2015, Halle Institute for Economic Research (IWH).
- D. Bonam & J.H.J. Lukkezen, 2014.
"Government spending shocks, sovereign risk and the exchange rate regime,"
Working Papers
14-01, Utrecht School of Economics.
- Jasper Lukkezen & Dennis Bonam, 2014. "Government spending shocks, sovereign risk and the exchange rate regime," CPB Discussion Paper 263, CPB Netherlands Bureau for Economic Policy Analysis.
- Dennis Bonam & Jasper Lukkezen, 2013. "Government Spending Shocks, Sovereign Risk and the Exchange Rate Regime," Tinbergen Institute Discussion Papers 13-212/VI, Tinbergen Institute, revised 09 Jan 2013.
- Raphael Corbi & Elias Papaioannou, Paolo Surico, 2018.
"Regional Transfer Multipliers,"
Working Papers, Department of Economics
2018_12, University of São Paulo (FEA-USP).
- Surico, Paolo & Corbi, Raphael & Papaioannou, Elias, 2018. "Regional Transfer Multipliers," CEPR Discussion Papers 13304, C.E.P.R. Discussion Papers.
- Raphael Corbi & Elias Papaioannou & Paolo Surico, 2019. "Regional Transfer Multipliers," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(5), pages 1901-1934.
- Kuvshinov, Dmitry & Müller, Gernot J. & Wolf, Martin, 2016.
"Deleveraging, deflation and depreciation in the euro area,"
European Economic Review, Elsevier, vol. 88(C), pages 42-66.
- Müller, Gernot & Wolf, Martin & Kuvshinov, Dmitry, 2015. "Deleveraging, deflation and depreciation in the euro area," CEPR Discussion Papers 11015, C.E.P.R. Discussion Papers.
- Gabriela Castro & Ricardo M. Felix & Paulo Julio & Jose R. Maria, 2014.
"Fiscal multipliers in a small euro area economy: How big can they get in crisis times?,"
CEFAGE-UE Working Papers
2014_07, University of Evora, CEFAGE-UE (Portugal).
- Ricardo Félix & Gabriela Castro & José Maria & Paulo Júlio, 2013. "Fiscal Multipliers in a Small Euro Area Economy: How Big Can They Get in Crisis Times?," EcoMod2013 5307, EcoMod.
- Gabriela Castro & José R. Maria & Paulo Júlio, 2013. "Fiscal multipliers in a small euro area economy: How big can they get in crisis times?," Working Papers w201311, Banco de Portugal, Economics and Research Department.
- Ferrara, Laurent & Metelli, Luca & Natoli, Filippo & Siena, Daniele, 2021.
"Questioning the puzzle: Fiscal policy, real exchange rate and inflation,"
Journal of International Economics, Elsevier, vol. 133(C).
- Laurent Ferrara & Luca Metelli & Filippo Natoli & Daniele Siena, 2021. "Questioning the puzzle: fiscal policy, real exchange rate and inflation," CAMA Working Papers 2021-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christoph Bierbrauer, 2017. "National Fiscal Stimulus Packages And Consolidation Strategies In A Monetary Union," IEER Working Papers 110, Institute of Empirical Economic Research, Osnabrueck University.
- Emi Nakamura & J?n Steinsson, 2014.
"Fiscal Stimulus in a Monetary Union: Evidence from US Regions,"
American Economic Review, American Economic Association, vol. 104(3), pages 753-792, March.
- Emi Nakamura & Jón Steinsson, 2011. "Fiscal Stimulus in a Monetary Union: Evidence from U.S. Regions," NBER Working Papers 17391, National Bureau of Economic Research, Inc.
- Muhammad Raashid & Abdul Saboor & Aneela Afzal, 2020. "Decision between Public Investment and Public Consumption: A Policy Analysis," Global Economics Review, Humanity Only, vol. 5(1), pages 131-152, March.
- Hettig, Thomas & Müller, Gernot J., 2018.
"Fiscal policy coordination in currency unions at the effective lower bound,"
Journal of International Economics, Elsevier, vol. 115(C), pages 80-98.
- Müller, Gernot, 2017. "Fiscal policy coordination in currency unions at the effective lower bound," CEPR Discussion Papers 11780, C.E.P.R. Discussion Papers.
- Dr. Matthias Burgert & Philipp Pfeiffer & Werner Roeger, 2021. "Fiscal policy in a monetary union with downward nominal wage rigidity," Working Papers 2021-16, Swiss National Bank.
- Corsetti, Giancarlo & Brendon, Charles, 2016. "COEURE Survey: Fiscal and Monetary Policies after the Crises," CEPR Discussion Papers 11088, C.E.P.R. Discussion Papers.
- Ma, Yong, 2016. "Nonlinear monetary policy and macroeconomic stabilization in emerging market economies: Evidence from China," Economic Systems, Elsevier, vol. 40(3), pages 461-480.
- Müller, Gernot & Born, Benjamin & Juessen, Falko, 2012.
"Exchange rate regimes and fiscal multipliers,"
CEPR Discussion Papers
8986, C.E.P.R. Discussion Papers.
- Born, Benjamin & Juessen, Falko & Müller, Gernot J., 2013. "Exchange rate regimes and fiscal multipliers," Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 446-465.
- Jesper Lindé, 2018. "DSGE models: still useful in policy analysis?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 269-286.
- Virkola, Tuomo, 2014. "Exchange Rate Regime, Fiscal Foresight and the Effectiveness of Fiscal Policy in a Small Open Economy," ETLA Reports 20, The Research Institute of the Finnish Economy.
- Farhi, E. & Werning, I., 2016. "Fiscal Multipliers☆☆We thank the editors John Taylor and Harald Uhlig for detailed comments, as well as suggestions and comments by Gabriel Chodorow-Reich, Jon Steinsson, and Michael Weber," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2417-2492, Elsevier.
- Nicholas Sly & Caroline Weber, 2015. "Global tax policy and the synchronization of business cycles," Research Working Paper RWP 15-7, Federal Reserve Bank of Kansas City.
- Luiz de Mello, 2013. "What Can Fiscal Policy Do in the Current Recession? A Review of Recent Literature and Policy Options," Hacienda Pública Española / Review of Public Economics, IEF, vol. 204(1), pages 113-139, March.
- Giancarlo Corsetti & Keith Kuester & Andre Meier & Gernot J. Mueller, 2010.
"Debt Consolidation and Fiscal Stabilization of Deep Recessions,"
Economics Working Papers
ECO2010/03, European University Institute.
- Giancarlo Corsetti & Keith Kuester & André Meier & Gernot J. Müller, 2010. "Debt Consolidation and Fiscal Stabilization of Deep Recessions," American Economic Review, American Economic Association, vol. 100(2), pages 41-45, May.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith & Meier, André, 2010. "Debt consolidation and fiscal stabilization of deep recessions," CEPR Discussion Papers 7649, C.E.P.R. Discussion Papers.
Cited by:
- Lemoine, Matthieu & Lindé, Jesper, 2016.
"Fiscal Consolidation Under Imperfect Credibility,"
Working Paper Series
322, Sveriges Riksbank (Central Bank of Sweden).
- M. Lemoine & J. Lindé, 2016. "Fiscal Consolidation Under Imperfect Credibility," Working papers 595, Banque de France.
- Lemoine, Matthieu & Lindé, Jesper, 2016. "Fiscal consolidation under imperfect credibility," European Economic Review, Elsevier, vol. 88(C), pages 108-141.
- Linde, Jesper & Lemoine, Matthieu, 2016. "Fiscal Consolidation Under Imperfect Credibility," CEPR Discussion Papers 11404, C.E.P.R. Discussion Papers.
- Salvatore Perdichizzi, 2017. "Estimating Fiscal multipliers in the Eurozone. A Nonlinear Panel Data Approach," DISCE - Working Papers del Dipartimento di Economia e Finanza def058, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Mario Coccia, 2018. "National debts and government deficits within European Monetary Union: Statistical evidence of economic issues," Papers 1806.07830, arXiv.org.
- Stéphane Auray & Aurélien Eyquem & Paul Gomme, 2017.
"Debt Hangover in the Aftermath of the Great Recession,"
Post-Print
halshs-01520860, HAL.
- Auray Stéphane & Eyquem Aurélien & Gomme Paul, 2017. "Debt Hangover in the Aftermath of the Great Recession," Working Papers 2017-61, Center for Research in Economics and Statistics.
- Auray, Stéphane & Eyquem, Aurélien & Gomme, Paul, 2019. "Debt hangover in the aftermath of the Great Recession," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 107-133.
- Stéphane Auray & Aurélien Eyquem & Paul Gomme, 2016. "Debt Hangover in the Aftermath of the Great Recession," Post-Print halshs-01420913, HAL.
- Stephane Auray & Aurelien Eyquem & Paul Gomme, 2017. "Debt Hangover in the Aftermath of the Great Recession," Working Papers 17001, Concordia University, Department of Economics.
- Stéphane Auray & Aurélien Eyquem & Paul Gomme, 2017. "Debt Hangover in the Aftermath of the Great Recession," Post-Print halshs-01661043, HAL.
- Stéphane Auray & Aurélien Eyquem & Paul Gomme, 2016. "Debt Hangover in the Aftermath of the Great Recession," Post-Print halshs-01420905, HAL.
- Stéphane Auray & Aurélien Eyquem & Paul Gomme, 2016. "Debt Hangover in the Aftermath of the Great Recession," Working Papers 2016-02, Center for Research in Economics and Statistics.
- Stéphane Auray & Aurélien Eyquem & Paul Gomme, 2018. "Debt Hangover in the Aftermath of the Great Recession," Working Papers 1829, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Stéphane Auray & Aurélien Eyquem & Paul Gomme, 2019. "Debt Hangover in the Aftermath of the Great Recession," Post-Print halshs-02176531, HAL.
- Stéphane Auray & Aurélien Eyquem & Paul Gomme, 2018. "Debt Hangover in the Aftermath of the Great Recession," Working Papers halshs-01942719, HAL.
- Stéphane Auray & Aurélien Eyquem & Paul Gomme, 2017. "Debt Hangover in the Aftermath of the Great Recession," Post-Print halshs-01661037, HAL.
- Stephane Auray & Aurelien Eyquem & Paul Gomme, 2017. "Debt Hangover in the Aftermath of the Great Recession," Working Papers 17003, Concordia University, Department of Economics.
- Giancarlo Corsetti & Keith Kuester & Andre Meier & Gernot J. Müller, 2011. "Soverign risk and the effects of fiscal retrenchment in deep recessions," Working Papers 11-43, Federal Reserve Bank of Philadelphia.
- Gianluca Cafiso & Roberto Cellini, 2013.
"Fiscal Consolidations and Public Debt in Europe,"
Working Papers
2013-35, CEPII research center.
- Gianluca Cafiso & Roberto Cellini, 2014. "Fiscal consolidations and public debt in Europe," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 21(4), pages 614-644, August.
- Roberto Tamborini & Matteo Tomaselli, 2020. "When does public debt impair economic growth? A literature review in search of a theory," DEM Working Papers 2020/7, Department of Economics and Management.
- Lars Calmfors & Giancarlo Corsetti & John Hassler & Gilles Saint-Paul & Hans-Werner Sinn & Jan-Egbert Sturm & Ákos Valentinyi & Xavier Vives, 2012.
"Chapter 1: Macroeconomic Outlook,"
EEAG Report on the European Economy, CESifo, vol. 0, pages 17-56, February.
- Giuseppe Bertola & John Driffill & Harold James & Hans-Werner Sinn & Jan-Egbert Sturm & Ákos Valentinyi, 2014. "Chapter 1: Macroeconomic Outlook," EEAG Report on the European Economy, CESifo, vol. 0, pages 15-53, February.
- Giancarlo Corsetti & Michael P. Devereux & John Hassler & Gilles Saint-Paul & Hans-Werner Sinn & Jan-Egbert Sturm & Xavier Vives, 2011. "Chapter 1: The Macroeconomic Outlook," EEAG Report on the European Economy, CESifo, vol. 0, pages 17-69, February.
- Giuseppe Bertola & John Driffill & Harold James & Hans-Werner Sinn & Jan-Egbert Sturm & Ákos Valentinyi, 2015. "Chapter 1: Macroeconomic Outlook," EEAG Report on the European Economy, CESifo, vol. 0, pages 13-50, February.
- Giuseppe Bertola & John Driffill & Harold James & Hans-Werner Sinn & Jan-Egbert Sturm & Ákos Valentinyi, 2013. "Chapter 1: Macroeconomic Outlook," EEAG Report on the European Economy, CESifo, vol. 0, pages 13-54, February.
- Seppo Honkapohja & Kaushik Mitra & George Evans, 2017.
"Expectations, Stagnation and Fiscal Policy,"
2017 Meeting Papers
160, Society for Economic Dynamics.
- Honkapohja, Seppo & Evans, George W. & Mitra, Kaushik, 2016. "Expectations, Stagnation and Fiscal Policy," CEPR Discussion Papers 11428, C.E.P.R. Discussion Papers.
- Evans, George W. & Honkapohja, Seppo & Mitra, Kaushik, 2016. "Expectations, stagnation and fiscal policy," Bank of Finland Research Discussion Papers 25/2016, Bank of Finland.
- Fragetta, Matteo & Tamborini, Roberto, 2019. "It's not austerity. Or is it? Assessing the effect of austerity on growth in the European Union, 2010-15," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 196-212.
- Mr. Keith Kuester & Mr. Gernot J. Mueller & Giancarlo Corsetti & Mr. Andre Meier, 2012.
"Sovereign Risk, Fiscal Policy, and Macroeconomic Stability,"
IMF Working Papers
2012/033, International Monetary Fund.
- Giancarlo Corsetti & Keith Kuester & André Meier & Gernot J. Müller, 2013. "Sovereign Risk, Fiscal Policy, and Macroeconomic Stability," Economic Journal, Royal Economic Society, vol. 0, pages 99-132, February.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith & Meier, André, 2012. "Sovereign Risk, Fiscal Policy, and Macroeconomic Stability," CEPR Discussion Papers 8779, C.E.P.R. Discussion Papers.
- Timothy S. Hills & Taisuke Nakata, 2018.
"Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 155-172, February.
- Timothy S. Hills & Taisuke Nakata, 2014. "Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia," Finance and Economics Discussion Series 2014-107, Board of Governors of the Federal Reserve System (U.S.).
- James Cloyne & Nicholas Dimsdale & Natacha Postel-Vinay, 2018.
"Taxes and Growth: New Narrative Evidence from Interwar Britain,"
NBER Working Papers
24659, National Bureau of Economic Research, Inc.
- Postel-Vinay, Natacha & Cloyne, James & Dimsdale, Nicholas, 2018. "Taxes and Growth: New Narrative Evidence from Interwar Britain," CEPR Discussion Papers 12962, C.E.P.R. Discussion Papers.
- Jan in 't Veld, 2013. "Fiscal consolidations and spillovers in the Euro area periphery and core," European Economy - Economic Papers 2008 - 2015 506, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Javier Andres & Oscar Arce & Dominik Thaler & Carlos Thomas, 2020.
"When Fiscal Consolidation Meets Private Deleveraging,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 214-233, July.
- Javier Andres & Oscar Arce & Dominik Thaler & Carlos Thomas, 2020. "Online Appendix to "When Fiscal Consolidation Meets Private Deleveraging"," Online Appendices 18-471, Review of Economic Dynamics.
- Javier Andres & Oscar Arce & Dominik Thaler & Carlos Thomas, 2020. "Code and data files for "When Fiscal Consolidation Meets Private Deleveraging"," Computer Codes 18-471, Review of Economic Dynamics.
- Javier Andrés & Óscar Arce & Carlos Thomas, 2016. "When fiscal consolidation meets private deleveraging," Working Papers 1622, Banco de España.
- James Cloyne & Òscar Jordà & Alan M. Taylor, 2020.
"Decomposing the Fiscal Multiplier,"
Working Paper Series
2020-12, Federal Reserve Bank of San Francisco.
- James S. Cloyne & Òscar Jordà & Alan M. Taylor, 2020. "Decomposing the Fiscal Multiplier," NBER Working Papers 26939, National Bureau of Economic Research, Inc.
- Taylor, Alan M. & Cloyne, James & Jordà , Òscar, 2020. "Decomposing the Fiscal Multiplier," CEPR Discussion Papers 14544, C.E.P.R. Discussion Papers.
- Mirdala, Rajmund & Kameník, Martin, 2017. "Effects of Fiscal Policy Shocks in CE3 Countries (TVAR Approach)," MPRA Paper 79918, University Library of Munich, Germany.
- Bjørnskov, Christian, 2016.
"Economic freedom and economic crises,"
European Journal of Political Economy, Elsevier, vol. 45(S), pages 11-23.
- Bjørnskov, Christian, 2015. "Economic Freedom and Economic Crisis," Working Paper Series 1056, Research Institute of Industrial Economics.
- Eric Mayer & Sebastian Rüth & Johann Scharler, 2012.
"Government debt, inflation dynamics and the transmission of fiscal policy shocks,"
Working Papers
2012-05, Faculty of Economics and Statistics, Universität Innsbruck.
- Mayer, Eric & Rüth, Sebastian & Scharler, Johann, 2012. "Government debt, inflation dynamics and the transmission of fiscal policy shocks," W.E.P. - Würzburg Economic Papers 87, University of Würzburg, Department of Economics.
- Mayer, Eric & Rüth, Sebastian & Scharler, Johann, 2013. "Government debt, inflation dynamics and the transmission of fiscal policy shocks," Economic Modelling, Elsevier, vol. 33(C), pages 762-771.
- Matteo Fragetta & Roberto Tamborini, 2017. "It’s not austerity. Or is it? Assessing the effect of austerity on growth in Europe, 2010-15," DEM Working Papers 2017/10, Department of Economics and Management.
- Cyntia Freitas Azevedo, 2018. "Fiscal Stimulus at the Zero Lower Bound: the role of expectations and policy coordination," Working Papers Series 486, Central Bank of Brazil, Research Department.
- Simona Lorena Comi & Elena Cottini & Claudio Lucifora, 2020. "The effect of retirement on social relationships: new evidence from SHARE," DISCE - Working Papers del Dipartimento di Economia e Finanza def088, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Jianxin Wu & Yanrui Wu & Bing Wang, 2018. "Local Government Debt, Factor Misallocation and Regional Economic Performance in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 26(4), pages 82-105, July.
- Ioanna Bardaka & Ioannis Bournakis & Georgia Kaplanoglou, 2018.
"Total factor productivity (TFP) and fiscal consolidation: how harmful is austerity?,"
Working Papers
255, Bank of Greece.
- Bardaka, Ioanna & Bournakis, Ioannis & Kaplanoglou, Georgia, 2020. "Total factor productivity (TFP) and fiscal consolidation: How harmful is austerity?," MPRA Paper 98880, University Library of Munich, Germany.
- Bardaka, Ioanna & Bournakis, Ioannis & Kaplanoglou, Georgia, 2021. "Total factor productivity (TFP) and fiscal consolidation: How harmful is austerity?," Economic Modelling, Elsevier, vol. 94(C), pages 908-922.
- Cimadomo, Jacopo & Hauptmeier, Sebastian & Sola, Sergio, 2011.
"Identifying the effects of government spending shocks with and without expected reversal: an approach based on U.S. real-time data,"
Working Paper Series
1361, European Central Bank.
- Jacopo Cimadomo & Sebastian Hauptmeier & Sergio Sola, 2011. "Identifying the Effects of Government Spending Shocks with and without Expected Reversal: an Approach Based on U.S. Real-Time Data," IHEID Working Papers 12-2011, Economics Section, The Graduate Institute of International Studies.
- Torój, Andrzej & Bednarek, Elżbieta & Bęza-Bojanowska, Joanna & Osińska, Joanna & Waćko, Katarzyna & Witkowski, Dariusz, 2012. "EMU: the (post-)crisis perspective. Literature survey and implications for the euro-candidates," MF Working Papers 12, Ministry of Finance in Poland, revised 06 Mar 2012.
- Gomez-Gonzalez, Jose E. & Valencia, Oscar M. & Sánchez, Gustavo A., 2022. "How fiscal rules can reduce sovereign debt default risk," Emerging Markets Review, Elsevier, vol. 50(C).
- M. Nautet & L. Van Meensel, 2011. "Economic impact of the public debt," Economic Review, National Bank of Belgium, issue ii, pages 7-19, September.
- Dupor, Bill & Li, Jingchao & Li, Rong, 2019. "Sticky wages, private consumption, and Fiscal multipliers," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Gabriela Castro & José R. Maria & Vanda Almeida, 2011.
"Fiscal Consolidation in a Small Euro Area Economy,"
Working Papers
w201105, Banco de Portugal, Economics and Research Department.
- Vanda Almeida & Gabriela Castro & Ricardo Mourinho Félix & José R. Maria, 2013. "Fiscal Consolidation in a Small Euro-Area Economy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(4), pages 1-38, December.
- Wu, Yanrui, 2014. "Local government debt and economic growth in China," BOFIT Discussion Papers 20/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Andrea Boitani & Salvatore Perdichizzi, 2018. "Public Expenditure Multipliers in recessions. Evidence from the Eurozone," DISCE - Working Papers del Dipartimento di Economia e Finanza def068, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Javier Andrés & José E. Boscá & Javier Ferri, 2016.
"Instruments, rules, and household debt: the effects of fiscal policy,"
Oxford Economic Papers, Oxford University Press, vol. 68(2), pages 419-443.
- Javier Andrés & José E.Boscá & Javier Ferri, 2015. "Instruments, rules and household debt: The effects of fiscal policy," Working Papers 2015-05, FEDEA.
- Javier Andrés & J.E. Boscá & Javier Ferri, 2014. "Instruments, rules and household debt: the effects of fiscal policy," Working Papers 1401, International Economics Institute, University of Valencia.
- Henning Bohn, 2010.
"The Economic Consequences of Rising U.S. Government Debt: Privileges at Risk,"
CESifo Working Paper Series
3079, CESifo.
- Bohn, Henning, 2010. "The Economic Consequences of Rising U.S. Government Debt: Privileges at Risk," University of California at Santa Barbara, Economics Working Paper Series qt7kz6v3zs, Department of Economics, UC Santa Barbara.
- Henning Bohn, 2011. "The Economic Consequences of Rising U.S. Government Debt: Privileges at Risk," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 67(3), pages 282-302, September.
- Rossana MEROLA, 2012. "Monetary policy and fiscal stimulus with the zero lower bound and financial frictions," LIDAM Discussion Papers IRES 2012024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Rozina Shaheen & Paul Turner, 2020. "Fiscal multipliers and the level of economic activity: a structural threshold VAR model for the UK," Applied Economics, Taylor & Francis Journals, vol. 52(17), pages 1857-1865, April.
- Salvador Barrios & Sven Langedijk & Lucio Pench, 2010. "EU fiscal consolidation after the financial crisis. Lessons from past experiences," European Economy - Economic Papers 2008 - 2015 418, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Borsi, Mihály Tamás, 2018.
"Fiscal multipliers across the credit cycle,"
Journal of Macroeconomics, Elsevier, vol. 56(C), pages 135-151.
- Mihály Tamás Borsi, 2016. "Fiscal multipliers across the credit cycle," Working Papers 1618, Banco de España.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2013.
"Floats, Pegs and the Transmission of Fiscal Policy,"
Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Jordi Galí (ed.),Fiscal Policy and Macroeconomic Performance, edition 1, volume 17, chapter 7, pages 235-281,
Central Bank of Chile.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith, 2011. "Floats, pegs and the transmission of fiscal policy," CEPR Discussion Papers 8180, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, Pegs and the Transmission of Fiscal Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(2), pages 5-38, August.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, Pegs and the Transmission of Fiscal Policy," Working Papers Central Bank of Chile 608, Central Bank of Chile.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, pegs and the transmission of fiscal policy," Working Papers 11-9, Federal Reserve Bank of Philadelphia.
- J. A. Carrillo & C. Poilly, 2012.
"How do financial frictions affect the spending multiplier during a liquidity trap?,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
12/779, Ghent University, Faculty of Economics and Business Administration.
- Julio Carrillo & Celine Poilly, 2013. "How do financial frictions affect the spending multiplier during a liquidity trap?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(2), pages 296-311, April.
- Julio Carrillo & Celine Poilly, 2013. "Online Appendix to "How do financial frictions affect the spending multiplier during a liquidity trap?"," Online Appendices 12-54, Review of Economic Dynamics.
- António Afonso & João Tovar Jalles, 2011.
"Growth and Productivity: the role of Government Debt,"
Working Papers Department of Economics
2011/13, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Afonso, António & Jalles, João Tovar, 2013. "Growth and productivity: The role of government debt," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 384-407.
- Erceg, Christopher J. & Lindé, Jesper, 2013.
"Fiscal consolidation in a currency union: Spending cuts vs. tax hikes,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 422-445.
- Linde, Jesper & Erceg, Christopher, 2012. "Fiscal Consolidation in a Currency Union: Spending Cuts vs. Tax Hikes," CEPR Discussion Papers 9155, C.E.P.R. Discussion Papers.
- Christopher J. Erceg & Jesper Lindé, 2012. "Fiscal consolidation in a currency union: spending cuts vs. tax hikes," International Finance Discussion Papers 1063, Board of Governors of the Federal Reserve System (U.S.).
- Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Truger, Achim & Wieland, Volker, 2019. "Den Strukturwandel meistern. Jahresgutachten 2019/20 [Dealing with Structural Change. Annual Report 2019/20]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201920.
- Alexander W. Richter, 2013.
"The Fiscal Limit and Non-Ricardian Consumers,"
Auburn Economics Working Paper Series
auwp2013-19, Department of Economics, Auburn University.
- Richter, Alexander W., 2015. "Finite lifetimes, long-term debt and the fiscal limit," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 180-203.
- Reicher, Christopher Phillip, 2012. "An estimated fiscal Taylor Rule for the postwar United States," Economics Letters, Elsevier, vol. 114(3), pages 319-321.
- Charl Jooste & Marina Marinkov, 2012. "South Africa'S Transition To A Consolidated Budget," South African Journal of Economics, Economic Society of South Africa, vol. 80(2), pages 181-199, June.
- Bletzinger, Tilman & Lalik, Magdalena, 2017. "The impact of constrained monetary policy on fiscal multipliers on output and inflation," Working Paper Series 2019, European Central Bank.
- Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2019. "Fiscal Policy Multipliers In An Rbc Model With Learning," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 240-283, January.
- Manel Antelo & David Peón, 2014. "Fiscal consolidation and the sustainability of public debt in the GIPSI countries," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 37(103), pages 52-71, Abril.
- Yasuharu Iwata, 2011. "The Government Spending Multiplier and Fiscal Financing: Insights from Japan," International Finance, Wiley Blackwell, vol. 14(2), pages 231-264, June.
- Born, Benjamin & Müller, Gernot & Pfeifer, Johannes, 2014.
"Does austerity pay off?,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100301, Verein für Socialpolitik / German Economic Association.
- Müller, Gernot & Pfeifer, Johannes & Born, Benjamin, 2015. "Does austerity pay off?," CEPR Discussion Papers 10425, C.E.P.R. Discussion Papers.
- Born, Benjamin & Müller, Gernot J. & Pfeifer, Johannes, 2015. "Does austerity pay off?," SAFE Working Paper Series 77, Leibniz Institute for Financial Research SAFE, revised 2015.
- Benjamin Born & Gernot J. Müller & Johannes Pfeifer, 2020. "Does Austerity Pay Off?," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 323-338, May.
- Bill Dupor & Jingchao Li & Rong Li, 2017. "Sticky Wages, Monetary Policy and Fiscal Policy Multipliers," Working Papers 2017-7, Federal Reserve Bank of St. Louis.
- Menzie Chinn, 2013. "fiscal multipliers," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.
- Giancarlo Corsetti & Michael P. Devereux & Luigi Guiso & John Hassler & Gilles Saint-Paul & Hans-Werner Sinn & Jan-Egbert Sturm & Xavier Vives, 2010. "Chapter 3: From Fiscal Rescue to Global Debt," EEAG Report on the European Economy, CESifo, vol. 0, pages 71-100, February.
- Giancarlo Corsetti & Gernot J. Müller, 2011.
"Multilateral Economic Cooperation and the International Transmission of Fiscal Policy,"
NBER Working Papers
17708, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Gernot J. Müller, 2013. "Multilateral Economic Cooperation and the International Transmission of Fiscal Policy," NBER Chapters, in: Globalization in an Age of Crisis: Multilateral Economic Cooperation in the Twenty-First Century, pages 257-297, National Bureau of Economic Research, Inc.
- Corsetti, Giancarlo & Müller, Gernot, 2012. "Multilateral economic cooperation and the international transmission of fiscal policy," CEPR Discussion Papers 8748, C.E.P.R. Discussion Papers.
- Andrea Boitani & Salvatore Perdichizzi & Chiara Punzo, 2020.
"Nonlinearities and expenditure multipliers in the Eurozone,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def089, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Andrea Boitani & Salvatore Perdichizzi & Chiara Punzo, 2022. "Nonlinearities and expenditure multipliers in the Eurozone [Tales of fiscal adjustment]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 31(2), pages 552-575.
- Mirdala, Rajmund, 2016.
"Effects of Fiscal Policy Shocks in the Euro Area (Lessons Learned from Fiscal Consolidation),"
MPRA Paper
79920, University Library of Munich, Germany.
- Rajmund MIRDALA, 2016. "Effects of Fiscal Policy Shocks in the Euro Area Lessons Learned from Fiscal Consolidation," Journal of Advanced Research in Law and Economics, ASERS Publishing, vol. 7(8), pages 2236-2276.
- Francesco Caprioli & Sandro Momigliano, 2011. "The effects of fiscal shocks with debt-stabilizing budgetary policies in Italy," Temi di discussione (Economic working papers) 839, Bank of Italy, Economic Research and International Relations Area.
- Iwata, Yasuharu, 2013. "Two fiscal policy puzzles revisited: New evidence and an explanation," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 188-207.
- Enrique G. Mendoza & Vivian Z. Yue, 2011.
"A General Equilibrium Model of Sovereign Default and Business Cycles,"
NBER Working Papers
17151, National Bureau of Economic Research, Inc.
- Enrique G. Mendoza & Vivian Z. Yue, 2012. "A General Equilibrium Model of Sovereign Default and Business Cycles," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 127(2), pages 889-946.
- Miss Zhanwei Z. Yue & Mr. Enrique G. Mendoza, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," IMF Working Papers 2011/166, International Monetary Fund.
- 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.
- Jan in 't Veld & Werner Roeger, 2012. "Evaluating the Macroeconomic Effects of Government Support Measures to Financial Institutions in the EU," European Economy - Economic Papers 2008 - 2015 453, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Hettig, Thomas & Müller, Gernot J., 2018.
"Fiscal policy coordination in currency unions at the effective lower bound,"
Journal of International Economics, Elsevier, vol. 115(C), pages 80-98.
- Müller, Gernot, 2017. "Fiscal policy coordination in currency unions at the effective lower bound," CEPR Discussion Papers 11780, C.E.P.R. Discussion Papers.
- Bi, Huixin & Shen, Wenyi & Yang, Shu-Chun S., 2016.
"Debt-dependent effects of fiscal expansions,"
European Economic Review, Elsevier, vol. 88(C), pages 142-157.
- Huixin Bi & Wenyi Shen & Shu-Chun Yang, 2016. "Debt-dependent effects of fiscal expansions," Research Working Paper RWP 16-4, Federal Reserve Bank of Kansas City.
- Mestre, Ricardo & Sousa, João & Jacquinot, Pascal & Gomes, Sandra, 2010.
"Global policy at the zero lower bound in a large-scale DSGE model,"
Working Paper Series
1254, European Central Bank.
- Sandra Gomes & P. Jacquinot, 2010. "Global policy at the Zero Lower Bound in a large-scale DSGE model," Working Papers w201018, Banco de Portugal, Economics and Research Department.
- Gomes, S. & Jacquinot, P. & Mestre, R. & Sousa, J., 2015. "Global policy at the zero lower bound in a large-scale DSGE model," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 134-153.
- Rajmund Mirdala, 2013. "Lessons Learned from Tax vs. Expenditure Based Fiscal Consolidation in the European Transition Economies," William Davidson Institute Working Papers Series wp1058, William Davidson Institute at the University of Michigan.
- Andrew Hughes Hallett, 2012. "Alberto Alesina: The Science of Using Political Economy Concepts to Explain the Macroeconomic Landscape," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 40(4), pages 351-365, December.
- Roberto Tamborini, 2012. "Market opinions, fundamentals and the euro-sovereign debt crisis," Department of Economics Working Papers 1210, Department of Economics, University of Trento, Italia.
- Tapsoba, Sampawende J.-A., 2014. "Options and strategies for fiscal consolidation in India," Economic Modelling, Elsevier, vol. 43(C), pages 225-237.
- Eddie Gerba & Klemens Hauzenberger, 2013. "Estimating US Fiscal and Monetary Interactions in a Time Varying VAR," Studies in Economics 1303, School of Economics, University of Kent.
- Coccia, Mario, 2017. "Asymmetric paths of public debts and of general government deficits across countries within and outside the European monetary unification and economic policy of debt dissolution," The Journal of Economic Asymmetries, Elsevier, vol. 15(C), pages 17-31.
- Mirdala, Rajmund, 2013. "Lessons Learned from Tax versus Expenditure Based Fiscal Consolidation in the European Transition Economies," MPRA Paper 46792, University Library of Munich, Germany.
- Papageorgiou, Dimitris, 2012. "Fiscal policy reforms in general equilibrium: The case of Greece," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 504-522.
- Merola, Rossana, 2010. "Financial frictions and the zero lower bound on interest rates: a DSGE analysis," MPRA Paper 29365, University Library of Munich, Germany.
- Olgica Glavaški & Emilija Beker Pucar, 2021. "Heterogeneity of fiscal adjustments in EU economies in the pre- and post-crisis periods: common correlated effects approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(1), pages 191-226, March.
- Salvador Barrios & Jonathan Pycroft & Bert Saveyn, 2013. "The marginal cost of public funds in the EU: the case of labour versus green taxes," Taxation Papers 35, Directorate General Taxation and Customs Union, European Commission.
- Gianluca Cafiso & Roberto Cellini, 2012. "Evidence on Fiscal Consolidations and the Evolution of Public Debt in Europe," CESifo Working Paper Series 4027, CESifo.
- Mayer, Eric & Stähler, Nikolai, 2009.
"The debt brake: business cycle and welfare consequences of Germany's new fiscal policy rule,"
Discussion Paper Series 1: Economic Studies
2009,24, Deutsche Bundesbank.
- Eric Mayer & Nikolai Stähler, 2013. "The debt brake: business cycle and welfare consequences of Germany’s new fiscal policy rule," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 40(1), pages 39-74, February.
- Keith Kuester, 2011. "The effectiveness of government spending in deep recessions: a New Keynesian perspective," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 14-20.
- Ms. Wenyi Shen & Ms. Susan S. Yang & Luis-Felipe Zanna, 2015.
"Government Spending Effects in Low-income Countries,"
IMF Working Papers
2015/286, International Monetary Fund.
- Shen, Wenyi & Yang, Shu-Chun S. & Zanna, Luis-Felipe, 2018. "Government spending effects in low-income countries," Journal of Development Economics, Elsevier, vol. 133(C), pages 201-219.
- 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.
- Goldberg, Andrew & Romalis, John, 2015. "Public Debt and Growth in U.S. States," Working Papers 2015-10, University of Sydney, School of Economics.
- Giuliana Passamani & Roberto Tamborini & Matteo Tomaselli, 2014. "Sustainability vs. credibility of fiscal consolidation. A Principal Components test for the Euro Zone," DEM Discussion Papers 2014/09, Department of Economics and Management.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009.
"The role of labor markets for euro area monetary policy,"
Kiel Working Papers
1513, Kiel Institute for the World Economy (IfW Kiel).
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009. "The role of labor markets for euro area monetary policy," European Economic Review, Elsevier, vol. 53(8), pages 908-936, November.
- Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2009. "The role of labor markets for euro area monetary policy," Working Paper Series 1035, European Central Bank.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2009. "The role of labor markets for Euro area monetary policy," Working Papers 09-1, Federal Reserve Bank of Philadelphia.
Cited by:
- Totzek, Alexander, 2009. "Firms' heterogeneity, endogenous entry, and exit decisions," Economics Working Papers 2009-11, Christian-Albrechts-University of Kiel, Department of Economics.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021.
"Italian Labour Frictions and Wage Rigidities in an Estimated DSGE,"
CIRANO Working Papers
2021s-33, CIRANO.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," Cahiers de recherche / Working Papers 2105, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," BEMPS - Bozen Economics & Management Paper Series BEMPS88, Faculty of Economics and Management at the Free University of Bozen.
- Günter Coenen & Juha Kilponen & Mathias Trabandt, 2010. "When does fiscal stimulus work?," Research Bulletin, European Central Bank, vol. 10, pages 6-10.
- Maarten Dossche & Andrea Gavazzi & Vivien Lewis, 2021.
"Online Appendix to "Labor Adjustment and Productivity in the OECD","
Online Appendices
20-216, Review of Economic Dynamics.
- Maarten Dossche & Andrea Gavazzi & Vivien Lewis, 2023. "Labor Adjustment and Productivity in the OECD," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 111-130, January.
- 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).
- Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan, 2011.
"Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 136-155, January.
- Federico S. Mandelman & Pau Rabanal & Juan F. Rubio-Ramirez & Diego Vilán, 2010. "Investment-specific technology shocks and international business cycles: an empirical assessment," FRB Atlanta Working Paper 2010-03, Federal Reserve Bank of Atlanta.
- Pau Rabanal & Juan Rubio-Ramirez & Diego Vilan & Federico Mandelman, 2010. "Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment," 2010 Meeting Papers 1175, Society for Economic Dynamics.
- Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan, 2010. "Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment"," Computer Codes 09-242, Review of Economic Dynamics.
- Chun-Hung Kuo & Hiroaki Miyamoto, 2016. "Unemployment and Wage Rigidity in Japan: A DSGE Model Perspective," Working Papers EMS_2016_06, Research Institute, International University of Japan.
- Abbritti, Mirko & Consolo, Agostino, 2022. "Labour market skills, endogenous productivity and business cycles," Working Paper Series 2651, European Central Bank.
- Julien Albertini & Güneş Kamber & Michael Kirker, 2011.
"An estimated small open economy model with frictional unemployment,"
Reserve Bank of New Zealand Discussion Paper Series
DP2011/04, Reserve Bank of New Zealand.
- Julien Albertini & Güneş Kamber & Michael Kirker, 2012. "Estimated Small Open Economy Model With Frictional Unemployment," Pacific Economic Review, Wiley Blackwell, vol. 17(2), pages 326-353, May.
- Julien Albertini & Güneş Kamber & Michael Kirker, 2012. "Estimated Small Open Economy Model with Frictional Unemployment," Post-Print halshs-02188600, HAL.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2019.
"The German labor market during the Great Recession: Shocks and institutions,"
Economic Modelling, Elsevier, vol. 78(C), pages 192-208.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2019. "The German labor market during the Great Recession: Shocks and institutions," Open Access Publications from Kiel Institute for the World Economy 266168, Kiel Institute for the World Economy (IfW Kiel).
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2017. "The German labor market during the Great Recession: Shocks and institutions," FAU Discussion Papers in Economics 09/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2018. "The German Labor Market during the Great Recession: Shocks and Institutions," IZA Discussion Papers 11858, Institute of Labor Economics (IZA).
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021.
"Involuntary Unemployment and the Business Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Code and data files for "Involuntary Unemployment and the Business Cycle"," Computer Codes 18-447, Review of Economic Dynamics.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary unemployment and the business cycle," FRB Atlanta CQER Working Paper 2010-03, Federal Reserve Bank of Atlanta.
- Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2010. "Involuntary Unemployment and the Business Cycle," 2010 Meeting Papers 129, Society for Economic Dynamics.
- Mathias Trabandt & Karl Walentin & Lawrence Christiano, 2016. "Involuntary Unemployment and the Business Cycle," 2016 Meeting Papers 194, Society for Economic Dynamics.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Online Appendix to "Involuntary Unemployment and the Business Cycle"," Online Appendices 18-447, Review of Economic Dynamics.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary Unemployment and the Business Cycle," Working Paper Series 238, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2012.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary Unemployment and the Business Cycle," NBER Working Papers 15801, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary unemployment and the business cycle," Working Paper Series 1202, European Central Bank.
- Almut Balleer & Britta Gehrke & Wolfgang Lechthaler & Christian Merkl, 2014.
"Does Short-Time Work Save Jobs? A Business Cycle Analysis,"
CESifo Working Paper Series
4640, CESifo.
- Merkl, Christian & Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang, 2013. "Does Short-Time Work Save Jobs? A Business Cycle Analysis," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79718, Verein für Socialpolitik / German Economic Association.
- Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2013. "Does Short-Time Work Save Jobs? A Business Cycle Analysis," IZA Discussion Papers 7475, Institute of Labor Economics (IZA).
- Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2016. "Does short-time work save jobs? A business cycle analysis," European Economic Review, Elsevier, vol. 84(C), pages 99-122.
- Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2013. "Does short-time work save jobs? A business cycle analysis," Kiel Working Papers 1832, Kiel Institute for the World Economy (IfW Kiel).
- Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013.
"Risk, uncertainty and monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
- Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
- Lo Duca, Marco & Hoerova, Marie & Bekaert, Geert, 2013. "Risk, uncertainty and monetary policy," Working Paper Series 1565, European Central Bank.
- Bekaert, Geert & Lo Duca, Marco & Hoerova, Marie, 2010. "Risk, Uncertainty and Monetary Policy," CEPR Discussion Papers 8154, C.E.P.R. Discussion Papers.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2010. "Risk, Uncertainty and Monetary Policy," NBER Working Papers 16397, National Bureau of Economic Research, Inc.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2012. "Risk, uncertainty and monetary policy," Working Paper Research 229, National Bank of Belgium.
- Abbritti, Mirko & Mueller, Andreas I., 2012.
"Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials,"
IZA Discussion Papers
6488, Institute of Labor Economics (IZA).
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Christian R. Proaño, 2011.
"Gradual wage-price adjustments, labor market frictions and monetary policy rules,"
Working Papers
1112, New School for Social Research, Department of Economics.
- Proaño, Christian R., 2012. "Gradual wage-price adjustments, labor market frictions and monetary policy rules," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 220-235.
- Christian Proaño Acosta, 2007. "Gradual Wage-Price Adjustments, Labour Market Frictions and Monetary Policy Rules," IMK Working Paper 09-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Matteo Cacciatore & Giuseppe Fiori, 2015.
"Online Appendix to "The Macroeconomic Effects of Goods and Labor Marlet Deregulation","
Online Appendices
14-313, Review of Economic Dynamics.
- Matteo Cacciatore & Giuseppe Fiori, 2016. "The Macroeconomic Effects of Goods and Labor Marlet Deregulation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 1-24, April.
- Givens, Gregory E., 2011.
"Unemployment insurance in a sticky-price model with worker moral hazard,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1192-1214, August.
- Gregory Erin Givens, 2008. "Unemployment Insurance in a Sticky-Price Model with Worker Moral Hazard," Working Papers 200807, Middle Tennessee State University, Department of Economics and Finance.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, "undated".
"Labor market imperfections, real wage rigidities and financial shocks,"
Working Papers
80/11, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF.
- Long Xin & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0071, Department of Communication, University of Teramo.
- Acocella Nicola & Bisio Laura & Di Bartolomeo Giovanni & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0070, Department of Communication, University of Teramo.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, 2012. "Labor Market Imperfections, Real Wage Rigidities and Financial Shocks," DEGIT Conference Papers c017_026, DEGIT, Dynamics, Economic Growth, and International Trade.
- Faia, Ester & Lechthaler, Wolfgang & Merkl, Christian, 2013. "Fiscal stimulus and labor market policies in Europe," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 483-499.
- Stähler, Nikolai & Thomas, Carlos, 2012.
"FiMod — A DSGE model for fiscal policy simulations,"
Economic Modelling, Elsevier, vol. 29(2), pages 239-261.
- Stähler, Nikolai & Thomas, Carlos, 2011. "FiMod - a DSGE model for fiscal policy simulations," Discussion Paper Series 1: Economic Studies 2011,06, Deutsche Bundesbank.
- Nikolai Stähler & Carlos Thomas, 2011. "FiMod - a DSGE model for fiscal policy simulations," Working Papers 1110, Banco de España.
- Hertweck, Matthias S. & Lewis, Vivien & Villa, Stefania, 2019.
"Going the extra mile: Effort by workers and job-seekers,"
Discussion Papers
29/2019, Deutsche Bundesbank.
- Matthias S. Hertweck & Vivien Lewis & Stefania Villa, 2021. "Going the Extra Mile: Effort by Workers and Job‐Seekers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 2099-2127, December.
- Matthias S. Hertweck & Vivien Lewis & Stefania Villa, 2020. "Going the Extra Mile: Effort by Workers and Job-Seekers," Temi di discussione (Economic working papers) 1277, Bank of Italy, Economic Research and International Relations Area.
- Nikolas Kontogiannis, 2015. "Optimal monetary policy in a currency union with labour market heterogeneity," Working Papers 2015.04, International Network for Economic Research - INFER.
- Jung, Philip & Kuester, Keith, 2011. "The (un)importance of unemployment fluctuations for the welfare cost of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1744-1768, October.
- Stefano Fasani, 2017.
"Long-run Unemployment and Macroeconomic Volatility,"
CEIS Research Paper
408, Tor Vergata University, CEIS, revised 10 Jul 2017.
- Stefano, Fasani, 2016. "Long-run Unemployment and Macroeconomic Volatility," Working Papers 352, University of Milano-Bicocca, Department of Economics, revised 18 Oct 2016.
- Kremer, Jana & Stähler, Nikolai, 2013.
"Structural and cyclical effects of tax progression,"
Discussion Papers
15/2013, Deutsche Bundesbank.
- Jana Kremer & Nikolai Stähler, 2013. "Structural and Cyclical Effects of Tax Progression," IAAEU Discussion Papers 201305, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
- Jana Kremer & Nikolai Stähler, 2016. "Structural and Cyclical Effects of Tax Progression," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 72(1), pages 41-73, March.
- Stéphane Auray & Aurélien Eyquem, 2022.
"Optimal Unemployment Insurance in a THANK Model,"
Working Papers
hal-03652789, HAL.
- Stéphane Auray & Aurélien Eyquem, 2022. "Optimal Unemployment Insurance in a THANK Model," SciencePo Working papers Main hal-03652789, HAL.
- J.M.C. Santos Silva & Silvana Tenreyro, 2010.
"Currency Unions in Prospect and Retrospect,"
Annual Review of Economics, Annual Reviews, vol. 2(1), pages 51-74, September.
- Silva, J.M.C. Santos & Tenreyro, Silvana, 2010. "Currency unions in prospect and retrospect," LSE Research Online Documents on Economics 28738, London School of Economics and Political Science, LSE Library.
- Santos Silva, J.M.C & Tenreyro, Silvana, 2010. "Currency Unions in Prospect and Retrospect," CEPR Discussion Papers 7824, C.E.P.R. Discussion Papers.
- J. M. C. Santos Silva & Silvana Tenreyro, 2010. "Currency Unions in Prospect and Retrospect," CEP Discussion Papers dp0986, Centre for Economic Performance, LSE.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2016.
"German labor market and fiscal reforms 1999–2008: Can they be blamed for intra-euro area imbalances?,"
Journal of Macroeconomics, Elsevier, vol. 50(C), pages 307-324.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2014. "German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-Euro Area imbalances?," Working Papers 05/2014, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2015. "German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-euro area imbalances?," Discussion Papers 29/2015, Deutsche Bundesbank.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2015. "German Labor Market and Fiscal Reforms 1999 to 2008: Can They be Blamed for Intra-Euro Area Imbalances?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112960, Verein für Socialpolitik / German Economic Association.
- Abbritti, Mirko & Weber, Sebastian, 2010. "Labor market institutions and the business cycle - unemployment rigidities vs. real wage rigidities," Working Paper Series 1183, European Central Bank.
- Orphanides, Athanasios & Wieland, Volker, 2012.
"Complexity and monetary policy,"
CFS Working Paper Series
2012/11, Center for Financial Studies (CFS).
- Athanasios Orphanides & Volker Wieland, 2013. "Complexity and Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 167-204, January.
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and Monetary Policy," CEPR Discussion Papers 9107, C.E.P.R. Discussion Papers.
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and monetary policy," IMFS Working Paper Series 57, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Aurélien Eyquem, 2020.
"The Macroeconomic Effects of Lockdown policies,"
Post-Print
halshs-02910895, HAL.
- Stéphane Auray & Aurélien Eyquem, 2020. "The macroeconomic effects of lockdown policies," Sciences Po publications info:hdl:2441/5e33qpbdeh9, Sciences Po.
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects Of Lockdown Policies," SciencePo Working papers Main hal-03389198, HAL.
- Auray, Stéphane & Eyquem, Aurélien, 2020. "The macroeconomic effects of lockdown policies," Journal of Public Economics, Elsevier, vol. 190(C).
- Stéphane Auray & Aurélien Eyquem, 2020. "The macroeconomic effects of lockdown policies," Post-Print halshs-03031554, HAL.
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects of Lockdown Policies," Documents de Travail de l'OFCE 2020-10, Observatoire Francais des Conjonctures Economiques (OFCE).
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects Of Lockdown Policies," Sciences Po publications 10/2020, Sciences Po.
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects Of Lockdown Policies," Working Papers hal-03389198, HAL.
- Aurélien Eyquem, 2020. "The Macroeconomic Effects of Lockdown policies," Post-Print halshs-02910892, HAL.
- Elton Beqiraj & Massimiliano Tancioni, 2014. "Evaluating Labor Market Targeted Fiscal Policies inHigh Unemployment EZ Countries," Working Papers in Public Economics 165, University of Rome La Sapienza, Department of Economics and Law.
- Baumann, Alexendra & Wohlrabe, Klaus, 2019. "Publikationen von Wirtschaftsforschungsinstituten im deutschsprachigen Raum - Eine bibliometrische Analyse [Publications of Economic Research Insitutes in the German Speaking Area - A bibliometric ," MPRA Paper 92240, University Library of Munich, Germany.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010.
"DSGE models for monetary policy analysis,"
FRB Atlanta CQER Working Paper
2010-02, Federal Reserve Bank of Atlanta.
- Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2010. "DSGE Models for Monetary Policy Analysis," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 7, pages 285-367, Elsevier.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE Models for Monetary Policy Analysis," NBER Working Papers 16074, National Bureau of Economic Research, Inc.
- Wesselbaum, Dennis, 2011.
"Sector-specific productivity shocks in a matching model,"
Economic Modelling, Elsevier, vol. 28(6), pages 2674-2682.
- Wesselbaum, Dennis, 2010. "Sector-specific productivity shocks in a matching model," Kiel Working Papers 1585, Kiel Institute for the World Economy (IfW Kiel).
- Wesselbaum, Dennis, 2010. "Sector-specific productivity shocks in a matching model," Kiel Working Papers 1585 [rev.], Kiel Institute for the World Economy (IfW Kiel).
- Charpe, Matthieu & Kühn, Stefan, 2012.
"Bargaining, Aggregate Demand and Employment,"
MPRA Paper
40189, University Library of Munich, Germany.
- Charpe, Matthieu & Kühn, Stefan, 2012. "Bargaining, Aggregate Demand and Employment," Dynare Working Papers 13, CEPREMAP.
- Giuseppe Ciccarone & Francesco Giuli & Danilo Liberati, 2012. "The effects of monetary policy shocks in credit and labor markets with search and matching frictions," Working Papers in Public Economics 151, University of Rome La Sapienza, Department of Economics and Law.
- Obstbaum, Meri, 2011. "The role of labour markets in fiscal policy transmission," Bank of Finland Research Discussion Papers 16/2011, Bank of Finland.
- Francesco Furlanetto & Nicolas Groshenny, 2015.
"Mismatch Shocks and Unemployment During the Great Recession,"
School of Economics and Public Policy Working Papers
2015-14, University of Adelaide, School of Economics and Public Policy.
- Francesco Furlanetto & Nicolas Groshenny, 2013. "Mismatch shocks and unemployment during the Great Recession," Working Paper 2013/16, Norges Bank.
- Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Post-Print hal-04204699, HAL.
- Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics and Public Policy Working Papers 2014-07, University of Adelaide, School of Economics and Public Policy.
- Francesco Furlanetto & Nicolas Groshenny, 2015. "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers 2015-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers 2014-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1197-1214, November.
- Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2019.
"Fiscal devaluation and labour market frictions in a monetary union,"
Temi di discussione (Economic working papers)
1241, Bank of Italy, Economic Research and International Relations Area.
- Burlon, L. & Notarpietro, A. & Pisani, M., 2021. "Fiscal devaluation and labor market frictions in a monetary union," Economic Modelling, Elsevier, vol. 97(C), pages 135-156.
- Ma�gorzata Skibi�ska, 2015. "Impact of labour market shocks on business cycle fluctuations in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 46(1), pages 1-40.
- Wieland, Volker & Cwik, Tobias & Wolters, Maik & Müller, Gernot & Schmidt, Sebastian, 2012.
"A New Comparative Approach to Macroeconomic Modeling and Policy Analysis,"
CEPR Discussion Papers
8814, C.E.P.R. Discussion Papers.
- Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik Hendrik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," IMFS Working Paper Series 49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Ignaszak, Marek & Jung, Philip & Kuester, Keith, 2020.
"Federal Unemployment Reinsurance and Local Labor-Market Policies,"
IZA Discussion Papers
13886, Institute of Labor Economics (IZA).
- Kuester, Keith & Jung, Philip & Ignaszak, Marek, 2020. "Federal unemployment reinsurance and local labor-market policies," CEPR Discussion Papers 15465, C.E.P.R. Discussion Papers.
- Marek Ignaszak & Philip Jung & Keith Kuester, 2020. "Federal unemployment reinsurance and local labor-market policies," ECONtribute Discussion Papers Series 040, University of Bonn and University of Cologne, Germany.
- Tim Schwarzmüller & Nikolai Stähler, 2013.
"Reforming the labor market and improving competitiveness: an analysis for Spain using FiMod,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(4), pages 437-471, November.
- Schwarzmüller, Tim & Stähler, Nikolai, 2011. "Reforming the labor market and improving competitiveness: An analysis for Spain using FiMod," Discussion Paper Series 1: Economic Studies 2011,28, Deutsche Bundesbank.
- Faccini, Renato & Millard, Stephen & Zanetti, Francesco, 2011. "Wage rigidities in an estimated DSGE model of the UK labour market," Bank of England working papers 408, Bank of England.
- Francesco Furlanett & Nicolas Groshenny, 2012.
"Matching efficiency and business cycle fluctuations,"
Reserve Bank of New Zealand Discussion Paper Series
DP2012/06, Reserve Bank of New Zealand.
- Francesco Furlanetto & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," CAMA Working Papers 2012-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Furlanetto & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," Working Paper 2012/07, Norges Bank.
- Raymond Hawkins & Jeffrey Speakes & Dan Hamilton, 2015. "Monetary policy and PID control," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 183-197, April.
- Kai Christoffel & James Costain & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009.
"Inflation dynamics with labour market matching: assessing alternative specifications,"
Working Papers
09-6, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Working Paper Series 1053, European Central Bank.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching: assessing alternative specifcations," BCL working papers 38, Central Bank of Luxembourg.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching : assessing alternative specifications," Working Paper Research 164, National Bank of Belgium.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Bank of England working papers 375, Bank of England.
- Cacciatore, Matteo, 2014.
"International trade and macroeconomic dynamics with labor market frictions,"
Journal of International Economics, Elsevier, vol. 93(1), pages 17-30.
- Matteo Cacciatore, 2012. "International Trade and Macroeconomic Dynamics with Labor Market Frictions," 2012 Meeting Papers 875, Society for Economic Dynamics.
- Dossche, Maarten & Lewis, Vivien & Poilly, Céline, 2019.
"Employment, hours and the welfare effects of intra-firm bargaining,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 67-84.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2019. "Employment, hours and the welfare effects of intra-firm bargaining," Post-Print hal-01995026, HAL.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2016. "Employment, Hours and the Welfare Effects of Intra-Firm Bargaining," Working Papers halshs-01367174, HAL.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2016. "Employment, Hours and the Welfare Effects of Intra-Firm Bargaining," AMSE Working Papers 1632, Aix-Marseille School of Economics, France.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012.
"Unemployment in an Estimated New Keynesian Model,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 329-360.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Working Papers 17084, National Bureau of Economic Research, Inc.
- GalÃ, Jordi & Smets, Frank & Wouters, Rafael, 2011. "Unemployment in an Estimated New Keynesian Model," CEPR Discussion Papers 8401, C.E.P.R. Discussion Papers.
- Jordi Gali & Frank Smets & Raf Wouters, 2010. "Unemployment in an Estimated New Keynesian Model," 2010 Meeting Papers 126, Society for Economic Dynamics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," Working Papers 541, Barcelona School of Economics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an estimated new Keynesian model," Economics Working Papers 1266, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2011.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBP Working Papers 106, Narodowy Bank Polski.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 329-360, National Bureau of Economic Research, Inc.
- Rafael Wouters & Frank Smets & Jordi Gali, 2011. "Unemployment in an Estimated New Keynesian model," 2011 Meeting Papers 1451, Society for Economic Dynamics.
- Pau Rabanal & Juan F. Rubio-Ramirez & Vicente Tuesta, 2009.
"Cointegrated TFP processes and international business cycles,"
FRB Atlanta Working Paper
2009-23, Federal Reserve Bank of Atlanta.
- Vicente Tuesta & Juan F. Rubio-Ramirez & Mr. Pau Rabanal, 2009. "Cointegrated TFP Processes and International Business Cycles," IMF Working Papers 2009/212, International Monetary Fund.
- Pau Rabanal & Juan Francisco Rubio-Ramirez & Vicente Tuesta Reátegui, 2010. "Cointegrated TFP Processes and International Business Cycles," Working Papers 10-11, Duke University, Department of Economics.
- Rabanal, Pau & Rubio-Ramírez, Juan F. & Tuesta, Vicente, 2011. "Cointegrated TFP processes and international business cycles," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 156-171, March.
- Graham, James & Ozbilgin, Murat, 2021. "Age, industry, and unemployment risk during a pandemic lockdown," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Schoder, Christian, 2020. "A Keynesian Dynamic Stochastic Disequilibrium model for business cycle analysis," Economic Modelling, Elsevier, vol. 86(C), pages 117-132.
- Christian Schoder, 2017. "An estimated Dynamic Stochastic Disequilibrium model of Euro-Area unemployment," Working Papers 1725, New School for Social Research, Department of Economics.
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2009.
"They are even larger! More (on) puzzling labor market volatilities,"
IAB-Discussion Paper
200912, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2009. "They are even larger! More (on) puzzling labor market volatilities," Kiel Working Papers 1545, Kiel Institute for the World Economy (IfW Kiel).
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2009. "They Are Even Larger! More (on) Puzzling Labor Market Volatilities," IZA Discussion Papers 4403, Institute of Labor Economics (IZA).
- Obstbaum, Meri & Oinonen, Sami & Pönkä, Harri & Vanhala, Juuso & Vilmi, Lauri, 2023. "Transmission of recent shocks in a labour-DSGE model with wage rigidity," BoF Economics Review 1/2023, Bank of Finland.
- Thierry Betti & Thomas Coudert, 2022.
"How harmful are cuts in public employment and wage in times of high unemployment?,"
Post-Print
hal-03982745, HAL.
- Thierry Betti & Thomas Coudert, 2022. "How harmful are cuts in public employment and wage in times of high unemployment?," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 247-277, January.
- Thomas COUDERT & Thierry BETTI, 2016. "How harmful are cuts in public employment and wage in times of high unemployment?," Working Papers of LaRGE Research Center 2016-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2010.
"Monetary persistence and the labor market: A new perspective,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 968-983, May.
- Snower, Dennis & Merkl, Christian & Lechthaler, Wolfgang, 2010. "Monetary Persistence and the Labor Market: A New Perspective," CEPR Discussion Papers 7650, C.E.P.R. Discussion Papers.
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2008. "Monetary persistence and the labor market: A new perspective," Kiel Working Papers 1409, Kiel Institute for the World Economy (IfW Kiel).
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2008. "Monetary Persistence and the Labor Market: A New Perspective," IZA Discussion Papers 3513, Institute of Labor Economics (IZA).
- Wolfgang Lechthaler & Christian Merkl & Dennis Snower, 2010. "Monetary Persistence and the Labor Market: A New Perspective," CESifo Working Paper Series 2935, CESifo.
- Thierry Betti & Thomas Coudert, 2015.
"How can the labor market accounts for the effectiveness of fiscal policy over the business cycle?,"
Working Papers of BETA
2015-16, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Thierry BETTI & Thomas COUDERT, 2015. "How can the labor market accounts for the effectiveness of fiscal policy over the business cycle?," Working Papers of LaRGE Research Center 2015-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Momo Komatsu, 2023. "The effect of wage rigidity on the transmission of monetary policy to inequality," Economics Series Working Papers 1004, University of Oxford, Department of Economics.
- Hassan Molana & Catia Montagna & George E. Onwordi, 2021.
"De-Globalization, Welfare State Reforms and Labor Market Outcomes,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(4), pages 624-655, December.
- Hassan Molana & Catia Montagna & George E. Onwordi, 2020. "De-globalisation, welfare state reforms and labour market outcomes," Discussion Papers 2020-19, University of Nottingham, GEP.
- Ana Lamo & Frank Smets, 2010. "Wage dynamics in Europe: some new findings," Research Bulletin, European Central Bank, vol. 10, pages 2-5.
- Rahul Anand & Purva Khera, 2016. "Macroeconomic Impact of Product and Labor Market Reforms on Informality and Unemployment in India," IMF Working Papers 2016/047, International Monetary Fund.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2018.
"Labour tax reforms, cross-country coordination and the monetary policy stance in the euro area: A structural model-based approach,"
Research Technical Papers
2/RT/18, Central Bank of Ireland.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2018. "Labour tax reforms, cross-country coordination and the monetary policy stance in the euro area: a structural model-based approach," Working Paper Series 2127, European Central Bank.
- 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.
- Ciccarone, Giuseppe & Giuli, Francesco & Liberati, Danilo, 2014. "Incomplete interest rate pass-through under credit and labor market frictions," Economic Modelling, Elsevier, vol. 36(C), pages 645-657.
- Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2021.
"Striking a bargain: narrative identification of wage bargaining shocks,"
Working Paper Series
2602, European Central Bank.
- Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2022. "Striking a bargain: narrative identification of wage bargaining shocks," Research Bulletin, European Central Bank, vol. 98.
- Žymantas Budrys & Mario Porqueddu & Andrej Sokol, 2024. "Striking a Bargain: Narrative Identification of Wage Bargaining Shocks," Bank of Lithuania Working Paper Series 121, Bank of Lithuania.
- Liu, Zheng & Miao, Jianjun & Zha, Tao, 2016.
"Land prices and unemployment,"
Journal of Monetary Economics, Elsevier, vol. 80(C), pages 86-105.
- Tao Zha & Jianjun Miao & Zheng Liu, 2015. "Land Prices and Unemployment," 2015 Meeting Papers 1118, Society for Economic Dynamics.
- Zheng Liu & Jianjun Miao & Tao Zha, 2013. "Land Prices and Unemployment," Working Paper Series 2013-22, Federal Reserve Bank of San Francisco.
- Zheng Liu & Jianjun Miao & Tao Zha, 2013. "Land Prices and Unemployment," NBER Working Papers 19382, National Bureau of Economic Research, Inc.
- Zheng Liu & Jianjun Miao & Tao Zha, 2013. "Land prices and unemployment," FRB Atlanta Working Paper 2013-06, Federal Reserve Bank of Atlanta.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2020.
"Macroeconomic effects of tariffs shocks: the role of the effective lower bound and the labour market,"
Working Paper Series
2434, European Central Bank.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2020. "Macroeconomic Effects of Tariffs Shocks: The Role of the Effective Lower Bound and the Labour Market," Research Technical Papers 04/RT/20, Central Bank of Ireland.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2022. "Macroeconomic effects of tariffs shocks: The role of the effective lower bound and the labour market," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Schupp, Claudia & Wache, Benjamin, 2014. "Wie groß ist der Einfluss von deutschen Wirtschaftsforschungsinstituten? Ein Ranking anhand von RePEc-Daten [How large is the influence of German economic research institutes? A ranking analysis us," MPRA Paper 55519, University Library of Munich, Germany.
- Mirko Abbritti & Mr. Sebastian Weber, 2019. "Market Regulation, Cycles and Growth in a Monetary Union," IMF Working Papers 2019/123, International Monetary Fund.
- Yuelin Liu, 2014. "Endogenous Labor Force Participation, Involuntary Unemployment and Monetary Policy," Discussion Papers 2014-41, School of Economics, The University of New South Wales.
- Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Renault, Théodore, 2022. "Risk sharing and monetary policy transmission," Working Paper Series 2746, European Central Bank.
- Fahr Staphen & Abbritti Mirko, 2011.
"Macroeconomic implications of downward wage rigidities,"
wp.comunite
0088, Department of Communication, University of Teramo.
- Fahr, Stephan & Abbritti, Mirko, 2011. "Macroeconomic implications of downward wage rigidities," Working Paper Series 1321, European Central Bank.
- Nicolas Groshenny, 2009.
"Evaluating a monetary business cycle model with unemployment for the euro area,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/08, Reserve Bank of New Zealand.
- Nicolas Groshenny, 2009. "Evaluating a monetary business cycle model with unemployment for the euro area," Working Paper Research 173, National Bank of Belgium.
- Stähler, Nikolai & Moyen, Stephane & Winkler, Fabian, 2016.
"Optimal Unemployment Insurance and International Risk Sharing,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145612, Verein für Socialpolitik / German Economic Association.
- Stephane Moyen & Nikolai Stähler & Fabian Winkler, 2016. "Optimal Unemployment Insurance and International Risk Sharing," Finance and Economics Discussion Series 2016-054, Board of Governors of the Federal Reserve System (U.S.).
- Moyen, Stéphane & Stähler, Nikolai & Winkler, Fabian, 2016. "Optimal unemployment insurance and international risk sharing," Discussion Papers 33/2016, Deutsche Bundesbank.
- Moyen, Stéphane & Stähler, Nikolai & Winkler, Fabian, 2019. "Optimal unemployment insurance and international risk sharing," European Economic Review, Elsevier, vol. 115(C), pages 144-171.
- Thomas, Carlos & Zanetti, Francesco, 2009.
"Labor market reform and price stability: An application to the Euro Area,"
Journal of Monetary Economics, Elsevier, vol. 56(6), pages 885-899, September.
- Carlos Thomas & Francesco Zanetti, 2008. "Labor market reform and price stability: an application to the Euro Area," Working Papers 0818, Banco de España.
- Hochmuth, Brigitte & Moyen, Stephane & Stähler, Nikolai, 2019. "Labor market reforms, precautionary savings, and global imbalances," Discussion Papers 13/2019, Deutsche Bundesbank.
- Heer, Burkhard & Scharrer, Christian, 2018.
"The age-specific burdens of short-run fluctuations in government spending,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 45-75.
- Scharrer, Christian & Heer, Burkhard, 2016. "The Burden of Unanticipated Fiscal Policy," VfS Annual Conference 2016 (Augsburg): Demographic Change 145542, Verein für Socialpolitik / German Economic Association.
- Jovanovic, Branimir & Petreski, Marjan, 2014. "Monetary policy, exchange rates and labor unions in SEE and the CIS during the financial crisis," Economic Systems, Elsevier, vol. 38(3), pages 309-332.
- Imen Ben Mohamed & Marine Salès, 2015. "Credit imperfections, labor market frictions and unemployment: a DSGE approach," Working Papers hal-01082491, HAL.
- Celso Jose Costa Junior, 2016. "Understanding DSGE models," Vernon Press Titles in Economics, Vernon Art and Science Inc, edition 1, number 70, July.
- Imen Ben Mohamed & Marine Salès, 2015.
"Credit imperfections, labor market frictions and unemployment: a DSGE approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01082491, HAL.
- Imen Ben Mohamed & Marine Salès, 2015. "Credit imperfections, labor market frictions and unemployment: a DSGE approach," Working Papers hal-01082471, HAL.
- Železník Martin, 2018. "Labour Market in the Czech Republic: Dsge Approach," Review of Economic Perspectives, Sciendo, vol. 18(3), pages 225-259, September.
- Moyen, Stéphane & Stähler, Nikolai, 2014. "Unemployment Insurance And The Business Cycle: Should Benefit Entitlement Duration React To The Cycle?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(3), pages 497-525, April.
- Ruppert, Kilian & Schön, Matthias & Stähler, Nikolai, 2021.
"Consumption taxation to finance pension payments,"
Discussion Papers
47/2021, Deutsche Bundesbank.
- Ruppert, Kilian & Schön, Matthias & Stähler, Nikolai, 2024. "Consumption taxation to finance pension payments," Economic Modelling, Elsevier, vol. 130(C).
- Munkacsi, Zsuzsa, 2015. "Fiscal austerity, unemployment and family firms," Discussion Papers 06/2015, Deutsche Bundesbank.
- Hart, Janine & Clemens, Marius, 2019. "A search and matching approach to business-cycle migration in the euro area," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203659, Verein für Socialpolitik / German Economic Association.
- Daniel Němec, 2013. "Investigating Differences Between the Czech and Slovak Labour Market Using a Small DSGE Model with Search and Matching Frictions," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 7(1), pages 021-041, March.
- Ruppert, Kilian & Stähler, Nikolai, 2022. "What drives the German current account? Household savings, capital investments and public policies," Economic Modelling, Elsevier, vol. 108(C).
- Mayer, Eric & Moyen, Stéphane & Stähler, Nikolai, 2010. "Government expenditures and unemployment: A DSGE perspective," Discussion Paper Series 1: Economic Studies 2010,18, Deutsche Bundesbank.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2017. "The German labor market in the Great Recession: Shocks and institutions," IAB-Discussion Paper 201714, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Abbritti, Mirko & Consolo, Agostino & Weber, Sebastian, 2021. "Endogenous growth, downward wage rigidity and optimal inflation," Working Paper Series 2635, European Central Bank.
- Jerome Creel & Paul Hubert & Francesco Saraceno, 2012.
"An assessment of Stability and Growth Pact Reform Proposals in a Small-Scale Macro Framework,"
Documents de Travail de l'OFCE
2012-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of stability and growth pact reform proposals in a small-scale macro framework," Sciences Po publications 2012-04, Sciences Po.
- Creel, Jérôme & Hubert, Paul & Saraceno, Francesco, 2013. "An assessment of the Stability and Growth Pact reform in a small-scale macro-framework," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1567-1580.
- Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of stability and growth pact reform proposals in a small-scale macro framework," SciencePo Working papers Main hal-01070286, HAL.
- Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of stability and growth pact reform proposals in a small-scale macro framework," Working Papers hal-01070286, HAL.
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2012.
"Sclerosis and large volatilities: Two sides of the same coin,"
Economics Letters, Elsevier, vol. 117(1), pages 106-109.
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2009. "They are even larger! More (on) puzzling labor market volatilities," Kiel Working Papers 1545, Kiel Institute for the World Economy (IfW Kiel).
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2009. "They Are Even Larger! More (on) Puzzling Labor Market Volatilities," IZA Discussion Papers 4403, Institute of Labor Economics (IZA).
- Carlsson, Mikael & Westermark, Andreas, 2012. "Labor-Market Frictions and Optimal Inflation," Working Paper Series 259, Sveriges Riksbank (Central Bank of Sweden).
- Martina Cecioni & Stefano Neri, 2011. "The monetary transmission mechanism in the euro area: has it changed and why?," Temi di discussione (Economic working papers) 808, Bank of Italy, Economic Research and International Relations Area.
- Abbritti, Mirko & Fahr, Stephan, 2013. "Downward wage rigidity and business cycle asymmetries," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 871-886.
- Ina Hajdini & Edward S. Knotek & John Leer & Mathieu Pedemonte & Robert W. Rich & Raphael Schoenle, 2022.
"Low Passthrough from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation,"
Working Papers
22-21R, Federal Reserve Bank of Cleveland, revised 27 Mar 2023.
- Schoenle, Raphael & Hajdini, Ina & Knotek, Edward & Leer, John & Pedemonte, Mathieu & Rich, Robert, 2022. "Low Passthrough from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation," CEPR Discussion Papers 17356, C.E.P.R. Discussion Papers.
- Berg, Tim Oliver, 2011.
"Technology news and the U.S. economy: Time variation and structural changes,"
MPRA Paper
35361, University Library of Munich, Germany.
- Tim Oliver Berg, 2015. "Technology News and the US Economy: Time Variation and Structural Changes," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(3), pages 227-263, July.
- Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe & Ghironi, Fabio, 2016.
"Market reforms in the time of imbalance,"
Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 69-93.
- Ghironi, Fabio & Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe, 2016. "Market Reforms in the Time of Imbalance," CEPR Discussion Papers 11247, C.E.P.R. Discussion Papers.
- Matteo Cacciatore & Romain Duval & Giuseppe Fiori & Fabio Ghironi, 2016. "Market Reforms in the Time of Imbalance," NBER Working Papers 22128, National Bureau of Economic Research, Inc.
- Idriss Fontaine, 2019. "The Conditionals Ins and Outs of French Unemployment," Post-Print hal-03665988, HAL.
- Christoph Bierbrauer, 2017. "National Fiscal Stimulus Packages And Consolidation Strategies In A Monetary Union," IEER Working Papers 110, Institute of Empirical Economic Research, Osnabrueck University.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016.
"New methods for macro-financial model comparison and policy analysis,"
IMFS Working Paper Series
107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- 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.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
- Ruppert, Kilian & Stähler, Nikolai, 2020. "Household savings, capital investments and public policies: What drives the German current account?," Discussion Papers 41/2020, Deutsche Bundesbank.
- Chassamboulli, Andri & Palivos, Theodore, 2013.
"The impact of immigration on the employment and wages of native workers,"
Journal of Macroeconomics, Elsevier, vol. 38(PA), pages 19-34.
- Andri Chassamboulli & Theodore Palivos, 2013. "The impact of immigration on the employment and wages of native workers," Working Papers 160, Bank of Greece.
- Daniel Martin & Olivier Pierrard, 2011.
"On-the-job Search and Cyclical Unemployment: Crowding Out vs. Vacancy Effects,"
BCL working papers
64, Central Bank of Luxembourg.
- Martin, Daniel & Pierrard, Olivier, 2014. "On-the-job search and cyclical unemployment: Crowding out vs. vacancy effects," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 235-250.
- Mileva, Mariya, 2013. "Optimal monetary policy in response to shifts in the beveridge curve," Kiel Working Papers 1823, Kiel Institute for the World Economy (IfW Kiel).
- Moyen, Stéphane & Stähler, Nikolai, 2009. "Unemployment insurance and the business cycle: prolong benefit entitlements in bad times?," Discussion Paper Series 1: Economic Studies 2009,30, Deutsche Bundesbank.
- Malgorzata Skibinska, 2016.
"What drives the labour wedge? A comparison between CEE countries and the Euro Area,"
EcoMod2016
9061, EcoMod.
- Skibińska, Małgorzata, 2016. "What drives the labour wedge? A comparison between CEE countries and the Euro Area," Economic Modelling, Elsevier, vol. 56(C), pages 148-161.
- 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.
- Jose Ignacio García Pérez & Victoria Osuna, 2011. "The effects of introducing a single open-ended contract in the Spanish labour market," Working Papers 11.07, Universidad Pablo de Olavide, Department of Economics.
- Emanuela Ciapanna & Sauro Mocetti & Alessandro Notarpietro, 2020. "The effects of structural reforms: Evidence from Italy," Temi di discussione (Economic working papers) 1303, Bank of Italy, Economic Research and International Relations Area.
- Lechthaler, Wolfgang & Tesfaselassie, Mewael F., 2021. "Endogenous growth, skill obsolescence and fiscal multipliers," Kiel Working Papers 2184, Kiel Institute for the World Economy (IfW Kiel).
- Costa Junior, Celso José & Sampaio, Armando Vaz, 2014. "Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy," Dynare Working Papers 36, CEPREMAP.
- Bańnkowska, Katarzyna & Borlescu, Ana Maria & Charalambakis, Evangelos & Da Silva, António Dias & Di Laurea, Davide & Dossche, Maarten & Georgarakos, Dimitris & Honkkila, Juha & Kennedy, Neale & Kenny, 2021. "ECB Consumer Expectations Survey: an overview and first evaluation," Occasional Paper Series 287, European Central Bank.
- Schmidt, Sebastian & Wieland, Volker, 2012.
"The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation,"
IMFS Working Paper Series
52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512, Elsevier.
- Dück, Alexander & Le, Anh H., 2023. "Transition risk uncertainty and robust optimal monetary policy," IMFS Working Paper Series 187, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Eric French & Elaine Kelly & Gerhard Kempkes & Nikolai Stähler, 2016. "A One‐Off Wealth Levy? Assessing the Pros and Cons and the Importance of Credibility," Fiscal Studies, Institute for Fiscal Studies, vol. 37, pages 821-849, September.
- Maarten DOSSCHE & Vivien LEWIS & Céline POILLY, 2014.
"Employment, hours and optimal monetary policy,"
Working Papers of Department of Economics, Leuven
ces14.16, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2014. "Employment, hours and optimal monetary policy," Working Paper Research 262, National Bank of Belgium.
- Dossche, Maarten & Lewis, Vivien & Poilly, Céline, 2014. "Employment, hours and optimal monetary policy," Working Paper Series 1713, European Central Bank.
- Dossche, Maarten & Lewis, Vivien & Poilly, Céline, 2015. "Employment, hours and optimal monetary policy," Discussion Papers 01/2015, Deutsche Bundesbank.
- Altavilla, Carlo & Ciccarelli, Matteo, 2010. "Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts," Economic Modelling, Elsevier, vol. 27(1), pages 237-253, January.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2023. "Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy," Cahiers de recherche / Working Papers 2302, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Dusan Stojanovic, 2023. "Quantitative Easing in the Euro Area: Implications for Income and Wealth Inequality," CERGE-EI Working Papers wp760, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Alisher Tolepbergen, 2022.
"The role of labor market structure and shocks for monetary policy in Kazakhstan,"
International Journal of Economic Policy Studies, Springer, vol. 16(1), pages 179-210, February.
- Alisher Tolepbergen, 2020. "The role of labor market structure and shocks for monetary policy in Kazakhstan," NAC Analytica Working Paper 10, NAC Analytica, Nazarbayev University, revised Jan 2021.
- Bofinger, Peter & Buch, Claudia M. & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2013. "Gegen eine rückwärtsgewandte Wirtschaftspolitik. Jahresgutachten 2013/14 [Against a backward-looking economic policy. Annual Report 2013/14]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201314.
- Marcin Kolasa & Michał Rubaszek & Małgorzata Walerych, 2019.
"Are flexible working hours helpful in stabilizing unemployment?,"
NBP Working Papers
319, Narodowy Bank Polski.
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2021. "Do flexible working hours amplify or stabilize unemployment fluctuations?," European Economic Review, Elsevier, vol. 131(C).
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2019. "Are flexible working hours helpful in stabilizing unemployment?," Bank of Finland Research Discussion Papers 24/2019, Bank of Finland.
- Thomas COUDERT, 2016. "A new insight on the inflation persistence: the role of severance pay," Working Papers of LaRGE Research Center 2016-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- 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.
- Attinasi, Maria-Grazia & Prammer, Doris & Stähler, Nikolai & Tasso, Martino & Van Parys, Stefan, 2016. "Budget-neutral labour tax wedge reductions: A simulation-based analysis for selected euro area countries," Discussion Papers 26/2016, Deutsche Bundesbank.
- Lewis, Vivien & Villa, Stefania & Wolters, Maik H., 2019. "Labor productivity, effort and the euro area business cycle," Discussion Papers 44/2019, Deutsche Bundesbank.
- Angela Capolongo & Daniel Gros, 2020. "The ECB is running out of policy space: can fiscal policy help?," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 216-220.
- Charpe, Matthieu & Kühn, Stefan, 2015. "Demand and supply effects of bargaining power shocks," Economic Modelling, Elsevier, vol. 51(C), pages 21-32.
- Baudy, Philipp & Cords, Dario, 2016. "Deregulation of temporary agency employment in a unionized economy: Does this really lead to a substitution of regular employment?," Hohenheim Discussion Papers in Business, Economics and Social Sciences 06-2016, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Malcomson, James & Mavroeidis, Sophocles, 2015.
"Bargaining and Wage Rigidity in a Matching Model for the US,"
IZA Discussion Papers
8806, Institute of Labor Economics (IZA).
- James M. Malcomson & Sophocles Mavroeidis, 2017. "Bargaining and Wage Rigidity in a Matching Model for the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 997-1017, December.
- Maria-Grazia Attinasi & Doris Prammer & Nikolai Stähler & Martino Tasso & Stefan van Parys, 2019. "Budget-Neutral Labor Tax Wedge Reductions: A Sumulation-Based Analysis for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 15(4), pages 1-54, October.
- Renato Faccini & Stephen Millard & Francesco Zanetti, 2013. "Wage Rigidities in an Estimated Dynamic, Stochastic, General Equilibrium Model of the UK Labour Market," Manchester School, University of Manchester, vol. 81, pages 66-99, September.
- Carlsson, Mikael & Westermark, Andreas, 2016. "Labor market frictions and optimal steady-state inflation," Journal of Monetary Economics, Elsevier, vol. 78(C), pages 67-79.
- Poilly, Céline & Wesselbaum, Dennis, 2014. "Evaluating labor market reforms: A normative analysis," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 156-170.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009.
"Inflation dynamics with labour market matching: assessing alternative specifications,"
Working Paper Series
1053, European Central Bank.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching: assessing alternative specifcations," BCL working papers 38, Central Bank of Luxembourg.
- Kai Christoffel & James Costain & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Working Papers 09-6, Federal Reserve Bank of Philadelphia.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching : assessing alternative specifications," Working Paper Research 164, National Bank of Belgium.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Bank of England working papers 375, Bank of England.
Cited by:
- Luca Marchiori & Olivier Pierrard, 2012. "LOLA 2.0: Luxembourg OverLapping generation model for policy Analysis," BCL working papers 76, Central Bank of Luxembourg.
- Brown, Alessio J. G. & Merkl, Christian & Snower, Dennis J., 2009.
"An Incentive Theory of Matching,"
IZA Discussion Papers
4145, Institute of Labor Economics (IZA).
- Brown, Alessio J. G. & Merkl, Christian & Snower, Dennis J., 2009. "An incentive theory of matching," Kiel Working Papers 1512, Kiel Institute for the World Economy (IfW Kiel).
- Dennis Snower & Christian Merkl & Alessio J. G. Brown, 2010. "An Incentive Theory of Matching," 2010 Meeting Papers 439, Society for Economic Dynamics.
- Brown, Alessio J. G. & Merkl, Christian & Snower, Dennis J., 2010. "An Incentive Theory of Matching," Open Access Publications from Kiel Institute for the World Economy 37391, Kiel Institute for the World Economy (IfW Kiel).
- Snower, Dennis & Merkl, Christian & Brown, Alessio, 2009. "An Incentive Theory of Matching," CEPR Discussion Papers 7283, C.E.P.R. Discussion Papers.
- Brown, Alessio & Merkl, Christian & Snower, Dennis, 2015. "An Incentive Theory Of Matching," Macroeconomic Dynamics, Cambridge University Press, vol. 19(3), pages 643-668, April.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021.
"Involuntary Unemployment and the Business Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Code and data files for "Involuntary Unemployment and the Business Cycle"," Computer Codes 18-447, Review of Economic Dynamics.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary unemployment and the business cycle," FRB Atlanta CQER Working Paper 2010-03, Federal Reserve Bank of Atlanta.
- Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2010. "Involuntary Unemployment and the Business Cycle," 2010 Meeting Papers 129, Society for Economic Dynamics.
- Mathias Trabandt & Karl Walentin & Lawrence Christiano, 2016. "Involuntary Unemployment and the Business Cycle," 2016 Meeting Papers 194, Society for Economic Dynamics.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Online Appendix to "Involuntary Unemployment and the Business Cycle"," Online Appendices 18-447, Review of Economic Dynamics.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary Unemployment and the Business Cycle," Working Paper Series 238, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2012.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary Unemployment and the Business Cycle," NBER Working Papers 15801, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary unemployment and the business cycle," Working Paper Series 1202, European Central Bank.
- Mikael Carlsson & Andreas Westermark, 2011.
"The new keynesian phillips curve and staggered price and wage determination in a model with firm-specific labor,"
Post-Print
hal-00781342, HAL.
- Carlsson, Mikael & Westermark, Andreas, 2011. "The New Keynesian Phillips Curve and staggered price and wage determination in a model with firm-specific labor," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 579-603, April.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009.
"The role of labor markets for euro area monetary policy,"
European Economic Review, Elsevier, vol. 53(8), pages 908-936, November.
- Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2009. "The role of labor markets for euro area monetary policy," Working Paper Series 1035, European Central Bank.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2009. "The role of labor markets for Euro area monetary policy," Working Papers 09-1, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009. "The role of labor markets for euro area monetary policy," Kiel Working Papers 1513, Kiel Institute for the World Economy (IfW Kiel).
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010.
"DSGE models for monetary policy analysis,"
FRB Atlanta CQER Working Paper
2010-02, Federal Reserve Bank of Atlanta.
- Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2010. "DSGE Models for Monetary Policy Analysis," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 7, pages 285-367, Elsevier.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE Models for Monetary Policy Analysis," NBER Working Papers 16074, National Bureau of Economic Research, Inc.
- Lise Patureau, 2009.
"Labor Market Frictions and the International Propagation Mechanism,"
THEMA Working Papers
2009-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Patureau, Lise, 2012. "Labor market frictions and the international propagation mechanism," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 199-222.
- Giuseppe Ciccarone & Francesco Giuli & Danilo Liberati, 2012. "The effects of monetary policy shocks in credit and labor markets with search and matching frictions," Working Papers in Public Economics 151, University of Rome La Sapienza, Department of Economics and Law.
- Christopher L. House & Christian Proebsting & Linda L. Tesar, 2018.
"Quantifying the Benefits of Labor Mobility in a Currency Union,"
NBER Working Papers
25347, National Bureau of Economic Research, Inc.
- Christopher L. House & Christian Proebsting & Linda L. Tesar, 2018. "Quantifying the Benefits of Labor Mobility in a Currency Union," Working Papers 671, Research Seminar in International Economics, University of Michigan.
- Burkhard Heer & Alfred Maussner, 2010.
"Inflation and Output Dynamics in a Model with Labor Market Search and Capital Accumulation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(3), pages 654-686, July.
- Burkhard Heer & Alfred Maussner, 2009. "Code and data files for "Inflation and Output Dynamics in a Model with Labor Market Search and Capital Accumulation"," Computer Codes 07-138, Review of Economic Dynamics.
- Burkhard Heer & Alfred Maussner, 2007. "Inflation and Output Dynamics in a Model with Labor Market Search and Capital Accumulation," CESifo Working Paper Series 2036, CESifo.
- Faccini, Renato & Millard, Stephen & Zanetti, Francesco, 2011. "Wage rigidities in an estimated DSGE model of the UK labour market," Bank of England working papers 408, Bank of England.
- Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2015. "Labour Market Modelling within a DSGE Approach," Working Papers 2015/06, Czech National Bank.
- Moon, Weh-Sol, 2011.
"The Business Cycle with Nominal Contracts and Search Frictions,"
MPRA Paper
57457, University Library of Munich, Germany, revised 21 Jul 2014.
- Moon, Weh-Sol, 2016. "The Business Cycle with Nominal Contracts and Search Frictions," MPRA Paper 72666, University Library of Munich, Germany.
- Moon, Weh-Sol, 2018. "The Business Cycle With Nominal Contracts And Search Frictions," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 307-330, March.
- Mikael Carlsson & Stefan Eriksson & Nils Gottfries, 2013. "Product market imperfections and employment dynamics," Oxford Economic Papers, Oxford University Press, vol. 65(2), pages 447-470, April.
- G. de Walque & M. Druant & Ph. Du Caju & C. Fuss, 2010. "Lessons of the Wage Dynamics Network," Economic Review, National Bank of Belgium, issue i, pages 55-75, June.
- Auray, Stephane & de Blas, Beatriz, 2011.
"Investment, Matching and Persistence in a modified Cash-in-Advance Economy,"
Working Papers in Economic Theory
2011/10, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
- Auray, Stéphane & de Blas, Beatriz, 2013. "Investment, matching and persistence in a modified cash-in-advance economy," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 591-610.
- Andrea Camilli, 2020. "Labor market institutions and homeownership," Working Papers 440, University of Milano-Bicocca, Department of Economics, revised May 2020.
- Thierry Betti & Thomas Coudert, 2022.
"How harmful are cuts in public employment and wage in times of high unemployment?,"
Post-Print
hal-03982745, HAL.
- Thierry Betti & Thomas Coudert, 2022. "How harmful are cuts in public employment and wage in times of high unemployment?," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 247-277, January.
- Thomas COUDERT & Thierry BETTI, 2016. "How harmful are cuts in public employment and wage in times of high unemployment?," Working Papers of LaRGE Research Center 2016-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Thierry Betti & Thomas Coudert, 2015.
"How can the labor market accounts for the effectiveness of fiscal policy over the business cycle?,"
Working Papers of BETA
2015-16, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Thierry BETTI & Thomas COUDERT, 2015. "How can the labor market accounts for the effectiveness of fiscal policy over the business cycle?," Working Papers of LaRGE Research Center 2015-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Ciccarone, Giuseppe & Giuli, Francesco & Liberati, Danilo, 2014. "Incomplete interest rate pass-through under credit and labor market frictions," Economic Modelling, Elsevier, vol. 36(C), pages 645-657.
- Luca Marchiori & Olivier Pierrard & Henri R. Sneessens, 2011.
"Demography, capital flows and unemployment,"
BCL working papers
69, Central Bank of Luxembourg.
- Marchiori, Luca & Pierrard, Olivier & Sneessens, Henri R., 2011. "Demography, Capital Flows and Unemployment," IZA Discussion Papers 6094, Institute of Labor Economics (IZA).
- Augusto Ruperez Micola & Francisco Penaranda, 2011. "On the divers of commodity co-movement: Evidence from biofuels," DEM Discussion Paper Series 11-14, Department of Economics at the University of Luxembourg.
- Luca MARCHIORI & Olivier PIERRARD & Henri R. SNEESSENS, 2011. "Demography, capital flows and unemployment," LIDAM Discussion Papers IRES 2011040, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Sergio Ocampo Díaz, 2012. "Introducción de Fricciones en el Mercado Laboral en Modelos DSGE," Vniversitas Económica 10007, Universidad Javeriana - Bogotá.
- Železník Martin, 2011. "Labor Market Regulation and its Characteristics: Comparison Between Czech Republic and Austria," Review of Economic Perspectives, Sciendo, vol. 11(2), pages 93-120, January.
- Moon, Weh-Sol, 2011. "Business cycle with nominal contracts and search frictions," MPRA Paper 31716, University Library of Munich, Germany.
- Markus Kirchner & Rodrigo Tranamil, 2016. "Calvo Wages Vs. Search Frictions: a Horse Race in a DSGE Model of a Small Open Economy," Working Papers Central Bank of Chile 778, Central Bank of Chile.
- Thomas COUDERT, 2015. "Inflation persistence and bargained firing costs," Working Papers of LaRGE Research Center 2015-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Thomas COUDERT, 2016. "A new insight on the inflation persistence: the role of severance pay," Working Papers of LaRGE Research Center 2016-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- CAMILLI, Andrea; LAGERBORG, Andresa, 2017. "Do Labor Market Institutions Matter for Fertility?," Economics Working Papers ECO 2017/07, European University Institute.
- Attinasi, Maria-Grazia & Prammer, Doris & Stähler, Nikolai & Tasso, Martino & Van Parys, Stefan, 2016. "Budget-neutral labour tax wedge reductions: A simulation-based analysis for selected euro area countries," Discussion Papers 26/2016, Deutsche Bundesbank.
- Sveen, Tommy & Weinke, Lutz, 2009. "Inflation and labor market dynamics revisited," Journal of Monetary Economics, Elsevier, vol. 56(8), pages 1096-1100, November.
- Morin, Annaïg, 2017. "Cyclicality of wages and union power," Labour Economics, Elsevier, vol. 48(C), pages 1-22.
- Maria-Grazia Attinasi & Doris Prammer & Nikolai Stähler & Martino Tasso & Stefan van Parys, 2019. "Budget-Neutral Labor Tax Wedge Reductions: A Sumulation-Based Analysis for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 15(4), pages 1-54, October.
- Renato Faccini & Stephen Millard & Francesco Zanetti, 2013. "Wage Rigidities in an Estimated Dynamic, Stochastic, General Equilibrium Model of the UK Labour Market," Manchester School, University of Manchester, vol. 81, pages 66-99, September.
- Consolo, Agostino & Hertweck, Matthias S., 2010. "Shocks and frictions under right-to-manage wage bargaining: a transatlantic perspective," Working papers 2010/01, Faculty of Business and Economics - University of Basel.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009.
"Wage, inflation and employment dynamics with labour market matching,"
Working Papers
0918, Banco de España.
Cited by:
- Lafourcade, Pierre & Gerali, Andrea & Brůha, Jan & Bursian, Dirk & Buss, Ginters & Corbo, Vesna & Haavio, Markus & Håkanson, Christina & Hlédik, Tibor & Kátay, Gábor & Kulikov, Dmitry & Lozej, Matija , 2016. "Labour market modelling in the light of the financial crisis," Occasional Paper Series 175, European Central Bank.
- Moon, Weh-Sol, 2011.
"The Business Cycle with Nominal Contracts and Search Frictions,"
MPRA Paper
57457, University Library of Munich, Germany, revised 21 Jul 2014.
- Moon, Weh-Sol, 2016. "The Business Cycle with Nominal Contracts and Search Frictions," MPRA Paper 72666, University Library of Munich, Germany.
- Moon, Weh-Sol, 2018. "The Business Cycle With Nominal Contracts And Search Frictions," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 307-330, March.
- Moon, Weh-Sol, 2011. "Business cycle with nominal contracts and search frictions," MPRA Paper 31716, University Library of Munich, Germany.
- Markus Kirchner & Rodrigo Tranamil, 2016. "Calvo Wages Vs. Search Frictions: a Horse Race in a DSGE Model of a Small Open Economy," Working Papers Central Bank of Chile 778, Central Bank of Chile.
- Thomas COUDERT, 2015. "Inflation persistence and bargained firing costs," Working Papers of LaRGE Research Center 2015-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Reicher, Christopher Phillip, 2010. "Evaluating the search and matching model with sticky wages," Kiel Working Papers 1674, Kiel Institute for the World Economy (IfW Kiel).
- Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2009.
"The role of labor markets for euro area monetary policy,"
Working Paper Series
1035, European Central Bank.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009. "The role of labor markets for euro area monetary policy," European Economic Review, Elsevier, vol. 53(8), pages 908-936, November.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2009. "The role of labor markets for Euro area monetary policy," Working Papers 09-1, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009. "The role of labor markets for euro area monetary policy," Kiel Working Papers 1513, Kiel Institute for the World Economy (IfW Kiel).
Cited by:
- Totzek, Alexander, 2009. "Firms' heterogeneity, endogenous entry, and exit decisions," Economics Working Papers 2009-11, Christian-Albrechts-University of Kiel, Department of Economics.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021.
"Italian Labour Frictions and Wage Rigidities in an Estimated DSGE,"
CIRANO Working Papers
2021s-33, CIRANO.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," Cahiers de recherche / Working Papers 2105, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," BEMPS - Bozen Economics & Management Paper Series BEMPS88, Faculty of Economics and Management at the Free University of Bozen.
- Günter Coenen & Juha Kilponen & Mathias Trabandt, 2010. "When does fiscal stimulus work?," Research Bulletin, European Central Bank, vol. 10, pages 6-10.
- Maarten Dossche & Andrea Gavazzi & Vivien Lewis, 2021.
"Online Appendix to "Labor Adjustment and Productivity in the OECD","
Online Appendices
20-216, Review of Economic Dynamics.
- Maarten Dossche & Andrea Gavazzi & Vivien Lewis, 2023. "Labor Adjustment and Productivity in the OECD," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 111-130, January.
- 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).
- Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan, 2011.
"Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 136-155, January.
- Federico S. Mandelman & Pau Rabanal & Juan F. Rubio-Ramirez & Diego Vilán, 2010. "Investment-specific technology shocks and international business cycles: an empirical assessment," FRB Atlanta Working Paper 2010-03, Federal Reserve Bank of Atlanta.
- Pau Rabanal & Juan Rubio-Ramirez & Diego Vilan & Federico Mandelman, 2010. "Investment-Specific Technology Shocks and International Business Cycles: An Empirical Assessment," 2010 Meeting Papers 1175, Society for Economic Dynamics.
- Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan, 2010. "Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment"," Computer Codes 09-242, Review of Economic Dynamics.
- Chun-Hung Kuo & Hiroaki Miyamoto, 2016. "Unemployment and Wage Rigidity in Japan: A DSGE Model Perspective," Working Papers EMS_2016_06, Research Institute, International University of Japan.
- Abbritti, Mirko & Consolo, Agostino, 2022. "Labour market skills, endogenous productivity and business cycles," Working Paper Series 2651, European Central Bank.
- Julien Albertini & Güneş Kamber & Michael Kirker, 2011.
"An estimated small open economy model with frictional unemployment,"
Reserve Bank of New Zealand Discussion Paper Series
DP2011/04, Reserve Bank of New Zealand.
- Julien Albertini & Güneş Kamber & Michael Kirker, 2012. "Estimated Small Open Economy Model With Frictional Unemployment," Pacific Economic Review, Wiley Blackwell, vol. 17(2), pages 326-353, May.
- Julien Albertini & Güneş Kamber & Michael Kirker, 2012. "Estimated Small Open Economy Model with Frictional Unemployment," Post-Print halshs-02188600, HAL.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2019.
"The German labor market during the Great Recession: Shocks and institutions,"
Economic Modelling, Elsevier, vol. 78(C), pages 192-208.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2019. "The German labor market during the Great Recession: Shocks and institutions," Open Access Publications from Kiel Institute for the World Economy 266168, Kiel Institute for the World Economy (IfW Kiel).
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2017. "The German labor market during the Great Recession: Shocks and institutions," FAU Discussion Papers in Economics 09/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2018. "The German Labor Market during the Great Recession: Shocks and Institutions," IZA Discussion Papers 11858, Institute of Labor Economics (IZA).
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021.
"Involuntary Unemployment and the Business Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Code and data files for "Involuntary Unemployment and the Business Cycle"," Computer Codes 18-447, Review of Economic Dynamics.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary unemployment and the business cycle," FRB Atlanta CQER Working Paper 2010-03, Federal Reserve Bank of Atlanta.
- Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2010. "Involuntary Unemployment and the Business Cycle," 2010 Meeting Papers 129, Society for Economic Dynamics.
- Mathias Trabandt & Karl Walentin & Lawrence Christiano, 2016. "Involuntary Unemployment and the Business Cycle," 2016 Meeting Papers 194, Society for Economic Dynamics.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Online Appendix to "Involuntary Unemployment and the Business Cycle"," Online Appendices 18-447, Review of Economic Dynamics.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary Unemployment and the Business Cycle," Working Paper Series 238, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2012.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary Unemployment and the Business Cycle," NBER Working Papers 15801, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary unemployment and the business cycle," Working Paper Series 1202, European Central Bank.
- Almut Balleer & Britta Gehrke & Wolfgang Lechthaler & Christian Merkl, 2014.
"Does Short-Time Work Save Jobs? A Business Cycle Analysis,"
CESifo Working Paper Series
4640, CESifo.
- Merkl, Christian & Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang, 2013. "Does Short-Time Work Save Jobs? A Business Cycle Analysis," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79718, Verein für Socialpolitik / German Economic Association.
- Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2013. "Does Short-Time Work Save Jobs? A Business Cycle Analysis," IZA Discussion Papers 7475, Institute of Labor Economics (IZA).
- Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2016. "Does short-time work save jobs? A business cycle analysis," European Economic Review, Elsevier, vol. 84(C), pages 99-122.
- Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2013. "Does short-time work save jobs? A business cycle analysis," Kiel Working Papers 1832, Kiel Institute for the World Economy (IfW Kiel).
- Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013.
"Risk, uncertainty and monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
- Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
- Lo Duca, Marco & Hoerova, Marie & Bekaert, Geert, 2013. "Risk, uncertainty and monetary policy," Working Paper Series 1565, European Central Bank.
- Bekaert, Geert & Lo Duca, Marco & Hoerova, Marie, 2010. "Risk, Uncertainty and Monetary Policy," CEPR Discussion Papers 8154, C.E.P.R. Discussion Papers.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2010. "Risk, Uncertainty and Monetary Policy," NBER Working Papers 16397, National Bureau of Economic Research, Inc.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2012. "Risk, uncertainty and monetary policy," Working Paper Research 229, National Bank of Belgium.
- Abbritti, Mirko & Mueller, Andreas I., 2012.
"Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials,"
IZA Discussion Papers
6488, Institute of Labor Economics (IZA).
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Mirko Abbritti & Andreas I. Mueller, 2013. "Asymmetric Labor Market Institutions in the EMU and the Volatility of Inflation and Unemployment Differentials," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1165-1186, September.
- Christian R. Proaño, 2011.
"Gradual wage-price adjustments, labor market frictions and monetary policy rules,"
Working Papers
1112, New School for Social Research, Department of Economics.
- Proaño, Christian R., 2012. "Gradual wage-price adjustments, labor market frictions and monetary policy rules," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 220-235.
- Christian Proaño Acosta, 2007. "Gradual Wage-Price Adjustments, Labour Market Frictions and Monetary Policy Rules," IMK Working Paper 09-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Matteo Cacciatore & Giuseppe Fiori, 2015.
"Online Appendix to "The Macroeconomic Effects of Goods and Labor Marlet Deregulation","
Online Appendices
14-313, Review of Economic Dynamics.
- Matteo Cacciatore & Giuseppe Fiori, 2016. "The Macroeconomic Effects of Goods and Labor Marlet Deregulation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 1-24, April.
- Givens, Gregory E., 2011.
"Unemployment insurance in a sticky-price model with worker moral hazard,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1192-1214, August.
- Gregory Erin Givens, 2008. "Unemployment Insurance in a Sticky-Price Model with Worker Moral Hazard," Working Papers 200807, Middle Tennessee State University, Department of Economics and Finance.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, "undated".
"Labor market imperfections, real wage rigidities and financial shocks,"
Working Papers
80/11, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF.
- Long Xin & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0071, Department of Communication, University of Teramo.
- Acocella Nicola & Bisio Laura & Di Bartolomeo Giovanni & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0070, Department of Communication, University of Teramo.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, 2012. "Labor Market Imperfections, Real Wage Rigidities and Financial Shocks," DEGIT Conference Papers c017_026, DEGIT, Dynamics, Economic Growth, and International Trade.
- Faia, Ester & Lechthaler, Wolfgang & Merkl, Christian, 2013. "Fiscal stimulus and labor market policies in Europe," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 483-499.
- Stähler, Nikolai & Thomas, Carlos, 2012.
"FiMod — A DSGE model for fiscal policy simulations,"
Economic Modelling, Elsevier, vol. 29(2), pages 239-261.
- Stähler, Nikolai & Thomas, Carlos, 2011. "FiMod - a DSGE model for fiscal policy simulations," Discussion Paper Series 1: Economic Studies 2011,06, Deutsche Bundesbank.
- Nikolai Stähler & Carlos Thomas, 2011. "FiMod - a DSGE model for fiscal policy simulations," Working Papers 1110, Banco de España.
- Hertweck, Matthias S. & Lewis, Vivien & Villa, Stefania, 2019.
"Going the extra mile: Effort by workers and job-seekers,"
Discussion Papers
29/2019, Deutsche Bundesbank.
- Matthias S. Hertweck & Vivien Lewis & Stefania Villa, 2021. "Going the Extra Mile: Effort by Workers and Job‐Seekers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 2099-2127, December.
- Matthias S. Hertweck & Vivien Lewis & Stefania Villa, 2020. "Going the Extra Mile: Effort by Workers and Job-Seekers," Temi di discussione (Economic working papers) 1277, Bank of Italy, Economic Research and International Relations Area.
- Nikolas Kontogiannis, 2015. "Optimal monetary policy in a currency union with labour market heterogeneity," Working Papers 2015.04, International Network for Economic Research - INFER.
- Jung, Philip & Kuester, Keith, 2011. "The (un)importance of unemployment fluctuations for the welfare cost of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1744-1768, October.
- Stefano Fasani, 2017.
"Long-run Unemployment and Macroeconomic Volatility,"
CEIS Research Paper
408, Tor Vergata University, CEIS, revised 10 Jul 2017.
- Stefano, Fasani, 2016. "Long-run Unemployment and Macroeconomic Volatility," Working Papers 352, University of Milano-Bicocca, Department of Economics, revised 18 Oct 2016.
- Kremer, Jana & Stähler, Nikolai, 2013.
"Structural and cyclical effects of tax progression,"
Discussion Papers
15/2013, Deutsche Bundesbank.
- Jana Kremer & Nikolai Stähler, 2013. "Structural and Cyclical Effects of Tax Progression," IAAEU Discussion Papers 201305, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
- Jana Kremer & Nikolai Stähler, 2016. "Structural and Cyclical Effects of Tax Progression," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 72(1), pages 41-73, March.
- Stéphane Auray & Aurélien Eyquem, 2022.
"Optimal Unemployment Insurance in a THANK Model,"
Working Papers
hal-03652789, HAL.
- Stéphane Auray & Aurélien Eyquem, 2022. "Optimal Unemployment Insurance in a THANK Model," SciencePo Working papers Main hal-03652789, HAL.
- J.M.C. Santos Silva & Silvana Tenreyro, 2010.
"Currency Unions in Prospect and Retrospect,"
Annual Review of Economics, Annual Reviews, vol. 2(1), pages 51-74, September.
- Silva, J.M.C. Santos & Tenreyro, Silvana, 2010. "Currency unions in prospect and retrospect," LSE Research Online Documents on Economics 28738, London School of Economics and Political Science, LSE Library.
- Santos Silva, J.M.C & Tenreyro, Silvana, 2010. "Currency Unions in Prospect and Retrospect," CEPR Discussion Papers 7824, C.E.P.R. Discussion Papers.
- J. M. C. Santos Silva & Silvana Tenreyro, 2010. "Currency Unions in Prospect and Retrospect," CEP Discussion Papers dp0986, Centre for Economic Performance, LSE.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2016.
"German labor market and fiscal reforms 1999–2008: Can they be blamed for intra-euro area imbalances?,"
Journal of Macroeconomics, Elsevier, vol. 50(C), pages 307-324.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2014. "German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-Euro Area imbalances?," Working Papers 05/2014, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2015. "German labor market and fiscal reforms 1999 to 2008: Can they be blamed for intra-euro area imbalances?," Discussion Papers 29/2015, Deutsche Bundesbank.
- Gadatsch, Niklas & Stähler, Nikolai & Weigert, Benjamin, 2015. "German Labor Market and Fiscal Reforms 1999 to 2008: Can They be Blamed for Intra-Euro Area Imbalances?," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112960, Verein für Socialpolitik / German Economic Association.
- Abbritti, Mirko & Weber, Sebastian, 2010. "Labor market institutions and the business cycle - unemployment rigidities vs. real wage rigidities," Working Paper Series 1183, European Central Bank.
- Orphanides, Athanasios & Wieland, Volker, 2012.
"Complexity and monetary policy,"
CFS Working Paper Series
2012/11, Center for Financial Studies (CFS).
- Athanasios Orphanides & Volker Wieland, 2013. "Complexity and Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 167-204, January.
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and Monetary Policy," CEPR Discussion Papers 9107, C.E.P.R. Discussion Papers.
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and monetary policy," IMFS Working Paper Series 57, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Aurélien Eyquem, 2020.
"The Macroeconomic Effects of Lockdown policies,"
Post-Print
halshs-02910895, HAL.
- Stéphane Auray & Aurélien Eyquem, 2020. "The macroeconomic effects of lockdown policies," Sciences Po publications info:hdl:2441/5e33qpbdeh9, Sciences Po.
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects Of Lockdown Policies," SciencePo Working papers Main hal-03389198, HAL.
- Auray, Stéphane & Eyquem, Aurélien, 2020. "The macroeconomic effects of lockdown policies," Journal of Public Economics, Elsevier, vol. 190(C).
- Stéphane Auray & Aurélien Eyquem, 2020. "The macroeconomic effects of lockdown policies," Post-Print halshs-03031554, HAL.
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects of Lockdown Policies," Documents de Travail de l'OFCE 2020-10, Observatoire Francais des Conjonctures Economiques (OFCE).
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects Of Lockdown Policies," Sciences Po publications 10/2020, Sciences Po.
- Stéphane Auray & Aurélien Eyquem, 2020. "The Macroeconomic Effects Of Lockdown Policies," Working Papers hal-03389198, HAL.
- Aurélien Eyquem, 2020. "The Macroeconomic Effects of Lockdown policies," Post-Print halshs-02910892, HAL.
- Elton Beqiraj & Massimiliano Tancioni, 2014. "Evaluating Labor Market Targeted Fiscal Policies inHigh Unemployment EZ Countries," Working Papers in Public Economics 165, University of Rome La Sapienza, Department of Economics and Law.
- Baumann, Alexendra & Wohlrabe, Klaus, 2019. "Publikationen von Wirtschaftsforschungsinstituten im deutschsprachigen Raum - Eine bibliometrische Analyse [Publications of Economic Research Insitutes in the German Speaking Area - A bibliometric ," MPRA Paper 92240, University Library of Munich, Germany.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010.
"DSGE models for monetary policy analysis,"
FRB Atlanta CQER Working Paper
2010-02, Federal Reserve Bank of Atlanta.
- Christiano, Lawrence J. & Trabandt, Mathias & Walentin, Karl, 2010. "DSGE Models for Monetary Policy Analysis," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 7, pages 285-367, Elsevier.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE Models for Monetary Policy Analysis," NBER Working Papers 16074, National Bureau of Economic Research, Inc.
- Wesselbaum, Dennis, 2011.
"Sector-specific productivity shocks in a matching model,"
Economic Modelling, Elsevier, vol. 28(6), pages 2674-2682.
- Wesselbaum, Dennis, 2010. "Sector-specific productivity shocks in a matching model," Kiel Working Papers 1585, Kiel Institute for the World Economy (IfW Kiel).
- Wesselbaum, Dennis, 2010. "Sector-specific productivity shocks in a matching model," Kiel Working Papers 1585 [rev.], Kiel Institute for the World Economy (IfW Kiel).
- Charpe, Matthieu & Kühn, Stefan, 2012.
"Bargaining, Aggregate Demand and Employment,"
MPRA Paper
40189, University Library of Munich, Germany.
- Charpe, Matthieu & Kühn, Stefan, 2012. "Bargaining, Aggregate Demand and Employment," Dynare Working Papers 13, CEPREMAP.
- Obstbaum, Meri, 2011. "The role of labour markets in fiscal policy transmission," Bank of Finland Research Discussion Papers 16/2011, Bank of Finland.
- Giuseppe Ciccarone & Francesco Giuli & Danilo Liberati, 2012. "The effects of monetary policy shocks in credit and labor markets with search and matching frictions," Working Papers in Public Economics 151, University of Rome La Sapienza, Department of Economics and Law.
- Francesco Furlanetto & Nicolas Groshenny, 2015.
"Mismatch Shocks and Unemployment During the Great Recession,"
School of Economics and Public Policy Working Papers
2015-14, University of Adelaide, School of Economics and Public Policy.
- Francesco Furlanetto & Nicolas Groshenny, 2013. "Mismatch shocks and unemployment during the Great Recession," Working Paper 2013/16, Norges Bank.
- Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Post-Print hal-04204699, HAL.
- Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," School of Economics and Public Policy Working Papers 2014-07, University of Adelaide, School of Economics and Public Policy.
- Francesco Furlanetto & Nicolas Groshenny, 2015. "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers 2015-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers 2014-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Furlanetto & Nicolas Groshenny, 2016. "Mismatch Shocks and Unemployment During the Great Recession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1197-1214, November.
- Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2019.
"Fiscal devaluation and labour market frictions in a monetary union,"
Temi di discussione (Economic working papers)
1241, Bank of Italy, Economic Research and International Relations Area.
- Burlon, L. & Notarpietro, A. & Pisani, M., 2021. "Fiscal devaluation and labor market frictions in a monetary union," Economic Modelling, Elsevier, vol. 97(C), pages 135-156.
- Ma�gorzata Skibi�ska, 2015. "Impact of labour market shocks on business cycle fluctuations in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 46(1), pages 1-40.
- Wieland, Volker & Cwik, Tobias & Wolters, Maik & Müller, Gernot & Schmidt, Sebastian, 2012.
"A New Comparative Approach to Macroeconomic Modeling and Policy Analysis,"
CEPR Discussion Papers
8814, C.E.P.R. Discussion Papers.
- Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik Hendrik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," IMFS Working Paper Series 49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Ignaszak, Marek & Jung, Philip & Kuester, Keith, 2020.
"Federal Unemployment Reinsurance and Local Labor-Market Policies,"
IZA Discussion Papers
13886, Institute of Labor Economics (IZA).
- Kuester, Keith & Jung, Philip & Ignaszak, Marek, 2020. "Federal unemployment reinsurance and local labor-market policies," CEPR Discussion Papers 15465, C.E.P.R. Discussion Papers.
- Marek Ignaszak & Philip Jung & Keith Kuester, 2020. "Federal unemployment reinsurance and local labor-market policies," ECONtribute Discussion Papers Series 040, University of Bonn and University of Cologne, Germany.
- Tim Schwarzmüller & Nikolai Stähler, 2013.
"Reforming the labor market and improving competitiveness: an analysis for Spain using FiMod,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(4), pages 437-471, November.
- Schwarzmüller, Tim & Stähler, Nikolai, 2011. "Reforming the labor market and improving competitiveness: An analysis for Spain using FiMod," Discussion Paper Series 1: Economic Studies 2011,28, Deutsche Bundesbank.
- Faccini, Renato & Millard, Stephen & Zanetti, Francesco, 2011. "Wage rigidities in an estimated DSGE model of the UK labour market," Bank of England working papers 408, Bank of England.
- Francesco Furlanett & Nicolas Groshenny, 2012.
"Matching efficiency and business cycle fluctuations,"
Reserve Bank of New Zealand Discussion Paper Series
DP2012/06, Reserve Bank of New Zealand.
- Francesco Furlanetto & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," CAMA Working Papers 2012-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Francesco Furlanetto & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," Working Paper 2012/07, Norges Bank.
- Raymond Hawkins & Jeffrey Speakes & Dan Hamilton, 2015. "Monetary policy and PID control," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 183-197, April.
- Kai Christoffel & James Costain & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009.
"Inflation dynamics with labour market matching: assessing alternative specifications,"
Working Papers
09-6, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Working Paper Series 1053, European Central Bank.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching: assessing alternative specifcations," BCL working papers 38, Central Bank of Luxembourg.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching : assessing alternative specifications," Working Paper Research 164, National Bank of Belgium.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Bank of England working papers 375, Bank of England.
- Cacciatore, Matteo, 2014.
"International trade and macroeconomic dynamics with labor market frictions,"
Journal of International Economics, Elsevier, vol. 93(1), pages 17-30.
- Matteo Cacciatore, 2012. "International Trade and Macroeconomic Dynamics with Labor Market Frictions," 2012 Meeting Papers 875, Society for Economic Dynamics.
- Dossche, Maarten & Lewis, Vivien & Poilly, Céline, 2019.
"Employment, hours and the welfare effects of intra-firm bargaining,"
Journal of Monetary Economics, Elsevier, vol. 104(C), pages 67-84.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2019. "Employment, hours and the welfare effects of intra-firm bargaining," Post-Print hal-01995026, HAL.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2016. "Employment, Hours and the Welfare Effects of Intra-Firm Bargaining," Working Papers halshs-01367174, HAL.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2016. "Employment, Hours and the Welfare Effects of Intra-Firm Bargaining," AMSE Working Papers 1632, Aix-Marseille School of Economics, France.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012.
"Unemployment in an Estimated New Keynesian Model,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 329-360.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Working Papers 17084, National Bureau of Economic Research, Inc.
- GalÃ, Jordi & Smets, Frank & Wouters, Rafael, 2011. "Unemployment in an Estimated New Keynesian Model," CEPR Discussion Papers 8401, C.E.P.R. Discussion Papers.
- Jordi Gali & Frank Smets & Raf Wouters, 2010. "Unemployment in an Estimated New Keynesian Model," 2010 Meeting Papers 126, Society for Economic Dynamics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," Working Papers 541, Barcelona School of Economics.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an estimated new Keynesian model," Economics Working Papers 1266, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2011.
- Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBP Working Papers 106, Narodowy Bank Polski.
- Jordi Galí & Frank Smets & Rafael Wouters, 2011. "Unemployment in an Estimated New Keynesian Model," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 329-360, National Bureau of Economic Research, Inc.
- Rafael Wouters & Frank Smets & Jordi Gali, 2011. "Unemployment in an Estimated New Keynesian model," 2011 Meeting Papers 1451, Society for Economic Dynamics.
- Pau Rabanal & Juan F. Rubio-Ramirez & Vicente Tuesta, 2009.
"Cointegrated TFP processes and international business cycles,"
FRB Atlanta Working Paper
2009-23, Federal Reserve Bank of Atlanta.
- Vicente Tuesta & Juan F. Rubio-Ramirez & Mr. Pau Rabanal, 2009. "Cointegrated TFP Processes and International Business Cycles," IMF Working Papers 2009/212, International Monetary Fund.
- Pau Rabanal & Juan Francisco Rubio-Ramirez & Vicente Tuesta Reátegui, 2010. "Cointegrated TFP Processes and International Business Cycles," Working Papers 10-11, Duke University, Department of Economics.
- Rabanal, Pau & Rubio-Ramírez, Juan F. & Tuesta, Vicente, 2011. "Cointegrated TFP processes and international business cycles," Journal of Monetary Economics, Elsevier, vol. 58(2), pages 156-171, March.
- Graham, James & Ozbilgin, Murat, 2021. "Age, industry, and unemployment risk during a pandemic lockdown," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Schoder, Christian, 2020. "A Keynesian Dynamic Stochastic Disequilibrium model for business cycle analysis," Economic Modelling, Elsevier, vol. 86(C), pages 117-132.
- Christian Schoder, 2017. "An estimated Dynamic Stochastic Disequilibrium model of Euro-Area unemployment," Working Papers 1725, New School for Social Research, Department of Economics.
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2009.
"They are even larger! More (on) puzzling labor market volatilities,"
IAB-Discussion Paper
200912, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2009. "They are even larger! More (on) puzzling labor market volatilities," Kiel Working Papers 1545, Kiel Institute for the World Economy (IfW Kiel).
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2009. "They Are Even Larger! More (on) Puzzling Labor Market Volatilities," IZA Discussion Papers 4403, Institute of Labor Economics (IZA).
- Obstbaum, Meri & Oinonen, Sami & Pönkä, Harri & Vanhala, Juuso & Vilmi, Lauri, 2023. "Transmission of recent shocks in a labour-DSGE model with wage rigidity," BoF Economics Review 1/2023, Bank of Finland.
- Thierry Betti & Thomas Coudert, 2022.
"How harmful are cuts in public employment and wage in times of high unemployment?,"
Post-Print
hal-03982745, HAL.
- Thierry Betti & Thomas Coudert, 2022. "How harmful are cuts in public employment and wage in times of high unemployment?," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 247-277, January.
- Thomas COUDERT & Thierry BETTI, 2016. "How harmful are cuts in public employment and wage in times of high unemployment?," Working Papers of LaRGE Research Center 2016-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2010.
"Monetary persistence and the labor market: A new perspective,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 968-983, May.
- Snower, Dennis & Merkl, Christian & Lechthaler, Wolfgang, 2010. "Monetary Persistence and the Labor Market: A New Perspective," CEPR Discussion Papers 7650, C.E.P.R. Discussion Papers.
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2008. "Monetary persistence and the labor market: A new perspective," Kiel Working Papers 1409, Kiel Institute for the World Economy (IfW Kiel).
- Lechthaler, Wolfgang & Merkl, Christian & Snower, Dennis J., 2008. "Monetary Persistence and the Labor Market: A New Perspective," IZA Discussion Papers 3513, Institute of Labor Economics (IZA).
- Wolfgang Lechthaler & Christian Merkl & Dennis Snower, 2010. "Monetary Persistence and the Labor Market: A New Perspective," CESifo Working Paper Series 2935, CESifo.
- Thierry Betti & Thomas Coudert, 2015.
"How can the labor market accounts for the effectiveness of fiscal policy over the business cycle?,"
Working Papers of BETA
2015-16, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Thierry BETTI & Thomas COUDERT, 2015. "How can the labor market accounts for the effectiveness of fiscal policy over the business cycle?," Working Papers of LaRGE Research Center 2015-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Momo Komatsu, 2023. "The effect of wage rigidity on the transmission of monetary policy to inequality," Economics Series Working Papers 1004, University of Oxford, Department of Economics.
- Hassan Molana & Catia Montagna & George E. Onwordi, 2021.
"De-Globalization, Welfare State Reforms and Labor Market Outcomes,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(4), pages 624-655, December.
- Hassan Molana & Catia Montagna & George E. Onwordi, 2020. "De-globalisation, welfare state reforms and labour market outcomes," Discussion Papers 2020-19, University of Nottingham, GEP.
- Ana Lamo & Frank Smets, 2010. "Wage dynamics in Europe: some new findings," Research Bulletin, European Central Bank, vol. 10, pages 2-5.
- Rahul Anand & Purva Khera, 2016. "Macroeconomic Impact of Product and Labor Market Reforms on Informality and Unemployment in India," IMF Working Papers 2016/047, International Monetary Fund.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2018.
"Labour tax reforms, cross-country coordination and the monetary policy stance in the euro area: A structural model-based approach,"
Research Technical Papers
2/RT/18, Central Bank of Ireland.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2018. "Labour tax reforms, cross-country coordination and the monetary policy stance in the euro area: a structural model-based approach," Working Paper Series 2127, European Central Bank.
- 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.
- Ciccarone, Giuseppe & Giuli, Francesco & Liberati, Danilo, 2014. "Incomplete interest rate pass-through under credit and labor market frictions," Economic Modelling, Elsevier, vol. 36(C), pages 645-657.
- Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2021.
"Striking a bargain: narrative identification of wage bargaining shocks,"
Working Paper Series
2602, European Central Bank.
- Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2022. "Striking a bargain: narrative identification of wage bargaining shocks," Research Bulletin, European Central Bank, vol. 98.
- Žymantas Budrys & Mario Porqueddu & Andrej Sokol, 2024. "Striking a Bargain: Narrative Identification of Wage Bargaining Shocks," Bank of Lithuania Working Paper Series 121, Bank of Lithuania.
- Liu, Zheng & Miao, Jianjun & Zha, Tao, 2016.
"Land prices and unemployment,"
Journal of Monetary Economics, Elsevier, vol. 80(C), pages 86-105.
- Tao Zha & Jianjun Miao & Zheng Liu, 2015. "Land Prices and Unemployment," 2015 Meeting Papers 1118, Society for Economic Dynamics.
- Zheng Liu & Jianjun Miao & Tao Zha, 2013. "Land Prices and Unemployment," Working Paper Series 2013-22, Federal Reserve Bank of San Francisco.
- Zheng Liu & Jianjun Miao & Tao Zha, 2013. "Land Prices and Unemployment," NBER Working Papers 19382, National Bureau of Economic Research, Inc.
- Zheng Liu & Jianjun Miao & Tao Zha, 2013. "Land prices and unemployment," FRB Atlanta Working Paper 2013-06, Federal Reserve Bank of Atlanta.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2020.
"Macroeconomic effects of tariffs shocks: the role of the effective lower bound and the labour market,"
Working Paper Series
2434, European Central Bank.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2020. "Macroeconomic Effects of Tariffs Shocks: The Role of the Effective Lower Bound and the Labour Market," Research Technical Papers 04/RT/20, Central Bank of Ireland.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2022. "Macroeconomic effects of tariffs shocks: The role of the effective lower bound and the labour market," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Schupp, Claudia & Wache, Benjamin, 2014. "Wie groß ist der Einfluss von deutschen Wirtschaftsforschungsinstituten? Ein Ranking anhand von RePEc-Daten [How large is the influence of German economic research institutes? A ranking analysis us," MPRA Paper 55519, University Library of Munich, Germany.
- Mirko Abbritti & Mr. Sebastian Weber, 2019. "Market Regulation, Cycles and Growth in a Monetary Union," IMF Working Papers 2019/123, International Monetary Fund.
- Yuelin Liu, 2014. "Endogenous Labor Force Participation, Involuntary Unemployment and Monetary Policy," Discussion Papers 2014-41, School of Economics, The University of New South Wales.
- Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Renault, Théodore, 2022. "Risk sharing and monetary policy transmission," Working Paper Series 2746, European Central Bank.
- Fahr Staphen & Abbritti Mirko, 2011.
"Macroeconomic implications of downward wage rigidities,"
wp.comunite
0088, Department of Communication, University of Teramo.
- Fahr, Stephan & Abbritti, Mirko, 2011. "Macroeconomic implications of downward wage rigidities," Working Paper Series 1321, European Central Bank.
- Nicolas Groshenny, 2009.
"Evaluating a monetary business cycle model with unemployment for the euro area,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/08, Reserve Bank of New Zealand.
- Nicolas Groshenny, 2009. "Evaluating a monetary business cycle model with unemployment for the euro area," Working Paper Research 173, National Bank of Belgium.
- Stähler, Nikolai & Moyen, Stephane & Winkler, Fabian, 2016.
"Optimal Unemployment Insurance and International Risk Sharing,"
VfS Annual Conference 2016 (Augsburg): Demographic Change
145612, Verein für Socialpolitik / German Economic Association.
- Stephane Moyen & Nikolai Stähler & Fabian Winkler, 2016. "Optimal Unemployment Insurance and International Risk Sharing," Finance and Economics Discussion Series 2016-054, Board of Governors of the Federal Reserve System (U.S.).
- Moyen, Stéphane & Stähler, Nikolai & Winkler, Fabian, 2016. "Optimal unemployment insurance and international risk sharing," Discussion Papers 33/2016, Deutsche Bundesbank.
- Moyen, Stéphane & Stähler, Nikolai & Winkler, Fabian, 2019. "Optimal unemployment insurance and international risk sharing," European Economic Review, Elsevier, vol. 115(C), pages 144-171.
- Thomas, Carlos & Zanetti, Francesco, 2009.
"Labor market reform and price stability: An application to the Euro Area,"
Journal of Monetary Economics, Elsevier, vol. 56(6), pages 885-899, September.
- Carlos Thomas & Francesco Zanetti, 2008. "Labor market reform and price stability: an application to the Euro Area," Working Papers 0818, Banco de España.
- Hochmuth, Brigitte & Moyen, Stephane & Stähler, Nikolai, 2019. "Labor market reforms, precautionary savings, and global imbalances," Discussion Papers 13/2019, Deutsche Bundesbank.
- Heer, Burkhard & Scharrer, Christian, 2018.
"The age-specific burdens of short-run fluctuations in government spending,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 45-75.
- Scharrer, Christian & Heer, Burkhard, 2016. "The Burden of Unanticipated Fiscal Policy," VfS Annual Conference 2016 (Augsburg): Demographic Change 145542, Verein für Socialpolitik / German Economic Association.
- Jovanovic, Branimir & Petreski, Marjan, 2014. "Monetary policy, exchange rates and labor unions in SEE and the CIS during the financial crisis," Economic Systems, Elsevier, vol. 38(3), pages 309-332.
- Imen Ben Mohamed & Marine Salès, 2015. "Credit imperfections, labor market frictions and unemployment: a DSGE approach," Working Papers hal-01082491, HAL.
- Celso Jose Costa Junior, 2016. "Understanding DSGE models," Vernon Press Titles in Economics, Vernon Art and Science Inc, edition 1, number 70, July.
- Imen Ben Mohamed & Marine Salès, 2015.
"Credit imperfections, labor market frictions and unemployment: a DSGE approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01082491, HAL.
- Imen Ben Mohamed & Marine Salès, 2015. "Credit imperfections, labor market frictions and unemployment: a DSGE approach," Working Papers hal-01082471, HAL.
- Železník Martin, 2018. "Labour Market in the Czech Republic: Dsge Approach," Review of Economic Perspectives, Sciendo, vol. 18(3), pages 225-259, September.
- Moyen, Stéphane & Stähler, Nikolai, 2014. "Unemployment Insurance And The Business Cycle: Should Benefit Entitlement Duration React To The Cycle?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(3), pages 497-525, April.
- Ruppert, Kilian & Schön, Matthias & Stähler, Nikolai, 2021.
"Consumption taxation to finance pension payments,"
Discussion Papers
47/2021, Deutsche Bundesbank.
- Ruppert, Kilian & Schön, Matthias & Stähler, Nikolai, 2024. "Consumption taxation to finance pension payments," Economic Modelling, Elsevier, vol. 130(C).
- Munkacsi, Zsuzsa, 2015. "Fiscal austerity, unemployment and family firms," Discussion Papers 06/2015, Deutsche Bundesbank.
- Hart, Janine & Clemens, Marius, 2019. "A search and matching approach to business-cycle migration in the euro area," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203659, Verein für Socialpolitik / German Economic Association.
- Daniel Němec, 2013. "Investigating Differences Between the Czech and Slovak Labour Market Using a Small DSGE Model with Search and Matching Frictions," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 7(1), pages 021-041, March.
- Ruppert, Kilian & Stähler, Nikolai, 2022. "What drives the German current account? Household savings, capital investments and public policies," Economic Modelling, Elsevier, vol. 108(C).
- Mayer, Eric & Moyen, Stéphane & Stähler, Nikolai, 2010. "Government expenditures and unemployment: A DSGE perspective," Discussion Paper Series 1: Economic Studies 2010,18, Deutsche Bundesbank.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2017. "The German labor market in the Great Recession: Shocks and institutions," IAB-Discussion Paper 201714, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Abbritti, Mirko & Consolo, Agostino & Weber, Sebastian, 2021. "Endogenous growth, downward wage rigidity and optimal inflation," Working Paper Series 2635, European Central Bank.
- Jerome Creel & Paul Hubert & Francesco Saraceno, 2012.
"An assessment of Stability and Growth Pact Reform Proposals in a Small-Scale Macro Framework,"
Documents de Travail de l'OFCE
2012-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of stability and growth pact reform proposals in a small-scale macro framework," Sciences Po publications 2012-04, Sciences Po.
- Creel, Jérôme & Hubert, Paul & Saraceno, Francesco, 2013. "An assessment of the Stability and Growth Pact reform in a small-scale macro-framework," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1567-1580.
- Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of stability and growth pact reform proposals in a small-scale macro framework," SciencePo Working papers Main hal-01070286, HAL.
- Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of stability and growth pact reform proposals in a small-scale macro framework," Working Papers hal-01070286, HAL.
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2012.
"Sclerosis and large volatilities: Two sides of the same coin,"
Economics Letters, Elsevier, vol. 117(1), pages 106-109.
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2009. "They are even larger! More (on) puzzling labor market volatilities," Kiel Working Papers 1545, Kiel Institute for the World Economy (IfW Kiel).
- Gartner, Hermann & Merkl, Christian & Rothe, Thomas, 2009. "They Are Even Larger! More (on) Puzzling Labor Market Volatilities," IZA Discussion Papers 4403, Institute of Labor Economics (IZA).
- Carlsson, Mikael & Westermark, Andreas, 2012. "Labor-Market Frictions and Optimal Inflation," Working Paper Series 259, Sveriges Riksbank (Central Bank of Sweden).
- Martina Cecioni & Stefano Neri, 2011. "The monetary transmission mechanism in the euro area: has it changed and why?," Temi di discussione (Economic working papers) 808, Bank of Italy, Economic Research and International Relations Area.
- Abbritti, Mirko & Fahr, Stephan, 2013. "Downward wage rigidity and business cycle asymmetries," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 871-886.
- Ina Hajdini & Edward S. Knotek & John Leer & Mathieu Pedemonte & Robert W. Rich & Raphael Schoenle, 2022.
"Low Passthrough from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation,"
Working Papers
22-21R, Federal Reserve Bank of Cleveland, revised 27 Mar 2023.
- Schoenle, Raphael & Hajdini, Ina & Knotek, Edward & Leer, John & Pedemonte, Mathieu & Rich, Robert, 2022. "Low Passthrough from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation," CEPR Discussion Papers 17356, C.E.P.R. Discussion Papers.
- Berg, Tim Oliver, 2011.
"Technology news and the U.S. economy: Time variation and structural changes,"
MPRA Paper
35361, University Library of Munich, Germany.
- Tim Oliver Berg, 2015. "Technology News and the US Economy: Time Variation and Structural Changes," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(3), pages 227-263, July.
- Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe & Ghironi, Fabio, 2016.
"Market reforms in the time of imbalance,"
Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 69-93.
- Ghironi, Fabio & Cacciatore, Matteo & Duval, Romain & Fiori, Giuseppe, 2016. "Market Reforms in the Time of Imbalance," CEPR Discussion Papers 11247, C.E.P.R. Discussion Papers.
- Matteo Cacciatore & Romain Duval & Giuseppe Fiori & Fabio Ghironi, 2016. "Market Reforms in the Time of Imbalance," NBER Working Papers 22128, National Bureau of Economic Research, Inc.
- Idriss Fontaine, 2019. "The Conditionals Ins and Outs of French Unemployment," Post-Print hal-03665988, HAL.
- Christoph Bierbrauer, 2017. "National Fiscal Stimulus Packages And Consolidation Strategies In A Monetary Union," IEER Working Papers 110, Institute of Empirical Economic Research, Osnabrueck University.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016.
"New methods for macro-financial model comparison and policy analysis,"
IMFS Working Paper Series
107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- 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.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
- Ruppert, Kilian & Stähler, Nikolai, 2020. "Household savings, capital investments and public policies: What drives the German current account?," Discussion Papers 41/2020, Deutsche Bundesbank.
- Chassamboulli, Andri & Palivos, Theodore, 2013.
"The impact of immigration on the employment and wages of native workers,"
Journal of Macroeconomics, Elsevier, vol. 38(PA), pages 19-34.
- Andri Chassamboulli & Theodore Palivos, 2013. "The impact of immigration on the employment and wages of native workers," Working Papers 160, Bank of Greece.
- Daniel Martin & Olivier Pierrard, 2011.
"On-the-job Search and Cyclical Unemployment: Crowding Out vs. Vacancy Effects,"
BCL working papers
64, Central Bank of Luxembourg.
- Martin, Daniel & Pierrard, Olivier, 2014. "On-the-job search and cyclical unemployment: Crowding out vs. vacancy effects," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 235-250.
- Mileva, Mariya, 2013. "Optimal monetary policy in response to shifts in the beveridge curve," Kiel Working Papers 1823, Kiel Institute for the World Economy (IfW Kiel).
- Moyen, Stéphane & Stähler, Nikolai, 2009. "Unemployment insurance and the business cycle: prolong benefit entitlements in bad times?," Discussion Paper Series 1: Economic Studies 2009,30, Deutsche Bundesbank.
- Malgorzata Skibinska, 2016.
"What drives the labour wedge? A comparison between CEE countries and the Euro Area,"
EcoMod2016
9061, EcoMod.
- Skibińska, Małgorzata, 2016. "What drives the labour wedge? A comparison between CEE countries and the Euro Area," Economic Modelling, Elsevier, vol. 56(C), pages 148-161.
- 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.
- Jose Ignacio García Pérez & Victoria Osuna, 2011. "The effects of introducing a single open-ended contract in the Spanish labour market," Working Papers 11.07, Universidad Pablo de Olavide, Department of Economics.
- Emanuela Ciapanna & Sauro Mocetti & Alessandro Notarpietro, 2020. "The effects of structural reforms: Evidence from Italy," Temi di discussione (Economic working papers) 1303, Bank of Italy, Economic Research and International Relations Area.
- Lechthaler, Wolfgang & Tesfaselassie, Mewael F., 2021. "Endogenous growth, skill obsolescence and fiscal multipliers," Kiel Working Papers 2184, Kiel Institute for the World Economy (IfW Kiel).
- Costa Junior, Celso José & Sampaio, Armando Vaz, 2014. "Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy," Dynare Working Papers 36, CEPREMAP.
- Bańnkowska, Katarzyna & Borlescu, Ana Maria & Charalambakis, Evangelos & Da Silva, António Dias & Di Laurea, Davide & Dossche, Maarten & Georgarakos, Dimitris & Honkkila, Juha & Kennedy, Neale & Kenny, 2021. "ECB Consumer Expectations Survey: an overview and first evaluation," Occasional Paper Series 287, European Central Bank.
- Schmidt, Sebastian & Wieland, Volker, 2012.
"The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation,"
IMFS Working Paper Series
52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512, Elsevier.
- Dück, Alexander & Le, Anh H., 2023. "Transition risk uncertainty and robust optimal monetary policy," IMFS Working Paper Series 187, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Eric French & Elaine Kelly & Gerhard Kempkes & Nikolai Stähler, 2016. "A One‐Off Wealth Levy? Assessing the Pros and Cons and the Importance of Credibility," Fiscal Studies, Institute for Fiscal Studies, vol. 37, pages 821-849, September.
- Maarten DOSSCHE & Vivien LEWIS & Céline POILLY, 2014.
"Employment, hours and optimal monetary policy,"
Working Papers of Department of Economics, Leuven
ces14.16, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2014. "Employment, hours and optimal monetary policy," Working Paper Research 262, National Bank of Belgium.
- Dossche, Maarten & Lewis, Vivien & Poilly, Céline, 2014. "Employment, hours and optimal monetary policy," Working Paper Series 1713, European Central Bank.
- Dossche, Maarten & Lewis, Vivien & Poilly, Céline, 2015. "Employment, hours and optimal monetary policy," Discussion Papers 01/2015, Deutsche Bundesbank.
- Altavilla, Carlo & Ciccarelli, Matteo, 2010. "Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts," Economic Modelling, Elsevier, vol. 27(1), pages 237-253, January.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2023. "Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy," Cahiers de recherche / Working Papers 2302, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Dusan Stojanovic, 2023. "Quantitative Easing in the Euro Area: Implications for Income and Wealth Inequality," CERGE-EI Working Papers wp760, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Alisher Tolepbergen, 2022.
"The role of labor market structure and shocks for monetary policy in Kazakhstan,"
International Journal of Economic Policy Studies, Springer, vol. 16(1), pages 179-210, February.
- Alisher Tolepbergen, 2020. "The role of labor market structure and shocks for monetary policy in Kazakhstan," NAC Analytica Working Paper 10, NAC Analytica, Nazarbayev University, revised Jan 2021.
- Bofinger, Peter & Buch, Claudia M. & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2013. "Gegen eine rückwärtsgewandte Wirtschaftspolitik. Jahresgutachten 2013/14 [Against a backward-looking economic policy. Annual Report 2013/14]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201314.
- Marcin Kolasa & Michał Rubaszek & Małgorzata Walerych, 2019.
"Are flexible working hours helpful in stabilizing unemployment?,"
NBP Working Papers
319, Narodowy Bank Polski.
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2021. "Do flexible working hours amplify or stabilize unemployment fluctuations?," European Economic Review, Elsevier, vol. 131(C).
- Kolasa, Marcin & Rubaszek, Michał & Walerych, Małgorzata, 2019. "Are flexible working hours helpful in stabilizing unemployment?," Bank of Finland Research Discussion Papers 24/2019, Bank of Finland.
- Thomas COUDERT, 2016. "A new insight on the inflation persistence: the role of severance pay," Working Papers of LaRGE Research Center 2016-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- 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.
- Attinasi, Maria-Grazia & Prammer, Doris & Stähler, Nikolai & Tasso, Martino & Van Parys, Stefan, 2016. "Budget-neutral labour tax wedge reductions: A simulation-based analysis for selected euro area countries," Discussion Papers 26/2016, Deutsche Bundesbank.
- Lewis, Vivien & Villa, Stefania & Wolters, Maik H., 2019. "Labor productivity, effort and the euro area business cycle," Discussion Papers 44/2019, Deutsche Bundesbank.
- Angela Capolongo & Daniel Gros, 2020. "The ECB is running out of policy space: can fiscal policy help?," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 216-220.
- Charpe, Matthieu & Kühn, Stefan, 2015. "Demand and supply effects of bargaining power shocks," Economic Modelling, Elsevier, vol. 51(C), pages 21-32.
- Baudy, Philipp & Cords, Dario, 2016. "Deregulation of temporary agency employment in a unionized economy: Does this really lead to a substitution of regular employment?," Hohenheim Discussion Papers in Business, Economics and Social Sciences 06-2016, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Malcomson, James & Mavroeidis, Sophocles, 2015.
"Bargaining and Wage Rigidity in a Matching Model for the US,"
IZA Discussion Papers
8806, Institute of Labor Economics (IZA).
- James M. Malcomson & Sophocles Mavroeidis, 2017. "Bargaining and Wage Rigidity in a Matching Model for the US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 997-1017, December.
- Maria-Grazia Attinasi & Doris Prammer & Nikolai Stähler & Martino Tasso & Stefan van Parys, 2019. "Budget-Neutral Labor Tax Wedge Reductions: A Sumulation-Based Analysis for the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 15(4), pages 1-54, October.
- Renato Faccini & Stephen Millard & Francesco Zanetti, 2013. "Wage Rigidities in an Estimated Dynamic, Stochastic, General Equilibrium Model of the UK Labour Market," Manchester School, University of Manchester, vol. 81, pages 66-99, September.
- Carlsson, Mikael & Westermark, Andreas, 2016. "Labor market frictions and optimal steady-state inflation," Journal of Monetary Economics, Elsevier, vol. 78(C), pages 67-79.
- Poilly, Céline & Wesselbaum, Dennis, 2014. "Evaluating labor market reforms: A normative analysis," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 156-170.
- Kai Christoffel & Keith Kuester, 2008.
"The elasticity of the unemployment rate with respect to benefits,"
Working Papers
08-15, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Kuester, Keith, 2009. "The elasticity of the unemployment rate with respect to benefits," Economics Letters, Elsevier, vol. 102(2), pages 102-105, February.
Cited by:
- Sunakawa, Takeki, 2012.
"Efficiency in a search and matching model with right-to-manage bargaining,"
Economics Letters, Elsevier, vol. 117(3), pages 679-682.
- Sunakawa, Takeki, 2011. "Efficiency in a search and matching model with right-to-manage bargaining," MPRA Paper 32503, University Library of Munich, Germany.
- Brown, Alessio & Kohlbrecher, Britta & Merkl, Christian & Snower, Dennis J., 2016.
"The effects of productivity and benefits on unemployment: Breaking the link,"
MERIT Working Papers
2016-032, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Brown, Alessio J. G. & Kohlbrecher, Britta & Merkl, Christian & Snower, Dennis J., 2017. "The effects of productivity and benefits on unemployment: Breaking the link," FAU Discussion Papers in Economics 08/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Brown, Alessio J. G. & Kohlbrecher, Britta & Merkl, Christian & Snower, Dennis J., 2017. "The Effects of Productivity and Benefits on Unemployment: Breaking the Link," GLO Discussion Paper Series 51, Global Labor Organization (GLO).
- Brown, Alessio J.G. & Kohlbrecher, Britta & Merkl, Christian & Snower, Dennis J., 2021. "The effects of productivity and benefits on unemployment: Breaking the link," Economic Modelling, Elsevier, vol. 94(C), pages 967-980.
- Aaron Schwartz & Roger Magoulas & Melinda Buntin, 2013. "Tracking Labor Demand with Online Job Postings: The Case of Health IT Workers and the HITECH Act," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 52(4), pages 941-968, October.
- Lewis, Vivien & Villa, Stefania & Wolters, Maik H., 2019. "Labor productivity, effort and the euro area business cycle," Discussion Papers 44/2019, Deutsche Bundesbank.
- Christoffel, Kai & Kuester, Keith, 2008.
"Resuscitating the wage channel in models with unemployment fluctuations,"
Working Paper Series
923, European Central Bank.
- Christoffel, Kai & Kuester, Keith, 2008. "Resuscitating the wage channel in models with unemployment fluctuations," Journal of Monetary Economics, Elsevier, vol. 55(5), pages 865-887, July.
Cited by:
- Jordi Galí & Thijs van Rens, 2021.
"The Vanishing Procyclicality of Labour Productivity [Why have business cycle fluctuations become less volatile?],"
The Economic Journal, Royal Economic Society, vol. 131(633), pages 302-326.
- Gali, Jordi & van Rens, Thijs, 2015. "The Vanishing Procyclicality of Labor Productivity," The Warwick Economics Research Paper Series (TWERPS) 1062, University of Warwick, Department of Economics.
- Galí, Jordi & van Rens, Thijs, 2010. "The Vanishing Procyclicality of Labor Productivity," IZA Discussion Papers 5099, Institute of Labor Economics (IZA).
- GalÌ, Jordi & van Rens, Thijs, 2020. "The Vanishing Procyclicality of Labour Productivity," The Warwick Economics Research Paper Series (TWERPS) 1271, University of Warwick, Department of Economics.
- GalÌ, Jordi & van Rens, Thijs, 2020. "The Vanishing Procyclicality of Labour Productivity," CAGE Online Working Paper Series 477, Competitive Advantage in the Global Economy (CAGE).
- Jordi Galí & Thijs van Rens, 2008. "The vanishing procyclicality of labor productivity," Economics Working Papers 1230, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2010.
- Thijs van Rens & Jordi Gali, 2010. "The Vanishing Procyclicality of Labor Productivity," 2010 Meeting Papers 705, Society for Economic Dynamics.
- Galí, Jordi & van Rens, Thijs, 2010. "The vanishing procyclicality of labor productivity," Kiel Working Papers 1641, Kiel Institute for the World Economy (IfW Kiel).
- Gali, Jordi & van Rens, Thijs, 2014. "The Vanishing Procyclicality of Labor Productivity," Economic Research Papers 270221, University of Warwick - Department of Economics.
- GalÃ, Jordi & van Rens, Thijs, 2014. "The Vanishing Procyclicality of Labor Productivity," CEPR Discussion Papers 9853, C.E.P.R. Discussion Papers.
- Jordi Galí & Thijs van Rens, 2014. "The Vanishing Procyclicality of Labor Productivity," Working Papers 489, Barcelona School of Economics.
- Julien Albertini & Güneş Kamber & Michael Kirker, 2011.
"An estimated small open economy model with frictional unemployment,"
Reserve Bank of New Zealand Discussion Paper Series
DP2011/04, Reserve Bank of New Zealand.
- Julien Albertini & Güneş Kamber & Michael Kirker, 2012. "Estimated Small Open Economy Model With Frictional Unemployment," Pacific Economic Review, Wiley Blackwell, vol. 17(2), pages 326-353, May.
- Julien Albertini & Güneş Kamber & Michael Kirker, 2012. "Estimated Small Open Economy Model with Frictional Unemployment," Post-Print halshs-02188600, HAL.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2019.
"The German labor market during the Great Recession: Shocks and institutions,"
Economic Modelling, Elsevier, vol. 78(C), pages 192-208.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2019. "The German labor market during the Great Recession: Shocks and institutions," Open Access Publications from Kiel Institute for the World Economy 266168, Kiel Institute for the World Economy (IfW Kiel).
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2017. "The German labor market during the Great Recession: Shocks and institutions," FAU Discussion Papers in Economics 09/2017, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2018. "The German Labor Market during the Great Recession: Shocks and Institutions," IZA Discussion Papers 11858, Institute of Labor Economics (IZA).
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2021.
"Involuntary Unemployment and the Business Cycle,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 26-54, January.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Code and data files for "Involuntary Unemployment and the Business Cycle"," Computer Codes 18-447, Review of Economic Dynamics.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary unemployment and the business cycle," FRB Atlanta CQER Working Paper 2010-03, Federal Reserve Bank of Atlanta.
- Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2010. "Involuntary Unemployment and the Business Cycle," 2010 Meeting Papers 129, Society for Economic Dynamics.
- Mathias Trabandt & Karl Walentin & Lawrence Christiano, 2016. "Involuntary Unemployment and the Business Cycle," 2016 Meeting Papers 194, Society for Economic Dynamics.
- Lawrence Christiano & Mathias Trabandt & Karl Walentin, 2020. "Online Appendix to "Involuntary Unemployment and the Business Cycle"," Online Appendices 18-447, Review of Economic Dynamics.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary Unemployment and the Business Cycle," Working Paper Series 238, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2012.
- Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "Involuntary Unemployment and the Business Cycle," NBER Working Papers 15801, National Bureau of Economic Research, Inc.
- Christiano, Lawrence J. & Trabrandt, Mathias & Walentin, Karl, 2010. "Involuntary unemployment and the business cycle," Working Paper Series 1202, European Central Bank.
- Grimaud, Alex, 2021.
"Precautionary saving and un-anchored expectations,"
ECON WPS - Working Papers in Economic Theory and Policy
08/2021, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Grimaud, Alex, 2021. "Precautionary saving and un-anchored expectations," MPRA Paper 110651, University Library of Munich, Germany.
- Almut Balleer & Britta Gehrke & Wolfgang Lechthaler & Christian Merkl, 2014.
"Does Short-Time Work Save Jobs? A Business Cycle Analysis,"
CESifo Working Paper Series
4640, CESifo.
- Merkl, Christian & Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang, 2013. "Does Short-Time Work Save Jobs? A Business Cycle Analysis," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79718, Verein für Socialpolitik / German Economic Association.
- Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2013. "Does Short-Time Work Save Jobs? A Business Cycle Analysis," IZA Discussion Papers 7475, Institute of Labor Economics (IZA).
- Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2016. "Does short-time work save jobs? A business cycle analysis," European Economic Review, Elsevier, vol. 84(C), pages 99-122.
- Balleer, Almut & Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2013. "Does short-time work save jobs? A business cycle analysis," Kiel Working Papers 1832, Kiel Institute for the World Economy (IfW Kiel).
- Kurozumi, Takushi & Van Zandweghe, Willem, 2010.
"Labor market search, the Taylor principle, and indeterminacy,"
Journal of Monetary Economics, Elsevier, vol. 57(7), pages 851-858, October.
- Takushi Kurozumi & Willem Van Zandweghe, 2008. "Labor market search and interest rate policy," Research Working Paper RWP 08-03, Federal Reserve Bank of Kansas City.
- Takushi Kurozumi & Willem Van Zandweghe, 2010. "Labor market search, the Taylor principle, and indeterminacy," Research Working Paper RWP 11-01, Federal Reserve Bank of Kansas City.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009.
"The role of labor markets for euro area monetary policy,"
European Economic Review, Elsevier, vol. 53(8), pages 908-936, November.
- Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2009. "The role of labor markets for euro area monetary policy," Working Paper Series 1035, European Central Bank.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2009. "The role of labor markets for Euro area monetary policy," Working Papers 09-1, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009. "The role of labor markets for euro area monetary policy," Kiel Working Papers 1513, Kiel Institute for the World Economy (IfW Kiel).
- Sunakawa, Takeki, 2012.
"Efficiency in a search and matching model with right-to-manage bargaining,"
Economics Letters, Elsevier, vol. 117(3), pages 679-682.
- Sunakawa, Takeki, 2011. "Efficiency in a search and matching model with right-to-manage bargaining," MPRA Paper 32503, University Library of Munich, Germany.
- Di Pace, Federico & Hertweck, Matthias S., 2012.
"Labour Market Frictions, Monetary Policy and Durable Goods,"
Dynare Working Papers
20, CEPREMAP.
- Federico Di Pace & Matthias Hertweck, 2019. "Labor Market Frictions, Monetary Policy, and Durable Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 274-304, April.
- Di Pace, Federico & Hertweck, Matthias S., 2012. "Labour Market Frictions, Monetary Policy, and Durable Goods," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62052, Verein für Socialpolitik / German Economic Association.
- Federico Di Pace & Matthias S. Hertweck, 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Working Paper Series of the Department of Economics, University of Konstanz 2012-09, Department of Economics, University of Konstanz.
- Di Pace, Frederico & Hertweck, Matthias, 2016. "Labour market frictions, monetary policy and durable goods," Bank of England working papers 623, Bank of England.
- Kai Christoffel & Keith Kuester, 2008.
"The elasticity of the unemployment rate with respect to benefits,"
Working Papers
08-15, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Kuester, Keith, 2009. "The elasticity of the unemployment rate with respect to benefits," Economics Letters, Elsevier, vol. 102(2), pages 102-105, February.
- Lise Patureau, 2009.
"Labor Market Frictions and the International Propagation Mechanism,"
THEMA Working Papers
2009-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Patureau, Lise, 2012. "Labor market frictions and the international propagation mechanism," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 199-222.
- Matthias S. Hertweck, 2006.
"Strategic Wage Bargaining, Labor Market Volatility, and Persistence,"
Economics Working Papers
ECO2006/42, European University Institute.
- Matthias S. Hertweck, 2011. "Strategic Wage Bargaining, Labor Market Volatility, and Persistence," Working Paper Series of the Department of Economics, University of Konstanz 2011-26, Department of Economics, University of Konstanz.
- Hertweck Matthias Sebastian, 2013. "Strategic wage bargaining, labor market volatility, and persistence," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1-27, October.
- De Walque, Gregory & Pierrard, Olivier & Sneessens, Henri R. & Wouters, Raf, 2009.
"Sequential Bargaining in a New-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiation,"
IZA Discussion Papers
4059, Institute of Labor Economics (IZA).
- Wouters, Raf & de Walque, Gregory & Pierrard, Olivier & Sneessens, Henri, 2009. "Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation," Working Paper Series 1007, European Central Bank.
- Gregory de Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2008. "Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation," BCL working papers 33, Central Bank of Luxembourg.
- Gregory de Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2009. "Sequential bargaining in a New Keynesian model with frictional unemployment and staggered wage negotiation," Working Paper Research 157, National Bank of Belgium.
- Gregory De Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2009. "Sequential Bargaining in a Neo-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiations," Annals of Economics and Statistics, GENES, issue 95-96, pages 223-250.
- Ma�gorzata Skibi�ska, 2015. "Impact of labour market shocks on business cycle fluctuations in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 46(1), pages 1-40.
- Domenico Giannone & Michele Lenza, 2009.
"Business cycles in the euro area,"
Research Bulletin, European Central Bank, vol. 8, pages 5-7.
- Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the euro Area," Working Papers ECARES 2008_040, ULB -- Universite Libre de Bruxelles.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2010. "Business Cycles in the Euro Area," NBER Chapters, in: Europe and the Euro, pages 141-167, National Bureau of Economic Research, Inc.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2008. "Business Cycles in the Euro Area," NBER Working Papers 14529, National Bureau of Economic Research, Inc.
- Reichlin, Lucrezia & Giannone, Domenico & Lenza, Michele, 2009. "Business Cycles in the Euro Area," CEPR Discussion Papers 7124, C.E.P.R. Discussion Papers.
- Lafourcade, Pierre & Gerali, Andrea & Brůha, Jan & Bursian, Dirk & Buss, Ginters & Corbo, Vesna & Haavio, Markus & Håkanson, Christina & Hlédik, Tibor & Kátay, Gábor & Kulikov, Dmitry & Lozej, Matija , 2016. "Labour market modelling in the light of the financial crisis," Occasional Paper Series 175, European Central Bank.
- Wieland, Volker & Cwik, Tobias & Wolters, Maik & Müller, Gernot & Schmidt, Sebastian, 2012.
"A New Comparative Approach to Macroeconomic Modeling and Policy Analysis,"
CEPR Discussion Papers
8814, C.E.P.R. Discussion Papers.
- Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik Hendrik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," IMFS Working Paper Series 49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Jaromir Tonner & Stanislav Tvrz & Osvald Vasicek, 2015. "Labour Market Modelling within a DSGE Approach," Working Papers 2015/06, Czech National Bank.
- Raymond Hawkins & Jeffrey Speakes & Dan Hamilton, 2015. "Monetary policy and PID control," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 183-197, April.
- Kai Christoffel & James Costain & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009.
"Inflation dynamics with labour market matching: assessing alternative specifications,"
Working Papers
09-6, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Working Paper Series 1053, European Central Bank.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching: assessing alternative specifcations," BCL working papers 38, Central Bank of Luxembourg.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching : assessing alternative specifications," Working Paper Research 164, National Bank of Belgium.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Bank of England working papers 375, Bank of England.
- Moon, Weh-Sol, 2011.
"The Business Cycle with Nominal Contracts and Search Frictions,"
MPRA Paper
57457, University Library of Munich, Germany, revised 21 Jul 2014.
- Moon, Weh-Sol, 2016. "The Business Cycle with Nominal Contracts and Search Frictions," MPRA Paper 72666, University Library of Munich, Germany.
- Moon, Weh-Sol, 2018. "The Business Cycle With Nominal Contracts And Search Frictions," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 307-330, March.
- Mikael Carlsson & Stefan Eriksson & Nils Gottfries, 2013. "Product market imperfections and employment dynamics," Oxford Economic Papers, Oxford University Press, vol. 65(2), pages 447-470, April.
- Canova, Fabio & Matthes, Christian, 2018.
"A composite likelihood approach for dynamic structural models,"
CEPR Discussion Papers
13245, C.E.P.R. Discussion Papers.
- Fabio Canova & Christian Matthes, 2018. "A composite likelihood approach for dynamic structural models," Working Papers No 10/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Fabio Canova & Christian Matthes, 2021. "A Composite Likelihood Approach for Dynamic Structural Models," The Economic Journal, Royal Economic Society, vol. 131(638), pages 2447-2477.
- Fabio Canova & Christian Matthes, 2018. "A Composite Likelihood Approach for Dynamic Structural Models," Working Paper 18-12, Federal Reserve Bank of Richmond.
- Harry Aginta & Masakazu Someya, 2022. "Regional economic structure and heterogeneous effects of monetary policy: evidence from Indonesian provinces," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-25, December.
- Mewael F. Tesfaselassie & Eric Schaling, 2016.
"On Determinacy and Learnability in a New Keynesian Model with Unemployment,"
South African Journal of Economics, Economic Society of South Africa, vol. 84(4), pages 607-623, December.
- Tesfaselassie, Mewael F. & Schaling, Eric, 2009. "On determinacy and learnability in a New Keynesian model with unemployment," Kiel Working Papers 1506, Kiel Institute for the World Economy (IfW Kiel).
- Casares, Miguel, 2013.
"On firm-level, industry-level, and aggregate employment fluctuations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2963-2978.
- Miguel Casares, 2013. "On firm-level, industry-level, and aggregate employment fluctuations," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 1309, Departamento de Economía - Universidad Pública de Navarra.
- Wilhelm, Stefan, 2023. "Efficiency of short-time work schemes and the role of monetary policy," Journal of Macroeconomics, Elsevier, vol. 78(C).
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2018.
"Labour tax reforms, cross-country coordination and the monetary policy stance in the euro area: A structural model-based approach,"
Research Technical Papers
2/RT/18, Central Bank of Ireland.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2018. "Labour tax reforms, cross-country coordination and the monetary policy stance in the euro area: a structural model-based approach," Working Paper Series 2127, European Central Bank.
- 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.
- Grimaud, Alex, 2021. "Precautionary saving and un-anchored expectations," MPRA Paper 108931, University Library of Munich, Germany.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2020.
"Macroeconomic effects of tariffs shocks: the role of the effective lower bound and the labour market,"
Working Paper Series
2434, European Central Bank.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2020. "Macroeconomic Effects of Tariffs Shocks: The Role of the Effective Lower Bound and the Labour Market," Research Technical Papers 04/RT/20, Central Bank of Ireland.
- Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2022. "Macroeconomic effects of tariffs shocks: The role of the effective lower bound and the labour market," Journal of International Money and Finance, Elsevier, vol. 120(C).
- Sergio Ocampo Díaz, 2012. "Introducción de Fricciones en el Mercado Laboral en Modelos DSGE," Vniversitas Económica 10007, Universidad Javeriana - Bogotá.
- Georgiadis, Georgios, 2012.
"Towards an explanation of cross-country asymmetries in monetary transmission,"
Discussion Papers
07/2012, Deutsche Bundesbank.
- Georgiadis, Georgios, 2014. "Towards an explanation of cross-country asymmetries in monetary transmission," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 66-84.
- Lucia Alessi & Carsten Detken, 2009. "Global liquidity as an early warning indicator for asset price boom/bust cycles," Research Bulletin, European Central Bank, vol. 8, pages 7-9.
- Ocampo Díaz, Sergio, 2013.
"Rule-of-Thumb Consumers, Nominal Rigidities and the Design of Interest Rate Rules,"
IDB Publications (Working Papers)
4627, Inter-American Development Bank.
- Sergio Ocampo Diaz, 2013. "Rule-of-Thumb Consumers, Nominal Rigidities and the Design of Interest Rate Rules," Research Department Publications IDB-WP-400, Inter-American Development Bank, Research Department.
- Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma, 2018.
"The Missing Link: Monetary policy and the labor share,"
Discussion Papers
1829, Centre for Macroeconomics (CFM).
- Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel, 2020. "The missing link: monetary policy and the labor share," Bank of England working papers 857, Bank of England, revised 29 May 2020.
- Cristiano Cantore & Filippo Ferroni & Miguel León-Ledesma, 2021. "The Missing Link: Monetary Policy and The Labor Share," Journal of the European Economic Association, European Economic Association, vol. 19(3), pages 1592-1620.
- Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma, 2018. "The Missing Link: Monetary Policy and The Labor Share," Studies in Economics 1808, School of Economics, University of Kent.
- León-Ledesma, Miguel & Cantore, Cristiano & Ferroni, Filippo, 2019. "The Missing Link: Monetary Policy and The Labor Share," CEPR Discussion Papers 13551, C.E.P.R. Discussion Papers.
- Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A., 2018. "The missing link: monetary policy and the labor share," LSE Research Online Documents on Economics 90873, London School of Economics and Political Science, LSE Library.
- Tovar, Camilo Ernesto, 2009.
"DSGE Models and Central Banks,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-31.
- Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy (IfW Kiel).
- Camilo E Tovar, 2008. "DSGE models and central banks," BIS Working Papers 258, Bank for International Settlements.
- F. Di Pace & K. Mitra & S. Zhang, 2021.
"Adaptive Learning and Labor Market Dynamics,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 441-475, March.
- Di Pace, Frederico & Mitra, Kaushik & Zhang, Shoujian, 2016. "Adaptive learning and labour market dynamics," Bank of England working papers 633, Bank of England.
- Celso Jose Costa Junior, 2016. "Understanding DSGE models," Vernon Press Titles in Economics, Vernon Art and Science Inc, edition 1, number 70, July.
- Alex Grimaud, 2023.
"Unemployment Risk and Discretionary Fiscal Spending,"
Department of Economics Working Papers
wuwp335, Vienna University of Economics and Business, Department of Economics.
- Grimaud, Alex, 2023. "Unemployment Risk and Discretionary Fiscal Spending," Department of Economics Working Paper Series 335, WU Vienna University of Economics and Business.
- Di Pace, Federico & Villa, Stefania, 2016. "Factor complementarity and labour market dynamics," European Economic Review, Elsevier, vol. 82(C), pages 70-112.
- Mayer, Eric & Moyen, Stéphane & Stähler, Nikolai, 2010. "Government expenditures and unemployment: A DSGE perspective," Discussion Paper Series 1: Economic Studies 2010,18, Deutsche Bundesbank.
- Gehrke, Britta & Lechthaler, Wolfgang & Merkl, Christian, 2017. "The German labor market in the Great Recession: Shocks and institutions," IAB-Discussion Paper 201714, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Julia Angerhausen & Christian Bayer & Burkhard Hehenkamp, 2010.
"Strategic Unemployment,"
Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 166(3), pages 439-461, September.
- Julia Angerhausen & Christian Bayer & Burkhard Hehenkamp, 2006. "Strategic Unemployment," Discussion Papers in Economics 06_02, University of Dortmund, Department of Economics.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2008.
"Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach,"
Bank of Japan Working Paper Series
08-E-9, Bank of Japan.
- Ichiue, Hibiki & Kurozumi, Takushi & Sunakawa, Takeki, 2011. "Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy," MPRA Paper 33391, University Library of Munich, Germany.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2013. "Inflation Dynamics And Labor Market Specifications: A Bayesian Dynamic Stochastic General Equilibrium Approach For Japan'S Economy," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 273-287, January.
- Ina Hajdini & Edward S. Knotek & John Leer & Mathieu Pedemonte & Robert W. Rich & Raphael Schoenle, 2022.
"Low Passthrough from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation,"
Working Papers
22-21R, Federal Reserve Bank of Cleveland, revised 27 Mar 2023.
- Schoenle, Raphael & Hajdini, Ina & Knotek, Edward & Leer, John & Pedemonte, Mathieu & Rich, Robert, 2022. "Low Passthrough from Inflation Expectations to Income Growth Expectations: Why People Dislike Inflation," CEPR Discussion Papers 17356, C.E.P.R. Discussion Papers.
- Moon, Weh-Sol, 2011. "Business cycle with nominal contracts and search frictions," MPRA Paper 31716, University Library of Munich, Germany.
- Merkl, Christian, 2009. "The inflation-output tradeoff: which type of labor market rigidity is to be blamed?," Kiel Working Papers 1495, Kiel Institute for the World Economy (IfW Kiel).
- Costa Junior, Celso José & Sampaio, Armando Vaz, 2014. "Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy," Dynare Working Papers 36, CEPREMAP.
- Schmidt, Sebastian & Wieland, Volker, 2012.
"The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation,"
IMFS Working Paper Series
52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512, Elsevier.
- Berger, Johannes & Strohner, Ludwig, 2020. "Documentation of the PUblic Policy Model for Austria and other European countries (PUMA)," Research Papers 11, EcoAustria – Institute for Economic Research.
- Altavilla, Carlo & Ciccarelli, Matteo, 2010. "Evaluating the effect of monetary policy on unemployment with alternative inflation forecasts," Economic Modelling, Elsevier, vol. 27(1), pages 237-253, January.
- Takeki Sunakawa, 2015. "Optimal Monetary Policy with Labor Market Frictions: The Role of the Wage Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1119-1147, September.
- Alisher Tolepbergen, 2022.
"The role of labor market structure and shocks for monetary policy in Kazakhstan,"
International Journal of Economic Policy Studies, Springer, vol. 16(1), pages 179-210, February.
- Alisher Tolepbergen, 2020. "The role of labor market structure and shocks for monetary policy in Kazakhstan," NAC Analytica Working Paper 10, NAC Analytica, Nazarbayev University, revised Jan 2021.
- David Marqués Ibañez, 2009. "Banks, credit and the transmission mechanism of monetary policy," Research Bulletin, European Central Bank, vol. 8, pages 2-4.
- Thomas COUDERT, 2015. "Inflation persistence and bargained firing costs," Working Papers of LaRGE Research Center 2015-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Thomas COUDERT, 2016. "A new insight on the inflation persistence: the role of severance pay," Working Papers of LaRGE Research Center 2016-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Pierrick Clerc, 2021. "The Dynamics of Unemployment and Inflation in New Keynesian Models with Two Labor Margins," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 301-332, March.
- Maennig, Wolfgang & Wilhelm, Stefan, 2023.
"News and noise in crime politics: The role of announcements and risk attitudes,"
Economic Modelling, Elsevier, vol. 129(C).
- Wolfgang Maennig & Stefan Wilhelm, 2022. "News and Noise in Crime Politics: The Role of Announcements and Risk Attitudes," Working Papers 072, Chair for Economic Policy, University of Hamburg.
- Renato Faccini & Stephen Millard & Francesco Zanetti, 2013. "Wage Rigidities in an Estimated Dynamic, Stochastic, General Equilibrium Model of the UK Labour Market," Manchester School, University of Manchester, vol. 81, pages 66-99, September.
- Poilly, Céline & Wesselbaum, Dennis, 2014. "Evaluating labor market reforms: A normative analysis," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 156-170.
- Philip Jung & Keith Kuester, 2008.
"The (un)importance of unemployment fluctuations for welfare,"
Working Papers
08-31, Federal Reserve Bank of Philadelphia.
Cited by:
- Krebs, Tom & Scheffel, Martin, 2014.
"Labor Market Reform and the Cost of Business Cycles,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100427, Verein für Socialpolitik / German Economic Association.
- Tom Krebs, 2014. "Labor Market Reform and the Cost of Business Cycles," 2014 Meeting Papers 1017, Society for Economic Dynamics.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009.
"Wage Stickiness and Unemployment Fluctuations: An Alternative Approach,"
Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra
0902, Departamento de Economía - Universidad Pública de Navarra.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2012. "Wage stickiness and unemployment fluctuations: an alternative approach," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(3), pages 395-422, September.
- Miguel Casares & Antonio Moreno & Jesús Vázquez, 2009. "Wage Stickiness and Unemployment Fluctuations: An Alternative Approach," Faculty Working Papers 04/09, School of Economics and Business Administration, University of Navarra.
- Alain de Serres & Fabrice Murtin, 2014.
"Unemployment at risk: the policy determinants of labour market exposure to economic shocks,"
Post-Print
hal-03460398, HAL.
- Alain de Serres & Fabrice Murtin, 2014. "Unemployment at risk: the policy determinants of labour market exposure to economic shocks," Sciences Po publications info:hdl:2441/2cnlir7arl8, Sciences Po.
- Alain de Serres & Fabrice Murtin, 2014. "Unemployment at risk: the policy determinants of labour market exposure to economic shocks [Labor market institutions and the business cycle: unemployment rigidities vs wage rigidities]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 29(80), pages 603-637.
- Per Krusell & Toshihiko Mukoyama & Aysegul Sahin, 2009.
"Labor-Market Matching with Precautionary Savings and Aggregate Fluctuations,"
NBER Working Papers
15282, National Bureau of Economic Research, Inc.
- Per Krusell & Toshihiko Mukoyama & Ayşegül Şahin, 2010. "Labour-Market Matching with Precautionary Savings and Aggregate Fluctuations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(4), pages 1477-1507.
- Per Krusell & Toshihiko Mukoyama & Ayseg ul Sahin, 2007. "Labor-Market Matching with Precautionary Savings and Aggregate Fluctuations," Levine's Bibliography 122247000000001783, UCLA Department of Economics.
- Sahin, Aysegul & Mukoyama, Toshihiko, 2009. "Labor-Market Matching with Precautionary Savings and Aggregate Fluctuations," CEPR Discussion Papers 7429, C.E.P.R. Discussion Papers.
- Müller, Gernot & Enders, Zeno & Jung, Philip, 2012.
"Has the Euro changed the Business Cycle?,"
CEPR Discussion Papers
9233, C.E.P.R. Discussion Papers.
- Enders, Zeno & Jung, Philip & Müller, Gernot J., 2013. "Has the Euro changed the business cycle?," European Economic Review, Elsevier, vol. 59(C), pages 189-211.
- Zeno Enders & Gernot J. Müller, 2010. "Has the Euro changed the Business Cycle?," Working Papers 162, Oesterreichische Nationalbank (Austrian Central Bank).
- Enders, Zeno & Jung, Philip & Müller, Gernot J., 2009. "Has the Euro changed the Business Cycle?," Bonn Econ Discussion Papers 6/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Hairault, Jean-Olivier & Langot, François & Osotimehin, Sophie, 2008.
"Unemployment Dynamics and the Cost of Business Cycles,"
IZA Discussion Papers
3840, Institute of Labor Economics (IZA).
- Sophie Osotimehin & François Langot & Jean-Olivier Hairault, 2009. "Unemployment dynamics and the cost of business cycles," 2009 Meeting Papers 492, Society for Economic Dynamics.
- Jean-Olivier Hairault & François Langot & Sophie Osotimehin, 2010.
"Matching frictions, unemployment dynamics and the cost of business cycles,"
Post-Print
hal-00516832, HAL.
- Jean-Olivier Hairault & François Langot & Sophie Osotimehin, 2010. "Matching frictions, unemployment dynamics and the cost of business cycles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00516832, HAL.
- Jean-Olivier Hairault & Francois Langot & Sophie Osotimehin, 2010. "Matching frictions, unemployment dynamics and the cost of business cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(4), pages 759-779, October.
- Jean-Olivier Hairault & François Langot & Sophie Osotimehin, 2010. "Matching frictions, unemployment dynamics and the cost of business cycles," PSE-Ecole d'économie de Paris (Postprint) hal-00516832, HAL.
- Den Haan, Wouter & Rendahl, Pontus & Riegler, Markus, 2015.
"Unemployment (Fears) and Deflationary Spirals,"
CEPR Discussion Papers
10814, C.E.P.R. Discussion Papers.
- Wouter Den Haan & Pontus Rendahl & Markus Riegler, 2015. "Unemployment (Fears) and Deflationary Spirals," Discussion Papers 1521, Centre for Macroeconomics (CFM).
- Moreno-Galbis, Eva, 2012.
"The impact of TFP growth on the unemployment rate: does on-the-job training matter?,"
CEPREMAP Working Papers (Docweb)
1207, CEPREMAP.
- Moreno-Galbis, Eva, 2012. "The impact of TFP growth on the unemployment rate: Does on-the-job training matter?," European Economic Review, Elsevier, vol. 56(8), pages 1692-1713.
- Krebs, Tom & Scheffel, Martin, 2014.
"Labor Market Reform and the Cost of Business Cycles,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100427, Verein für Socialpolitik / German Economic Association.
- Keith Kuester & Volker W. Wieland, 2008.
"Insurance policies for monetary policy in the euro area,"
Working Papers
08-29, Federal Reserve Bank of Philadelphia.
- Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 8(4), pages 872-912, June.
- Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 872-912, June.
- Wieland, Volker & Kuester, Keith, 2005. "Insurance policies for monetary policy in the euro area," Working Paper Series 480, European Central Bank.
- Keith Kuester & Volker Wieland, 2008. "Insurance Policies for Monetary Policy in the Euro Area," Discussion Papers 07-044, Stanford Institute for Economic Policy Research.
- Küster, Keith & Wieland, Volker, 2005. "Insurance policies for monetary policy in the Euro area," CFS Working Paper Series 2005/13, Center for Financial Studies (CFS).
- Volker Wieland & Keith Kuester, 2005. "Insurance Policies for Monetary Policy in the Euro Area," Computing in Economics and Finance 2005 100, Society for Computational Economics.
- Wieland, Volker & Küster, Keith, 2005. "Insurance Policies for Monetary Policy in the Euro Area," CEPR Discussion Papers 4956, C.E.P.R. Discussion Papers.
Cited by:
- Dennis, Richard, 2010. "How robustness can lower the cost of discretion," Journal of Monetary Economics, Elsevier, vol. 57(6), pages 653-667, September.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017.
"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).
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017. "Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions," CEPR Discussion Papers 12013, C.E.P.R. Discussion Papers.
- Keith Kuester & Volker W. Wieland, 2008.
"Insurance policies for monetary policy in the euro area,"
Working Papers
08-29, Federal Reserve Bank of Philadelphia.
- Wieland, Volker & Kuester, Keith, 2005. "Insurance policies for monetary policy in the euro area," Working Paper Series 480, European Central Bank.
- Keith Kuester & Volker Wieland, 2008. "Insurance Policies for Monetary Policy in the Euro Area," Discussion Papers 07-044, Stanford Institute for Economic Policy Research.
- Küster, Keith & Wieland, Volker, 2005. "Insurance policies for monetary policy in the Euro area," CFS Working Paper Series 2005/13, Center for Financial Studies (CFS).
- Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 8(4), pages 872-912, June.
- Volker Wieland & Keith Kuester, 2005. "Insurance Policies for Monetary Policy in the Euro Area," Computing in Economics and Finance 2005 100, Society for Computational Economics.
- Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 872-912, June.
- Wieland, Volker & Küster, Keith, 2005. "Insurance Policies for Monetary Policy in the Euro Area," CEPR Discussion Papers 4956, C.E.P.R. Discussion Papers.
- Alexander Kriwoluzky & Christian A. Stoltenberg, 2016.
"Nested Models and Model Uncertainty,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(2), pages 324-353, April.
- Alexander Kriwoluzky & Christian A. Stoltenberg, 2009. "Nested models and model uncertainty," Economics Working Papers ECO2009/37, European University Institute.
- Orphanides, Athanasios & Wieland, Volker, 2012.
"Complexity and monetary policy,"
CFS Working Paper Series
2012/11, Center for Financial Studies (CFS).
- Athanasios Orphanides & Volker Wieland, 2013. "Complexity and Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 167-204, January.
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and Monetary Policy," CEPR Discussion Papers 9107, C.E.P.R. Discussion Papers.
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and monetary policy," IMFS Working Paper Series 57, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Giovanni Di Bartolomeo & Carolina Serpieri, 2018. "Robust Optimal Policies in a Behavioural New Keynesian Model," JRC Research Reports JRC111603, Joint Research Centre.
- Marcelo Sánchez, 2013. "On the Limits of Transparency: The Role of Imperfect Central Bank Knowledge," International Finance, Wiley Blackwell, vol. 16(2), pages 245-271, June.
- John B. Taylor & John C. Williams, 2010.
"Simple and Robust Rules for Monetary Policy,"
NBER Working Papers
15908, National Bureau of Economic Research, Inc.
- Taylor, John B. & Williams, John C., 2010. "Simple and Robust Rules for Monetary Policy," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 15, pages 829-859, Elsevier.
- John B. Taylor & John C. Williams, 2010. "Simple and robust rules for monetary policy," Working Paper Series 2010-10, Federal Reserve Bank of San Francisco.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2018. "Robust Macroprudential Policy Rules under Model Uncertainty," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181503, Verein für Socialpolitik / German Economic Association.
- Wieland, Volker & Cwik, Tobias & Wolters, Maik & Müller, Gernot & Schmidt, Sebastian, 2012.
"A New Comparative Approach to Macroeconomic Modeling and Policy Analysis,"
CEPR Discussion Papers
8814, C.E.P.R. Discussion Papers.
- Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik Hendrik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," IMFS Working Paper Series 49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Kai Leitemo & Ulf Söderstrom, 2005.
"Robust Monetary Policy in a Small Open Economy,"
Working Papers
290, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Leitemo, Kai & Söderström, Ulf, 2008. "Robust monetary policy in a small open economy," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3218-3252, October.
- Leitemo, Kai & Söderström, Ulf, 2005. "Robust monetary policy in a small open economy," Bank of Finland Research Discussion Papers 20/2005, Bank of Finland.
- Söderström, Ulf & Leitemo, Kai, 2005. "Robust Monetary Policy in a Small Open Economy," CEPR Discussion Papers 5071, C.E.P.R. Discussion Papers.
- Wieland, Volker & Taylor, John B., 2010.
"Surprising comparative properties of monetary models: Results from a new model database,"
Working Paper Series
1261, European Central Bank.
- Taylor, John B. & Wieland, Volker, 2012. "Surprising comparative properties of monetary models: Results from a new model database," IMFS Working Paper Series 66, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- John B. Taylor & Volker Wieland, 2012. "Surprising Comparative Properties of Monetary Models: Results from a New Model Database," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 800-816, August.
- Coenen, Gunter, 2007.
"Inflation persistence and robust monetary policy design,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 111-140, January.
- Coenen, Günter, 2003. "Inflation persistence and robust monetary policy design," Working Paper Series 290, European Central Bank.
- Maria Demertzis & Alexander F. Tieman, 2007. "Dealing With Uncertainty: Robust Rules In Monetary Policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(2), pages 295-307, May.
- Cwik, Tobias & Wieland, Volker, 2010.
"Keynesian government spending multipliers and spillovers in the euro area,"
Working Paper Series
1267, European Central Bank.
- Wieland, Volker & Cwik, Tobias, 2009. "Keynesian government spending multipliers and spillovers in the euro area," CEPR Discussion Papers 7389, C.E.P.R. Discussion Papers.
- Cwik, Tobias J. & Wieland, Volker, 2009. "Keynesian government spending multipliers and spillovers in the Euro area," CFS Working Paper Series 2009/25, Center for Financial Studies (CFS).
- Tobias Cwik & Volker Wieland, 2011. "Keynesian government spending multipliers and spillovers in the euro area [Fiscal policy and growth: do financial crises make a difference?]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 26(67), pages 493-549.
- Taylor, John B. & Wieland, Volker, 2009.
"Surprising comparative properties of monetary models: Results from a new data base,"
CFS Working Paper Series
2009/21, Center for Financial Studies (CFS).
- Taylor, John & Wieland, Volker, 2009. "Surprising comparative properties of monetary models: Results from a new data base," CEPR Discussion Papers 7294, C.E.P.R. Discussion Papers.
- John B. Taylor & Volker Wieland, 2009. "Surprising Comparative Properties of Monetary Models: Results from a New Data Base," NBER Working Papers 14849, National Bureau of Economic Research, Inc.
- Spanjers, Willy, 2008. "Central banks and ambiguity," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 85-102.
- Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
- Dück, Alexander & Verona, Fabio, 2023. "Monetary policy rules: model uncertainty meets design limits," Bank of Finland Research Discussion Papers 12/2023, Bank of Finland.
- Lieberknecht, Philipp, 2018.
"Financial Frictions, the Phillips Curve and Monetary Policy,"
MPRA Paper
89429, University Library of Munich, Germany.
- Lieberknecht, Philipp, 2019. "Financial frictions,the Phillips curve and monetary policy," Discussion Papers 47/2019, Deutsche Bundesbank.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016.
"New methods for macro-financial model comparison and policy analysis,"
IMFS Working Paper Series
107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- 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.
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
- Dück, Alexander & Verona, Fabio, 2023. "Robust frequency-based monetary policy rules," IMFS Working Paper Series 180, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Schmidt, Sebastian & Wieland, Volker, 2012.
"The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation,"
IMFS Working Paper Series
52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512, Elsevier.
- Dück, Alexander & Le, Anh H., 2023. "Transition risk uncertainty and robust optimal monetary policy," IMFS Working Paper Series 187, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Bofinger, Peter & Buch, Claudia M. & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2013. "Gegen eine rückwärtsgewandte Wirtschaftspolitik. Jahresgutachten 2013/14 [Against a backward-looking economic policy. Annual Report 2013/14]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201314.
- R. Gerke & F. Hammermann & V. Lewis, 2011.
"Robust Monetary Policy in a Model with Financial Distress,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
11/767, Ghent University, Faculty of Economics and Business Administration.
- Gerke, Rafael & Hammermann, Felix & Lewis, Vivien, 2012. "Robust monetary policy in a model with financial distress," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 318-325.
- Jing Zeng, 2015. "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz 2015-11, Department of Economics, University of Konstanz.
- Jing Zeng, 2016. "Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(2), pages 415-444, May.
- Müller, Gernot J. & Kuester, Keith & Stölting, Sarah, 2007.
"Is the New Keynesian Phillips curve flat?,"
Working Paper Series
809, European Central Bank.
- Kuester, Keith & Müller, Gernot J. & Stölting, Sarah, 2009. "Is the New Keynesian Phillips curve flat?," Economics Letters, Elsevier, vol. 103(1), pages 39-41, April.
Cited by:
- Cole, Stephen J., 2018.
"The effectiveness of central bank forward guidance under inflation and price-level targeting,"
Journal of Macroeconomics, Elsevier, vol. 55(C), pages 146-161.
- Cole, Stephen J., 2016. "The Effectiveness of Central Bank Forward Guidance under Inflation and Price-Level Targeting," Working Papers and Research 2016-06, Marquette University, Center for Global and Economic Studies and Department of Economics.
- Medel, Carlos A., 2017.
"Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy,"
MPRA Paper
78439, University Library of Munich, Germany.
- Carlos Medel, 2017. "Forecasting Chilean inflation with the hybrid new keynesian Phillips curve: globalisation, combination, and accuracy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 20(3), pages 004-050, December.
- Carlos Medel, 2016. "Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy," Working Papers Central Bank of Chile 791, Central Bank of Chile.
- Stephan Sauer, 2010. "Discretion Rather Than Rules? When Is Discretionary Policymaking Better Than the Timeless Perspective?," International Journal of Central Banking, International Journal of Central Banking, vol. 6(2), pages 1-29, June.
- Medel, Carlos A., 2015.
"Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach,"
MPRA Paper
67081, University Library of Munich, Germany.
- Carlos Medel, 2016. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," Working Papers Central Bank of Chile 785, Central Bank of Chile.
- Carlos A. Medel, 2018. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," International Economic Journal, Taylor & Francis Journals, vol. 32(3), pages 331-371, July.
- Patrick Minford & Zhirong Ou & Michael Wickens, 2015.
"Revisiting the Great Moderation: Policy or Luck?,"
Open Economies Review, Springer, vol. 26(2), pages 197-223, April.
- Minford, Patrick & Ou, Zhirong & Wickens, Michael, 2012. "Revisiting the Great Moderation: policy or luck?," Cardiff Economics Working Papers E2012/9, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2014.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Scholarly Articles
22795845, Harvard University Department of Economics.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Martina Cecioni, 2010. "Firm entry, competitive pressures and the US inflation dynamics," Temi di discussione (Economic working papers) 773, Bank of Italy, Economic Research and International Relations Area.
- Minford, Patrick & Ou, Zhirong, 2009.
"Taylor Rule or Optimal Timeless Policy? Reconsidering the Fed's behaviour since 1982,"
Cardiff Economics Working Papers
E2009/19, Cardiff University, Cardiff Business School, Economics Section, revised May 2010.
- Minford, Patrick & Ou, Zhirong, 2013. "Taylor Rule or optimal timeless policy? Reconsidering the Fed's behavior since 1982," Economic Modelling, Elsevier, vol. 32(C), pages 113-123.
- Oinonen, Sami & Vilmi, Lauri, 2021. "Analysing euro area inflation outlook with the Phillips curve," BoF Economics Review 5/2021, Bank of Finland.
- Medel, Carlos A., 2015. "A Critical Review of Posch, J. and F. Rumler (2015), 'Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve,' Journal of Forecasting 34(2): 145-62," MPRA Paper 65665, University Library of Munich, Germany.
- Jean-Paul L'Huillier & William R. Zame, 2015. "The Flattening of the Phillips Curve and the Learning Problem of the Central Bank," EIEF Working Papers Series 1503, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2014.
- Dino Martellato, 2008. "Economic Integration and Macroeconomic Convergence in the Euro Area," Working Papers 2008_34, Department of Economics, University of Venice "Ca' Foscari".
- Krogh, Tord S., 2015. "Macro frictions and theoretical identification of the New Keynesian Phillips curve," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 191-204.
- Daniela Milučká, 2014. "Inflation dynamics in the Czech Republic: Estimation of the New Keynesian Phillips curve," International Journal of Economic Sciences, Prague University of Economics and Business, vol. 2014(2), pages 53-70.
- Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias, 2006.
"Identifying the role of labor markets for monetary policy in an estimated DSGE model,"
Discussion Paper Series 1: Economic Studies
2006,17, Deutsche Bundesbank.
- Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2006. "Identifying the role of labor markets for monetary policy in an estimated DSGE model," Working Paper Series 635, European Central Bank.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2006. "Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model," 2006 Meeting Papers 544, Society for Economic Dynamics.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2006. "Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model," Computing in Economics and Finance 2006 146, Society for Computational Economics.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2006. "Identifying the role of labor markets for monetary policy in an estimated DSGE model," CFS Working Paper Series 2007/07, Center for Financial Studies (CFS).
Cited by:
- Faia, Ester & Rossi, Lorenza, 2008.
"Unions power, collective bargaining and optimal monetary policy,"
Kiel Working Papers
1490, Kiel Institute for the World Economy (IfW Kiel).
- Ester Faia & Lorenza Rossi, 2013. "Union Power, Collective Bargaining, And Optimal Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 408-427, January.
- Ester Faia & Lorenza Rossi, 2010. "Unions Power, Collective Bargaining and Optimal Monetary Policy," Quaderni di Dipartimento 126, University of Pavia, Department of Economics and Quantitative Methods.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021.
"Italian Labour Frictions and Wage Rigidities in an Estimated DSGE,"
CIRANO Working Papers
2021s-33, CIRANO.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," Cahiers de recherche / Working Papers 2105, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," BEMPS - Bozen Economics & Management Paper Series BEMPS88, Faculty of Economics and Management at the Free University of Bozen.
- Gnocchi, Stefano & Lagerborg, Andresa & Pappa, Evi, 2015. "Do labor market institutions matter for business cycles?," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 299-317.
- Lorenza Rossi & Fabrizio Mattesini, 2008. "We analyze, in this paper, a DSGE New Keynesian model with indi- visible labor where firms may belong to two different final goods producing sectors one where wages and employment are determined in co," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0077, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Raquel Fonseca Benito & Lise Patureau & Thepthida Sopraseuth, 2008.
"Divergence in Labor Market Institutions and International Business Cycles,"
Working Papers
WR-562, RAND Corporation.
- Raquel Fonseca & Lise Patureau & Thepthida Sopraseuth, 2008. "Divergence in Labor Market Institutions and International Business Cycles," THEMA Working Papers 2008-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Raquel Fonseca & Lise Patureau & Thepthida Sopraseuth, 2009. "Divergence in Labor Market Institutions and International Business Cycles," Annals of Economics and Statistics, GENES, issue 95-96, pages 279-314.
- Bodart, Vincent & De Walque, Gregory & Pierrard, Olivier & Sneessens, Henri R. & Wouters, Raf, 2006.
"Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment,"
IZA Discussion Papers
2528, Institute of Labor Economics (IZA).
- Vincent Bodart & Gregory de Walque & Olivier Pierrard & Henri R. Sneessens & Raf Wouters, 2006. "Nominal wage rigidities in a new Keynesian model with frictional unemployment," Working Paper Research 97, National Bank of Belgium.
- Christian R. Proaño, 2011.
"Gradual wage-price adjustments, labor market frictions and monetary policy rules,"
Working Papers
1112, New School for Social Research, Department of Economics.
- Proaño, Christian R., 2012. "Gradual wage-price adjustments, labor market frictions and monetary policy rules," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 220-235.
- Christian Proaño Acosta, 2007. "Gradual Wage-Price Adjustments, Labour Market Frictions and Monetary Policy Rules," IMK Working Paper 09-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, "undated".
"Labor market imperfections, real wage rigidities and financial shocks,"
Working Papers
80/11, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF.
- Long Xin & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0071, Department of Communication, University of Teramo.
- Acocella Nicola & Bisio Laura & Di Bartolomeo Giovanni & Pelloni Alessandra, 2011. "Labor market imperfections, real wage rigidities and financial shocks," wp.comunite 0070, Department of Communication, University of Teramo.
- Nicola Acocella & Laura Bisio & Giovanni Di Bartolomeo & Alessandra Pelloni, 2012. "Labor Market Imperfections, Real Wage Rigidities and Financial Shocks," DEGIT Conference Papers c017_026, DEGIT, Dynamics, Economic Growth, and International Trade.
- Mirko Abbritti, 2007.
"Unemployment, Inflation and Monetary Policy in a Dynamic New Keynesian Model with Hiring Costs,"
IHEID Working Papers
07-2007, Economics Section, The Graduate Institute of International Studies.
- Mirko ABBRITTI & Andrea BOITANI & Mirella DAMIANI, 2006. "Unemployment, inflation and monetary policy in a dynamic New Keynesian model with hiring costs," Quaderni del Dipartimento di Economia, Finanza e Statistica 22/2006, Università di Perugia, Dipartimento Economia.
- Abbritti, Mirko & Boitani, Andrea & Damiani, Mirella, 2006. "Unemployment, Inflation and Monetary Policy in a Dynamic New Keynesian Model with Hiring Costs," MPRA Paper 2252, University Library of Munich, Germany, revised Jan 2007.
- Thomas A. Lubik, 2009. "Estimating a search and matching model of the aggregate labor market," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 95(Spr), pages 101-120.
- Michael U. Krause & J. David López-Salido & Thomas A. Lubik, 2008.
"Inflation dynamics with search frictions : a structural econometric analysis,"
Working Paper
08-01, Federal Reserve Bank of Richmond.
- Krause, Michael U. & Lopez-Salido, David & Lubik, Thomas A., 2008. "Inflation dynamics with search frictions: A structural econometric analysis," Journal of Monetary Economics, Elsevier, vol. 55(5), pages 892-916, July.
- Michael Krause & David Lopez-Salido & Thomas Lubik, 2008. "Inflation Dynamics With Search Frctions: A Structural Econometric Analysis," CAMA Working Papers 2008-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- López-Salido, J David & Krause, Michael & Lubik, Thomas, 2008. "Inflation Dynamics with Search Frictions: A Structural Econometric Analysis," CEPR Discussion Papers 6810, C.E.P.R. Discussion Papers.
- Scharler, Johann & Rumler, Fabio, 2009.
"Labor market institutions and macroeconomic volatility in a panel of OECD countries,"
Working Paper Series
1005, European Central Bank.
- Fabio RUMLER & Johann SCHARLER, 2008. "Labor Market Institutions and Macroeconomic Volatility in a Panel of OECD Countries," EcoMod2008 23800120, EcoMod.
- Fabio Rumler & Johann Scharler, 2011. "Labor Market Institutions And Macroeconomic Volatility In A Panel Of Oecd Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(3), pages 396-413, July.
- Mattesini Fabrizio & Rossi Lorenza, 2007.
"Productivity shocks and optimal monetary policy in a unionized labor market economy,"
wp.comunite
0023, Department of Communication, University of Teramo.
- Fabrizio Mattesini & Lorenza Rossi, 2008. "Productivity Shocks And Optimal Monetary Policy In A Unionized Labor Market Economy," Manchester School, University of Manchester, vol. 76(5), pages 578-611, September.
- Mattesini, Fabrizio & Rossi, Lorenza, 2006. "Productivity shocks and Optimal Monetary Policy in a Unionized Labor Market Economy," MPRA Paper 1139, University Library of Munich, Germany, revised Nov 2006.
- Fabrizio Mattesini & Lorenza Rossi, 2007. "Productivity shocks and Optimal Monetary Policy in a Unionized Labor Market Economy," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0072, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Thorvardur Tjörvi Ólafsson, 2006. "The New Keynesian Phillips Curve: In Search of Improvements and Adaptation to the Open Economy," Economics wp31_tjorvi, Department of Economics, Central bank of Iceland.
- Almut Balleer, 2012.
"New evidence, old puzzles: Technology shocks and labor market dynamics,"
Quantitative Economics, Econometric Society, vol. 3(3), pages 363-392, November.
- Balleer, Almut, 2009. "New evidence, old puzzles: technology shocks and labor market dynamics," Kiel Working Papers 1500, Kiel Institute for the World Economy (IfW Kiel).
- Gelain, Paolo & Guerrazzi, Marco, 2014.
"A demand-driven search model with self-fulfilling expectations: The new `Farmerian' framework under scrutiny,"
MPRA Paper
55773, University Library of Munich, Germany.
- Marco Guerrazzi & Paolo Gelain, 2015. "A demand-driven search model with self-fulfilling expectations: the new 'Farmerian' framework under scrutiny," International Review of Applied Economics, Taylor & Francis Journals, vol. 29(1), pages 81-104, January.
- De Walque, Gregory & Pierrard, Olivier & Sneessens, Henri R. & Wouters, Raf, 2009.
"Sequential Bargaining in a New-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiation,"
IZA Discussion Papers
4059, Institute of Labor Economics (IZA).
- Wouters, Raf & de Walque, Gregory & Pierrard, Olivier & Sneessens, Henri, 2009. "Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation," Working Paper Series 1007, European Central Bank.
- Gregory de Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2008. "Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation," BCL working papers 33, Central Bank of Luxembourg.
- Gregory de Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2009. "Sequential bargaining in a New Keynesian model with frictional unemployment and staggered wage negotiation," Working Paper Research 157, National Bank of Belgium.
- Gregory De Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2009. "Sequential Bargaining in a Neo-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiations," Annals of Economics and Statistics, GENES, issue 95-96, pages 223-250.
- Ma�gorzata Skibi�ska, 2015. "Impact of labour market shocks on business cycle fluctuations in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 46(1), pages 1-40.
- Richard W P Holt, 2007.
"Job Reallocation, Unemployment and Hours in a New Keynesian Model,"
Edinburgh School of Economics Discussion Paper Series
172, Edinburgh School of Economics, University of Edinburgh.
- Holt Richard, 2008. "Job Reallocation, Unemployment and Hours in a New Keynesian Model," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-47, August.
- Mattesini, Fabrizio & Rossi, Lorenza, 2009.
"Optimal monetary policy in economies with dual labor markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(7), pages 1469-1489, July.
- Mattesini Fabrizio & Rossi Lorenza, 2007. "Optimal monetary policy in economies with dual labor markets," wp.comunite 0009, Department of Communication, University of Teramo.
- Mattesini Fabrizio & Rossi Lorenza, 2008. "Optimal monetary policy in economies with dual labor markets," wp.comunite 0037, Department of Communication, University of Teramo.
- Mumtaz, Haroon & Zanetti, Francesco, 2016.
"The Effect Of Labor And Financial Frictions On Aggregate Fluctuations,"
Macroeconomic Dynamics, Cambridge University Press, vol. 20(1), pages 313-341, January.
- Francesco Zanetti & Haroon Mumtaz, 2013. "The Effect of Labor and Financial Frictions on Aggregate Fluctuations," Economics Series Working Papers 690, University of Oxford, Department of Economics.
- Carl Walsh & Federico Ravenna, 2007.
"Vacancies, Unemployment, and the Phillips Curve,"
2007 Meeting Papers
1014, Society for Economic Dynamics.
- Ravenna, Federico & Walsh, Carl E., 2008. "Vacancies, unemployment, and the Phillips curve," European Economic Review, Elsevier, vol. 52(8), pages 1494-1521, November.
- Ravenna, Federico & Walsh, Carl E., 2007. "Vacancies, Unemployment, and the Phillips Curve," Kiel Working Papers 1362, Kiel Institute for the World Economy (IfW Kiel).
- Latsos Sophia, 2018. "Real Wage Effects of Japan’s Monetary Policy," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 69(1), pages 177-215, July.
- Kuester, Keith, 2007.
"Real price and wage rigidities in a model with matching frictions,"
Working Paper Series
720, European Central Bank.
- Keith Kuester, 2006. "Real Price and Wage Rigidities in a Model with Matching Frictions," 2006 Meeting Papers 546, Society for Economic Dynamics.
- Keith Kuester & Goethe University, 2006. "Real Price and Wage Rigidities in a Model with Matching Frictions," Computing in Economics and Finance 2006 152, Society for Computational Economics.
- Régis Barnichon, 2007.
"Productivity, Aggregate Demand and Unemployment Fluctuations,"
CEP Discussion Papers
dp0819, Centre for Economic Performance, LSE.
- Régis Barnichon, 2008. "Productivity, aggregate demand and unemployment fluctuations," Finance and Economics Discussion Series 2008-47, Board of Governors of the Federal Reserve System (U.S.).
- Barnichon, Regis, 2007. "Productivity, aggregate demand and unemployment fluctuations," LSE Research Online Documents on Economics 19694, London School of Economics and Political Science, LSE Library.
- Marianna Riggi, 2007. "New Keynesian models with labor market rigidities: a critical survey," Working Papers in Public Economics 102, University of Rome La Sapienza, Department of Economics and Law.
- Mirko Abbritti & Andrea Boitani & Mirella Damiani, 2008.
"Labour market imperfections, "divine coincidence" and the volatility of employment and inflation,"
DISCE - Quaderni dell'Istituto di Economia e Finanza
ief0078, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Mirko Abbritti & Andrea Boitani & Mirella Damiani, 2012. "Labour Market Imperfections, "Divine Coincidence" and Volatility of Employment and Inflation," Review of Economics and Institutions, Università di Perugia, vol. 3(1).
- Barbier-Gauchard, Amélie & De Palma, Francesco & Diana, Giuseppe, 2014. "Why should Southern economies stay in the Euro Zone? The role of labor markets," Economic Modelling, Elsevier, vol. 43(C), pages 201-208.
- Zanetti, Francesco, 2009. "Effects of product and labor market regulation on macroeconomic outcomes," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 320-332, June.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2008.
"Inflation Dynamics and Labor Adjustments in Japan: A Bayesian DSGE Approach,"
Bank of Japan Working Paper Series
08-E-9, Bank of Japan.
- Ichiue, Hibiki & Kurozumi, Takushi & Sunakawa, Takeki, 2011. "Inflation dynamics and labor market specifications: a Bayesian DSGE approach for Japan's economy," MPRA Paper 33391, University Library of Munich, Germany.
- Hibiki Ichiue & Takushi Kurozumi & Takeki Sunakawa, 2013. "Inflation Dynamics And Labor Market Specifications: A Bayesian Dynamic Stochastic General Equilibrium Approach For Japan'S Economy," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 273-287, January.
- Luca Sala & Antonella Trigari & Mark Gertler, 2007.
"An Estimated Monetary DSGE Model with Unemployment and Staggered Nominal Wage Bargaining,"
2007 Meeting Papers
353, Society for Economic Dynamics.
- Mark Gertler & Luca Sala & Antonella Trigari, 2008. "An Estimated Monetary DSGE Model with Unemployment and Staggered Nominal Wage Bargaining," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(8), pages 1713-1764, December.
- Mark Gertler & Luca Sala & Antonella Trigari, 2008. "An Estimated Monetary DSGE Model with Unemployment and Staggered Nominal Wage Bargaining," Working Papers 341, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Mark Gertler & Luca Sala & Antonella Trigari, 2008. "An Estimated Monetary DSGE Model with Unemployment and Staggered Nominal Wage Bargaining," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(8), pages 1713-1764, December.
- Mirko Abbritti; Sebastian Weber, 2008. "Labor Market Rigidities and the Business Cycle: Price vs. Quantity Restricting Institutions," IHEID Working Papers 01-2008, Economics Section, The Graduate Institute of International Studies, revised Jan 2008.
- Stefano Gnocchi & Evi Pappa, "undated". "Do labor market rigidities matter for business cycles? Yes they do," Working Papers 411, Barcelona School of Economics.
- Marianna Riggi & Massimiliano Tancioni, 2008. "Nominal v. Real Wage Rigidities in New Keynesian Models with Hiring Costs," Working Papers in Public Economics 107, University of Rome La Sapienza, Department of Economics and Law.
- Jose Ignacio García Pérez & Victoria Osuna, 2011. "The effects of introducing a single open-ended contract in the Spanish labour market," Working Papers 11.07, Universidad Pablo de Olavide, Department of Economics.
- Florian Huber & Magdalena Petrovska, 2015. "Price and Wage Rigidities in the Republic of Macedonia: Survey Evidence from Micro- Level Data," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 49-64.
- Stefano Gnocchi, 2009.
"Non‐Atomistic Wage Setters and Monetary Policy in a New Keynesian Framework,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1613-1630, December.
- Stefano Gnocchi, 2009. "Non-Atomistic Wage Setters and Monetary Policy in a New Keynesian Framework," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(8), pages 1613-1630, December.
- Francesco Zanetti, 2014. "Labour Market and Monetary Policy Reforms in the UK: a Structural Interpretation of the Implications," Economics Series Working Papers 702, University of Oxford, Department of Economics.
- Thomas Le Barbanchon & Olivier Simon, 2012. "Les marchés du travail français et américain face aux chocs conjoncturels des années 1986 à 2007 : une modélisation DSGE," Économie et Statistique, Programme National Persée, vol. 451(1), pages 69-90.
- Rossi, Lorenza & Mattesini, Fabrizio, 2007. "Productivity Shock and Optimal Monetary Policy in a Unionized Labor Market. Forthcoming: The Manchester School," MPRA Paper 8414, University Library of Munich, Germany, revised 2008.
- Mirko Abbritti, 2007. "A "Simple" Currency Union Model with Labor Market Frictions, Real Wage Rigidities and Equilibrium Unemployment," IHEID Working Papers 09-2007, Economics Section, The Graduate Institute of International Studies.
- Marianna Riggi, 2010. "Nominal And Real Wage Rigidities In New Keynesian Models: A Critical Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 24(3), pages 539-572, July.
- Régis Barnichon, 2009. "Demand-driven job separation: reconciling search models with the ins and outs of unemployment," Finance and Economics Discussion Series 2009-24, Board of Governors of the Federal Reserve System (U.S.).
- Bernard C. Beaudreau, 2019. "How Roosevelt Transformed the National Industrial Recovery Act," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(4), pages 375-388, November.
- Rossi, Lorenza & Mattesini, Fabrizio, 2007. "Optimal Monetary Policy in a Dual Labor Market Economy," MPRA Paper 2468, University Library of Munich, Germany, revised 15 Mar 2007.
- Amélie Barbier-Gauchard & Francesco De Palma & Giuseppe Diana, 2012. "Currency devaluation with dual labor market : Which perspectives for the Euro Zone ?," Working Papers of BETA 2012-04, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Keith Kuester, 2006.
"Real Price and Wage Rigidities in a Model with Matching Frictions,"
2006 Meeting Papers
546, Society for Economic Dynamics.
- Kuester, Keith, 2007. "Real price and wage rigidities in a model with matching frictions," Working Paper Series 720, European Central Bank.
- Keith Kuester & Goethe University, 2006. "Real Price and Wage Rigidities in a Model with Matching Frictions," Computing in Economics and Finance 2006 152, Society for Computational Economics.
Cited by:
- Carlos Thomas, 2007.
"Search Frictions, Real Rigidities and Inflation Dynamics,"
CEP Discussion Papers
dp0822, Centre for Economic Performance, LSE.
- Carlos Thomas, 2011. "Search Frictions, Real Rigidities, and Inflation Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1131-1164, September.
- Carlos Thomas, 2008. "Search frictions, real rigidities and inflation dynamics," Working Papers 0806, Banco de España.
- Thomas, Carlos, 2007. "Search frictions, real rigidities and inflation dynamics," LSE Research Online Documents on Economics 19692, London School of Economics and Political Science, LSE Library.
- Carlos Thomas, 2011. "Search Frictions, Real Rigidities, and Inflation Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1131-1164, September.
- Bodart, Vincent & De Walque, Gregory & Pierrard, Olivier & Sneessens, Henri R. & Wouters, Raf, 2006.
"Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment,"
IZA Discussion Papers
2528, Institute of Labor Economics (IZA).
- Vincent Bodart & Gregory de Walque & Olivier Pierrard & Henri R. Sneessens & Raf Wouters, 2006. "Nominal wage rigidities in a new Keynesian model with frictional unemployment," Working Paper Research 97, National Bank of Belgium.
- Derek Zweig, 2020. "Market Power, NAIRU, and the Phillips Curve," Abstract and Applied Analysis, Hindawi, vol. 2020, pages 1-18, December.
- Willem Van Zandweghe, 2009.
"On-the-job search, sticky prices, and persistence,"
Research Working Paper
RWP 09-03, Federal Reserve Bank of Kansas City.
- Van Zandweghe, Willem, 2010. "On-the-job search, sticky prices, and persistence," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 437-455, March.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009.
"The role of labor markets for euro area monetary policy,"
European Economic Review, Elsevier, vol. 53(8), pages 908-936, November.
- Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2009. "The role of labor markets for euro area monetary policy," Working Paper Series 1035, European Central Bank.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2009. "The role of labor markets for Euro area monetary policy," Working Papers 09-1, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009. "The role of labor markets for euro area monetary policy," Kiel Working Papers 1513, Kiel Institute for the World Economy (IfW Kiel).
- Kilponen, Juha & Vanhala, Juuso, 2009.
"Productivity and job flows: heterogeneity of new hires and continuing jobs in the business cycle,"
Bank of Finland Research Discussion Papers
15/2009, Bank of Finland.
- Kilponen, Juha & Vanhala, Juuso, 2009. "Productivity and job flows: heterogeneity of new hires and continuing jobs in the business cycle," Working Paper Series 1080, European Central Bank.
- Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias, 2006.
"Identifying the role of labor markets for monetary policy in an estimated DSGE model,"
Discussion Paper Series 1: Economic Studies
2006,17, Deutsche Bundesbank.
- Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2006. "Identifying the role of labor markets for monetary policy in an estimated DSGE model," Working Paper Series 635, European Central Bank.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2006. "Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model," 2006 Meeting Papers 544, Society for Economic Dynamics.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2006. "Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model," Computing in Economics and Finance 2006 146, Society for Computational Economics.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2006. "Identifying the role of labor markets for monetary policy in an estimated DSGE model," CFS Working Paper Series 2007/07, Center for Financial Studies (CFS).
- Kai Christoffel & James Costain & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009.
"Inflation dynamics with labour market matching: assessing alternative specifications,"
Working Papers
09-6, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Working Paper Series 1053, European Central Bank.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching: assessing alternative specifcations," BCL working papers 38, Central Bank of Luxembourg.
- Kai Christoffel & James Costain & Gregory de Walque & Keith Kuester & Tobias Linzert & Stephen Millard & Olivier Pierrard, 2009. "Inflation dynamics with labour market matching : assessing alternative specifications," Working Paper Research 164, National Bank of Belgium.
- Christoffel, Kai & Costain, James & de Walque, Gregory & Kuester, Keith & Linzert, Tobias & Millard, Stephen & Pierrard, Olivier, 2009. "Inflation dynamics with labour market matching: assessing alternative specifications," Bank of England working papers 375, Bank of England.
- Richard W P Holt, 2007.
"Job Reallocation, Unemployment and Hours in a New Keynesian Model,"
Edinburgh School of Economics Discussion Paper Series
172, Edinburgh School of Economics, University of Edinburgh.
- Holt Richard, 2008. "Job Reallocation, Unemployment and Hours in a New Keynesian Model," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-47, August.
- Jordi Galí, 2010.
"Monetary Policy and Unemployment,"
Working Papers
435, Barcelona School of Economics.
- Galí, Jordi, 2010. "Monetary Policy and Unemployment," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 10, pages 487-546, Elsevier.
- Jordi Galí, 2010. "Monetary Policy and Unemployment," NBER Working Papers 15871, National Bureau of Economic Research, Inc.
- Jordi Galí, 2009. "Monetary policy and unemployment," Economics Working Papers 1198, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2010.
- GalÃ, Jordi, 2010. "Monetary Policy and Unemployment," CEPR Discussion Papers 7771, C.E.P.R. Discussion Papers.
- Sergio Ocampo Díaz, 2012. "Introducción de Fricciones en el Mercado Laboral en Modelos DSGE," Vniversitas Económica 10007, Universidad Javeriana - Bogotá.
- Kuester, Keith, 2010. "Real price and wage rigidities with matching frictions," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 466-477, May.
- Christoffel, Kai & Kuester, Keith, 2008.
"Resuscitating the wage channel in models with unemployment fluctuations,"
Working Paper Series
923, European Central Bank.
- Christoffel, Kai & Kuester, Keith, 2008. "Resuscitating the wage channel in models with unemployment fluctuations," Journal of Monetary Economics, Elsevier, vol. 55(5), pages 865-887, July.
- Sveen, Tommy & Weinke, Lutz, 2007. "Inflation Dynamics and Labor Market Dynamics Revisited," Kiel Working Papers 1368, Kiel Institute for the World Economy (IfW Kiel).
- Barnichon, Regis, 2010. "Productivity and unemployment over the business cycle," Journal of Monetary Economics, Elsevier, vol. 57(8), pages 1013-1025, November.
- Miguel Casares, 2007. "Firm-Specific or Household-Specific Sticky Wages in the New Keynesian Model?," International Journal of Central Banking, International Journal of Central Banking, vol. 3(4), pages 181-240, December.
- Sveen, Tommy & Weinke, Lutz, 2009. "Inflation and labor market dynamics revisited," Journal of Monetary Economics, Elsevier, vol. 56(8), pages 1096-1100, November.
- Ahrens, Steffen & Wesselbaum, Dennis, 2009. "On the introduction of firing costs," Kiel Working Papers 1559, Kiel Institute for the World Economy (IfW Kiel).
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2005.
"The Impact of Labor Markets on the Transmission of Monetary Policy in an Estimated DSGE Model,"
IZA Discussion Papers
1902, Institute of Labor Economics (IZA).
Cited by:
- Bodart, Vincent & De Walque, Gregory & Pierrard, Olivier & Sneessens, Henri R. & Wouters, Raf, 2006.
"Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment,"
IZA Discussion Papers
2528, Institute of Labor Economics (IZA).
- Vincent Bodart & Gregory de Walque & Olivier Pierrard & Henri R. Sneessens & Raf Wouters, 2006. "Nominal wage rigidities in a new Keynesian model with frictional unemployment," Working Paper Research 97, National Bank of Belgium.
- Helge Braun, 2006. "(Un)Employment Dynamics: The Case of Monetary Policy Shocks," 2006 Meeting Papers 87, Society for Economic Dynamics.
- Filippo Altissimo & Michael Ehrmann & Frank Smets, 2006. "Inflation persistence and price-setting behaviour in the euro area : a summary of the Inflation Persistence Network evidence," Working Paper Research 95, National Bank of Belgium.
- De Walque, Gregory & Pierrard, Olivier & Sneessens, Henri R. & Wouters, Raf, 2009.
"Sequential Bargaining in a New-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiation,"
IZA Discussion Papers
4059, Institute of Labor Economics (IZA).
- Wouters, Raf & de Walque, Gregory & Pierrard, Olivier & Sneessens, Henri, 2009. "Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation," Working Paper Series 1007, European Central Bank.
- Gregory de Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2008. "Sequential bargaining in a new-Keynesian model with frictional unemployment and staggered wage negotiation," BCL working papers 33, Central Bank of Luxembourg.
- Gregory de Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2009. "Sequential bargaining in a New Keynesian model with frictional unemployment and staggered wage negotiation," Working Paper Research 157, National Bank of Belgium.
- Gregory De Walque & Olivier Pierrard & Henri Sneessens & Raf Wouters, 2009. "Sequential Bargaining in a Neo-Keynesian Model with Frictional Unemployment and Staggered Wage Negotiations," Annals of Economics and Statistics, GENES, issue 95-96, pages 223-250.
- Christoffel, Kai & Linzert, Tobias, 2005.
"The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics,"
Working Paper Series
556, European Central Bank.
- Christoffel, Kai & Linzert, Tobias, 2005. "The Role of Real Wage Rigidity and Labor Market Frictions for Unemployment and Inflation Dynamics," IZA Discussion Papers 1896, Institute of Labor Economics (IZA).
- Christoffel, Kai & Linzert, Tobias, 2006. "The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics," Discussion Paper Series 1: Economic Studies 2006,11, Deutsche Bundesbank.
- Bodart, Vincent & De Walque, Gregory & Pierrard, Olivier & Sneessens, Henri R. & Wouters, Raf, 2006.
"Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment,"
IZA Discussion Papers
2528, Institute of Labor Economics (IZA).
- Dieppe, Alistair & Kuester, Keith & McAdam, Peter, 2004.
"Optimal monetary policy rules for the euro area: an analysis using the area wide model,"
Working Paper Series
360, European Central Bank.
- ALISTAIR DIEPPE & KEITH KÜSTER & PETER McADAM, 2005. "Optimal Monetary Policy Rules for the Euro Area: An Analysis Using the Area Wide Model," Journal of Common Market Studies, Wiley Blackwell, vol. 43(3), pages 507-537, September.
Cited by:
- Eric Jondeau & Jean-Guillaume Sahuc, 2004.
"Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity,"
Documents de recherche
04-13, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Eric Jondeau & Jean-Guillaume Sahuc, 2008. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Post-Print hal-01612712, HAL.
- Eric Jondeau & Jean-Guillaume Sahuc, 2008. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 23-72, June.
- Jondeau, E. & Sahuc, J-G., 2006. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity," Working papers 141, Banque de France.
- Eric Jondeau & Jean-Guillaume SAHUC, 2007. "Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity," Swiss Finance Institute Research Paper Series 07-36, Swiss Finance Institute.
- Dieppe, Alistair & Kuester, Keith & McAdam, Peter, 2004.
"Optimal monetary policy rules for the euro area: an analysis using the area wide model,"
Working Paper Series
360, European Central Bank.
- ALISTAIR DIEPPE & KEITH KÜSTER & PETER McADAM, 2005. "Optimal Monetary Policy Rules for the Euro Area: An Analysis Using the Area Wide Model," Journal of Common Market Studies, Wiley Blackwell, vol. 43(3), pages 507-537, September.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017.
"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).
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017. "Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions," CEPR Discussion Papers 12013, C.E.P.R. Discussion Papers.
- Keith Kuester & Volker W. Wieland, 2008.
"Insurance policies for monetary policy in the euro area,"
Working Papers
08-29, Federal Reserve Bank of Philadelphia.
- Wieland, Volker & Kuester, Keith, 2005. "Insurance policies for monetary policy in the euro area," Working Paper Series 480, European Central Bank.
- Keith Kuester & Volker Wieland, 2008. "Insurance Policies for Monetary Policy in the Euro Area," Discussion Papers 07-044, Stanford Institute for Economic Policy Research.
- Küster, Keith & Wieland, Volker, 2005. "Insurance policies for monetary policy in the Euro area," CFS Working Paper Series 2005/13, Center for Financial Studies (CFS).
- Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 8(4), pages 872-912, June.
- Volker Wieland & Keith Kuester, 2005. "Insurance Policies for Monetary Policy in the Euro Area," Computing in Economics and Finance 2005 100, Society for Computational Economics.
- Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, MIT Press, vol. 8(4), pages 872-912, June.
- Wieland, Volker & Küster, Keith, 2005. "Insurance Policies for Monetary Policy in the Euro Area," CEPR Discussion Papers 4956, C.E.P.R. Discussion Papers.
- Orphanides, Athanasios & Wieland, Volker, 2012.
"Complexity and monetary policy,"
CFS Working Paper Series
2012/11, Center for Financial Studies (CFS).
- Athanasios Orphanides & Volker Wieland, 2013. "Complexity and Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 167-204, January.
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and Monetary Policy," CEPR Discussion Papers 9107, C.E.P.R. Discussion Papers.
- Orphanides, Athanasios & Wieland, Volker, 2012. "Complexity and monetary policy," IMFS Working Paper Series 57, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2016.
"Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 283-316,
Emerald Group Publishing Limited.
- Máximo Camacho & Danilo Leiva-León & Gabriel Pérez-Quiros, 2015. "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach," Working Papers Central Bank of Chile 764, Central Bank of Chile.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Leiva-León, Danilo, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," CEPR Discussion Papers 10828, C.E.P.R. Discussion Papers.
- Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," Working Papers 1523, Banco de España.
- Hughes Hallett, Andrew, 2005. "In Praise of Fiscal Restraint and Debt Rules. What the Euro Zone Might Do Now," CEPR Discussion Papers 5043, C.E.P.R. Discussion Papers.
- Costas Milas & Ruthira Naraidoo, 2009.
"Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment,"
Working Paper series
42_09, Rimini Centre for Economic Analysis.
- Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers 200923, University of Pretoria, Department of Economics.
- Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2008.
"Quantifying and sustaining welfare gains from monetary commitment,"
Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1253-1276, October.
- McAdam, Peter & Levine, Paul & Pearlman, Joseph G., 2007. "Quantifying and sustaining welfare gains from monetary commitment," Working Paper Series 709, European Central Bank.
- Ramón Adalid & Günter Coenen & Peter McAdam & Stefano Siviero, 2005.
"The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
- Adalid, Ramón & Coenen, Günter & McAdam, Peter & Siviero, Stefano, 2005. "The performance and robustness of interest-rate rules in models of the euro area," Working Paper Series 479, European Central Bank.
- Adalid, Ramon & Coenen, Gunter & McAdam, Peter & Siviero, Stefano, 2005. "The Performance and Robustness of Interest-Rate Rules in Models of the Euro Area," MPRA Paper 821, University Library of Munich, Germany.
- Leith, Campbell & Malley, Jim, 2005.
"Estimated general equilibrium models for the evaluation of monetary policy in the US and Europe,"
European Economic Review, Elsevier, vol. 49(8), pages 2137-2159, November.
- Campbell leith & Jim Malley, 2002. "Estimated General Equilibrium Models for the Evaluation of Monetary Policy in the US and Europe," Working Papers 2001_16, Business School - Economics, University of Glasgow.
- Campbell Leith & Jim Malley, 2002. "Estimated General Equilibrium Models for the Evaluation of Monetary Policy in the US and Europe," CESifo Working Paper Series 699, CESifo.
- Wieland, Volker & Cwik, Tobias & Wolters, Maik & Müller, Gernot & Schmidt, Sebastian, 2012.
"A New Comparative Approach to Macroeconomic Modeling and Policy Analysis,"
CEPR Discussion Papers
8814, C.E.P.R. Discussion Papers.
- Wieland, Volker & Cwik, Tobias J. & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik H., 2012. "A new comparative approach to macroeconomic modeling and policy analysis," CFS Working Paper Series 2012/03, Center for Financial Studies (CFS).
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.
- Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik Hendrik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," IMFS Working Paper Series 49, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Aleksandra Halka, 2016. "How the central bank’s reaction function in small open economies evolved during the crisis," Bank i Kredyt, Narodowy Bank Polski, vol. 47(4), pages 301-318.
- Dieppe, Alistair & McAdam, Peter, 2006. "Monetary policy under a liquidity trap: Simulation evidence for the euro area," Journal of the Japanese and International Economies, Elsevier, vol. 20(3), pages 338-363, September.
- Wieland, Volker & Taylor, John B., 2010.
"Surprising comparative properties of monetary models: Results from a new model database,"
Working Paper Series
1261, European Central Bank.
- Taylor, John B. & Wieland, Volker, 2012. "Surprising comparative properties of monetary models: Results from a new model database," IMFS Working Paper Series 66, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- John B. Taylor & Volker Wieland, 2012. "Surprising Comparative Properties of Monetary Models: Results from a New Model Database," The Review of Economics and Statistics, MIT Press, vol. 94(3), pages 800-816, August.
- Andrew Hughes Hallett, 2004. "Post-Thatcher Fiscal Strategies in the U.K.: An Interpretation," CESifo Working Paper Series 1372, CESifo.
- Gern, Klaus-Jürgen & Hauber, Philipp & Jannsen, Nils & Kooths, Stefan & Potjagailo, Galina & Wolters, Maik H., 2015. "Weltkonjunktur im Herbst 2015 - Schwäche in den Schwellenländern bremst Weltkonjunktur [Weakness in emerging markets weighs on global growth]," Kieler Konjunkturberichte 9, Kiel Institute for the World Economy (IfW Kiel).
- Cwik, Tobias & Wieland, Volker, 2010.
"Keynesian government spending multipliers and spillovers in the euro area,"
Working Paper Series
1267, European Central Bank.
- Wieland, Volker & Cwik, Tobias, 2009. "Keynesian government spending multipliers and spillovers in the euro area," CEPR Discussion Papers 7389, C.E.P.R. Discussion Papers.
- Cwik, Tobias J. & Wieland, Volker, 2009. "Keynesian government spending multipliers and spillovers in the Euro area," CFS Working Paper Series 2009/25, Center for Financial Studies (CFS).
- Tobias Cwik & Volker Wieland, 2011. "Keynesian government spending multipliers and spillovers in the euro area [Fiscal policy and growth: do financial crises make a difference?]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 26(67), pages 493-549.
- Milas, Costas & Naraidoo, Ruthira, 2012. "Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 173-189, January.
- Lukas Vogel & Werner Roeger & Bernhard Herz, 2006. "Optimal Simple Rules for Fiscal Policy in a Monetary Union," Working Papers 021, Bavarian Graduate Program in Economics (BGPE).
- Jerome Creel & Paul Hubert & Francesco Saraceno, 2012.
"An assessment of Stability and Growth Pact Reform Proposals in a Small-Scale Macro Framework,"
Documents de Travail de l'OFCE
2012-04, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of stability and growth pact reform proposals in a small-scale macro framework," Sciences Po publications 2012-04, Sciences Po.
- Creel, Jérôme & Hubert, Paul & Saraceno, Francesco, 2013. "An assessment of the Stability and Growth Pact reform in a small-scale macro-framework," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1567-1580.
- Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of stability and growth pact reform proposals in a small-scale macro framework," SciencePo Working papers Main hal-01070286, HAL.
- Jérôme Creel & Paul Hubert & Francesco Saraceno, 2012. "An assessment of stability and growth pact reform proposals in a small-scale macro framework," Working Papers hal-01070286, HAL.
- Fabio Verona & Manuel M. F. Martins & Inês Drumond, 2014. "Financial Shocks and Optimal Monetary Policy Rules," CEF.UP Working Papers 1402, Universidade do Porto, Faculdade de Economia do Porto.
- Schmidt, Sebastian & Wieland, Volker, 2012.
"The new keynesian approach to dynamic general equilibrium modeling: Models, methods, and macroeconomic policy evaluation,"
IMFS Working Paper Series
52, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, in: Peter B. Dixon & Dale Jorgenson (ed.), Handbook of Computable General Equilibrium Modeling, edition 1, volume 1, chapter 0, pages 1439-1512, Elsevier.
- Jung, Alexander, 2018. "Does McCallum’s rule outperform Taylor’s rule during the financial crisis?," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 9-21.
- Volker Wieland, 2012. "Model comparison and robustness: a proposal for policy analysis after the financial crisis," Chapters, in: Robert M. Solow & Jean-Philippe Touffut (ed.), What’s Right with Macroeconomics?, chapter 2, pages 33-67, Edward Elgar Publishing.
- Aleksandra Halka, 2015. "Lessons from the crisis.Did central banks do their homework?," NBP Working Papers 224, Narodowy Bank Polski.
- Goodhart Charles A.E., 2005. "The Monetary Policy Committee's Reaction Function: An Exercise in Estimation," The B.E. Journal of Macroeconomics, De Gruyter, vol. 5(1), pages 1-42, August.
- Verona, Fabio & Martins, Manuel M.F. & Drumond, Inês, 2017.
"Financial shocks, financial stability, and optimal Taylor rules,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 187-207.
- Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2014. "Financial shocks, financial stability, and optimal Taylor rules," Bank of Finland Research Discussion Papers 21/2014, Bank of Finland.
Articles
- Alexander Dietrich & Edward S. Knotek & Keith Kuester & Gernot J. Müller & Kristian Ove R. Myrseth & Raphael Schoenle & Michael Weber, 2020.
"Consumers and COVID-19: A Real-Time Survey,"
Economic Commentary, Federal Reserve Bank of Cleveland, vol. 2020(08), pages 1-6, April.
Cited by:
- Hampson, Daniel P. & Gong, Shiyang & Xie, Yi, 2021. "How consumer confidence affects price conscious behavior: The roles of financial vulnerability and locus of control," Journal of Business Research, Elsevier, vol. 132(C), pages 693-704.
- Pablo Aguilar, 2021. "Consumption recovery in 2021: an analysis drawing on consumer expectations," Economic Bulletin, Banco de España, issue 3/2021.
- Billore, Soniya & Anisimova, Tatiana & Vrontis, Demetris, 2023. "Self-regulation and goal-directed behavior: A systematic literature review, public policy recommendations, and research agenda," Journal of Business Research, Elsevier, vol. 156(C).
- Platell, Monique & Martin, Karen & Fisher, Colleen & Cook, Angus, 2020. "Comparing adolescent and service provider perceptions on the barriers to mental health service use: A sequential mixed methods approach," Children and Youth Services Review, Elsevier, vol. 115(C).
- Edward S. Knotek & James Mitchell & Mathieu Pedemonte & Taylor Shiroff, 2024. "The Effects of Interest Rate Increases on Consumers' Inflation Expectations: The Roles of Informedness and Compliance," Working Papers 24-01, Federal Reserve Bank of Cleveland.
- Dietrich, Alexander M., 2023. "Consumption categories, household attention, and inflation expectations: Implications for optimal monetary policy," University of Tübingen Working Papers in Business and Economics 157, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Pengpeng Yue & Aslihan Gizem Korkmaz & Zhichao Yin & Haigang Zhou, 2021. "Household-owned Businesses’ Vulnerability to the COVID-19 Pandemic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(6), pages 1662-1674, May.
- Xu, Qingyun & He, Yi & Shao, Zhen, 2023. "Retailer's ordering decisions with consumer panic buying under unexpected events," International Journal of Production Economics, Elsevier, vol. 266(C).
- Brancati, Emanuele & Brancati, Raffaele, 2020. "Heterogeneous Shocks in the Covid-19 Pandemic: Panel Evidence from Italian Firms," GLO Discussion Paper Series 649, Global Labor Organization (GLO).
- Nan Li & Muzi Chen & Difang Huang, 2022. "How Do Logistics Disruptions Affect Rural Households? Evidence from COVID-19 in China," Sustainability, MDPI, vol. 15(1), pages 1-17, December.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2017.
"Fixed on Flexible: Rethinking Exchange Rate Regimes after the Great Recession,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(3), pages 586-632, August.
See citations under working paper version above.
- Müller, Gernot & Corsetti, Giancarlo & Kuester, Keith, 2017. "Fixed on Flexible: Rethinking Exchange Rate Regimes after the Great Recession," CEPR Discussion Papers 12197, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2017. "Fixed on Flexible Rethinking Exchange Rate Regimes after the Great Recession," Discussion Papers 1721, Centre for Macroeconomics (CFM).
- Corsetti, G. & Kuester, K & Müller, G. J., 2017. "Fixed on Flexible Rethinking Exchange Rate Regimes after the Great Recession," Cambridge Working Papers in Economics 1729, Faculty of Economics, University of Cambridge.
- Giovanni Callegari & Francesco Drudi & Keith Kuester, 2017.
"The fiscal mix in the euro-area crisis: dimensions and a model-based assessment of effects,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(89), pages 127-169.
Cited by:
- Agustiar, Memet, 2019. "Indonesia’s Monetary Integration with OIC Member Countries: New Evidence," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 53(1), pages 135-144.
- Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2017. "Für eine zukunftsorientierte Wirtschaftspolitik. Jahresgutachten 2017/18 [Towards a Forward-Looking Economic Policy. Annual Report 2017/18]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201718.
- Cusato Novelli, Antonio & Barcia, Giancarlo, 2021. "Sovereign Risk, Public Investment and the Fiscal Policy Stance," Journal of Macroeconomics, Elsevier, vol. 67(C).
- Philip Jung & Keith Kuester, 2015.
"Optimal Labor-Market Policy in Recessions,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 7(2), pages 124-156, April.
See citations under working paper version above.
- Keith Kuester & Philip Jung, 2012. "Optimal Labor-Market Policy in Recessions," 2012 Meeting Papers 186, Society for Economic Dynamics.
- Philip Jung & Keith Kuester, 2011. "Optimal labor-market policy in recessions," Working Papers 11-48, Federal Reserve Bank of Philadelphia.
- Jung, Philip & Kuester, Keith, 2011. "Optimal Labor-Market Policy in Recessions," Working Papers 11-1, University of Mannheim, Department of Economics.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2015.
"Fiscal Volatility Shocks and Economic Activity,"
American Economic Review, American Economic Association, vol. 105(11), pages 3352-3384, November.
See citations under working paper version above.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Kuester, Keith & Guerron-Quintana, Pablo A., 2011. "Fiscal Volatility Shocks and Economic Activity," CEPR Discussion Papers 8528, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez, 2011. "Fiscal Volatility Shocks and Economic Activity," PIER Working Paper Archive 11-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan F. Rubio-Ramirez, 2011. "Fiscal volatility shocks and economic activity," Working Papers 11-32, Federal Reserve Bank of Philadelphia.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2011. "Fiscal Volatility Shocks and Economic Activity," NBER Working Papers 17317, National Bureau of Economic Research, Inc.
- Corsetti, Giancarlo & Kuester, Keith & Meier, André & Müller, Gernot J., 2014.
"Sovereign risk and belief-driven fluctuations in the euro area,"
Journal of Monetary Economics, Elsevier, vol. 61(C), pages 53-73.
See citations under working paper version above.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith & Meier, André, 2013. "Sovereign risk and belief-driven fluctuations in the euro area," CEPR Discussion Papers 9723, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Mr. Keith Kuester & Mr. Andre Meier & Mr. Gernot J. Mueller, 2013. "Sovereign Risk and Belief-Driven Fluctuations in the Euro Area," IMF Working Papers 2013/227, International Monetary Fund.
- Giancarlo Corsetti & Keith Kuester & André Meier & Gernot J. Müller, 2013.
"Sovereign Risk, Fiscal Policy, and Macroeconomic Stability,"
Economic Journal, Royal Economic Society, vol. 0, pages 99-132, February.
See citations under working paper version above.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith & Meier, André, 2012. "Sovereign Risk, Fiscal Policy, and Macroeconomic Stability," CEPR Discussion Papers 8779, C.E.P.R. Discussion Papers.
- Mr. Keith Kuester & Mr. Gernot J. Mueller & Giancarlo Corsetti & Mr. Andre Meier, 2012. "Sovereign Risk, Fiscal Policy, and Macroeconomic Stability," IMF Working Papers 2012/033, International Monetary Fund.
- Jung, Philip & Kuester, Keith, 2011.
"The (un)importance of unemployment fluctuations for the welfare cost of business cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1744-1768, October.
Cited by:
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2019.
"Welfare Cost of Fluctuations When Labor Market Search Interacts with Financial Frictions,"
PSE-Ecole d'économie de Paris (Postprint)
hal-03970668, HAL.
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2019. "Welfare Cost of Fluctuations When Labor Market Search Interacts with Financial Frictions," Post-Print hal-03970668, HAL.
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2017. "Welfare Cost of Fluctuations when Labor Market Search Interacts with Financial Frictions," Documents de recherche 17-02, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2019. "Welfare Cost of Fluctuations When Labor Market Search Interacts with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2207-2237, December.
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2014. "Welfare Cost of Fluctuations: when Labor Market Search Interacts with Financial Frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01020872, HAL.
- Thepthida Sopraseuth & François Langot & Eleni Iliopulos, 2016. "Welfare Cost of Fluctuations when Labor Market Search Interacts with Financial Frictions," 2016 Meeting Papers 890, Society for Economic Dynamics.
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2014. "Welfare Cost of Fluctuations: when Labor Market Search Interacts with Financial Frictions," Post-Print halshs-01020872, HAL.
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2014. "Welfare Cost of Fluctuations: when Labor Market Search Interacts with Financial Frictions," Documents de travail du Centre d'Economie de la Sorbonne 14042, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2018. "Welfare Cost of Fluctuations. When Labor Market Search Interacts with Financial Frictions," TEPP Working Paper 2018-13, TEPP.
- Eleni Iliopulos & Francois Langot & Thepthida Sopraseuth, 2019. "Welfare Cost of Fluctuations When Labor Market Search Interacts with Financial Frictions," Working Papers hal-02334103, HAL.
- Jung, Philip & Kuhn, Moritz, 2012.
"Earnings Losses and Labor Mobility over the Lifecycle,"
IZA Discussion Papers
6835, Institute of Labor Economics (IZA).
- Philip Jung & Moritz Kuhn, 2019. "Earnings Losses and Labor Mobility Over the Life Cycle," Journal of the European Economic Association, European Economic Association, vol. 17(3), pages 678-724.
- Philip Jung & Moritz Kuhn, 2017. "Earnings Losses and Labor Mobility Over the Life Cycle," CESifo Working Paper Series 6552, CESifo.
- Kuhn, Moritz & Jung, Philip, 2016. "Earnings losses and labor mobility over the lifecycle," CEPR Discussion Papers 11572, C.E.P.R. Discussion Papers.
- Jung, Philip & Kuhn, Moritz, 2012. "Earnings losses and labor mobility over the life-cycle," MPRA Paper 40287, University Library of Munich, Germany.
- Philip Jung, 2013. "Earnings losses and labor mobility over the lifecycle," 2013 Meeting Papers 771, Society for Economic Dynamics.
- Freund, L. B & Rendahl, P., 2020.
"Unexpected Effects: Uncertainty, Unemployment, and Inflation,"
Cambridge Working Papers in Economics
2035, Faculty of Economics, University of Cambridge.
- Rendahl, Pontus & Freund, Lukas B., 2020. "Unexpected Effects: Uncertainty, Unemployment, and Inflation," CEPR Discussion Papers 14690, C.E.P.R. Discussion Papers.
- Kremer, Jana & Stähler, Nikolai, 2013.
"Structural and cyclical effects of tax progression,"
Discussion Papers
15/2013, Deutsche Bundesbank.
- Jana Kremer & Nikolai Stähler, 2013. "Structural and Cyclical Effects of Tax Progression," IAAEU Discussion Papers 201305, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
- Jana Kremer & Nikolai Stähler, 2016. "Structural and Cyclical Effects of Tax Progression," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 72(1), pages 41-73, March.
- Tamas Papp & Alisdair McKay, 2012.
"Accounting for idiosyncratic wage risk over the business cycle,"
2012 Meeting Papers
820, Society for Economic Dynamics.
- Alisdair McKay & Tamas Papp, 2011. "Accounting for Idiosyncratic Wage Risk Over the Business Cycle," Boston University - Department of Economics - Working Papers Series WP2011-028, Boston University - Department of Economics.
- Di Pace, Federico & Hertweck, Matthias S., 2012.
"Labour Market Frictions, Monetary Policy and Durable Goods,"
Dynare Working Papers
20, CEPREMAP.
- Federico Di Pace & Matthias Hertweck, 2019. "Labor Market Frictions, Monetary Policy, and Durable Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 274-304, April.
- Di Pace, Federico & Hertweck, Matthias S., 2012. "Labour Market Frictions, Monetary Policy, and Durable Goods," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62052, Verein für Socialpolitik / German Economic Association.
- Federico Di Pace & Matthias S. Hertweck, 2012. "Labour Market Frictions, Monetary Policy and Durable Goods," Working Paper Series of the Department of Economics, University of Konstanz 2012-09, Department of Economics, University of Konstanz.
- Di Pace, Frederico & Hertweck, Matthias, 2016. "Labour market frictions, monetary policy and durable goods," Bank of England working papers 623, Bank of England.
- Den Haan, Wouter & Rendahl, Pontus & Freund, Lukas B., 2020.
"Volatile Hiring: Uncertainty in Search and Matching Models,"
CEPR Discussion Papers
14630, C.E.P.R. Discussion Papers.
- Den Haan, Wouter J. & Freund, Lukas B. & Rendahl, Pontus, 2021. "Volatile hiring: uncertainty in search and matching models," Journal of Monetary Economics, Elsevier, vol. 123(C), pages 1-18.
- Den Haan, W. & Freund, L. B. & Rendahl, P., 2020. "Volatile Hiring: Uncertainty in Search and Matching Models," Cambridge Working Papers in Economics 20125, Faculty of Economics, University of Cambridge.
- Wouter Den Haan & Lukas Freund & Pontus Rendahl, 2020. "Volatile Hiring: Uncertainty in Search and Matching Models," Discussion Papers 2011, Centre for Macroeconomics (CFM).
- Den Haan, Wouter J. & Freund, Lukas & Kaerner Rendahl, Pontus, 2021. "Volatile hiring: uncertainty in search and matching models," LSE Research Online Documents on Economics 111568, London School of Economics and Political Science, LSE Library.
- Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2022.
"Online Appendix to "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation","
Online Appendices
21-230, Review of Economic Dynamics.
- Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2023. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 117-137, December.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014. "Positive welfare effects of trade barriers in a dynamic partial equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 246-264.
- Ignaszak, Marek & Jung, Philip & Kuester, Keith, 2020.
"Federal Unemployment Reinsurance and Local Labor-Market Policies,"
IZA Discussion Papers
13886, Institute of Labor Economics (IZA).
- Kuester, Keith & Jung, Philip & Ignaszak, Marek, 2020. "Federal unemployment reinsurance and local labor-market policies," CEPR Discussion Papers 15465, C.E.P.R. Discussion Papers.
- Marek Ignaszak & Philip Jung & Keith Kuester, 2020. "Federal unemployment reinsurance and local labor-market policies," ECONtribute Discussion Papers Series 040, University of Bonn and University of Cologne, Germany.
- Makoto Nakajima, 2013.
"Monetary Policy with Heterogeneous Agents,"
2013 Meeting Papers
356, Society for Economic Dynamics.
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2012. "Monetary policy with heterogeneous agents," Working Papers 12-21, Federal Reserve Bank of Philadelphia.
- Ait Lahcen, Mohammed & Baughman, Garth & Rabinovich, Stanislav & van Buggenum, Hugo, 2022.
"Nonlinear unemployment effects of the inflation tax,"
European Economic Review, Elsevier, vol. 148(C).
- Mohammed Ait Lahcen & Garth Baughman & Stanislav Rabinovich & Hugo van Buggenum, 2021. "Nonlinear unemployment effects of the inflation tax," ECON - Working Papers 390, Department of Economics - University of Zurich.
- Mohammed Ait Lahcen & Garth Baughman & Stanislav Rabinovich & Hugo van Buggenum, 2021. "Nonlinear Unemployment Effects of the Inflation Tax," Finance and Economics Discussion Series 2021-040, Board of Governors of the Federal Reserve System (U.S.).
- Vincent Boitier & Antoine Lepetit, 2018.
"Reduced form wage equations in the credible bargaining model,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01088831, HAL.
- Boitier, Vincent & Lepetit, Antoine, 2018. "Reduced form wage equations in the credible bargaining model," Labour Economics, Elsevier, vol. 50(C), pages 92-96.
- Vincent Boitier & Antoine Lepetit, 2018. "Reduced form wage equations in the credible bargaining model," Post-Print hal-01088831, HAL.
- Tervala, Juha, 2021.
"Hysteresis and the welfare costs of recessions,"
Economic Modelling, Elsevier, vol. 95(C), pages 136-144.
- Tervala, Juha, 2020. "Hysteresis and the Welfare Costs of Business Cycles," MPRA Paper 99758, University Library of Munich, Germany.
- Clerc, Pierrick, 2018. "Alternating offers with asymmetric information and the unemployment volatility puzzle," Labour Economics, Elsevier, vol. 50(C), pages 87-91.
- Alisdair McKay, "undated".
"Idiosyncratic risk, insurance, and aggregate consumption dynamics: a likelihood perspective,"
Boston University - Department of Economics - Working Papers Series
2013-013, Boston University - Department of Economics.
- Alisdair McKay, 2014. "Idiosyncratic risk, insurance, and aggregate consumption dynamics: a likelihood perspective," 2014 Meeting Papers 71, Society for Economic Dynamics.
- Michael Reiter, 2013. "On The Welfare Costs Of Unemployment Fluctuations," 2013 Meeting Papers 962, Society for Economic Dynamics.
- Bernstein, Joshua & Richter, Alexander W. & Throckmorton, Nathaniel A., 2021. "Cyclical net entry and exit," European Economic Review, Elsevier, vol. 136(C).
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2021.
"Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy,"
Opportunity and Inclusive Growth Institute Working Papers
50, Federal Reserve Bank of Minneapolis.
- Nils Gornemann & Keith Kuester & Makoto Nakajima, 2021. "Doves for the Rich, Hawks for the Poor? Distributional Consequences of Systematic Monetary Policy," ECONtribute Discussion Papers Series 089, University of Bonn and University of Cologne, Germany.
- Acedański, Jan, 2016. "Youth unemployment and welfare gains from eliminating business cycles — The case of Poland," Economic Modelling, Elsevier, vol. 57(C), pages 248-262.
- Adjemian, Stéphane & Karamé, Frédéric & Langot, François, 2021.
"Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics,"
IZA Discussion Papers
14822, Institute of Labor Economics (IZA).
- Adjemian, Stéphane & Karamé, Frédéric & Langot, François, 2021. "Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics," Dynare Working Papers 71, CEPREMAP.
- Freund, L. B. & Lee, H. & Rendahl, P., 2022.
"The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation,"
Cambridge Working Papers in Economics
2251, Faculty of Economics, University of Cambridge.
- Freund, L. B. & Lee, H. & Rendahl, P., 2022. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Janeway Institute Working Papers 2223, Faculty of Economics, University of Cambridge.
- Lukas Freund & Hanbaek Lee & Pontus Rendahl, 2023. "The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 117-137, December.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2013. "Positive welfare effects of trade barriers in a dynamic equilibrium model," BERG Working Paper Series 91, Bamberg University, Bamberg Economic Research Group.
- Antoine Lepetit, 2020.
"Asymmetric Unemployment Fluctuations and Monetary Policy Trade-Offs,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 29-45, April.
- Antoine Lepetit, 2018. "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-offs," Working Papers hal-01536416, HAL.
- Antoine Lepetit, 2019. "Online Appendix to "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-Offs"," Online Appendices 18-94, Review of Economic Dynamics.
- Antoine Lepetit, 2019. "Code and data files for "Asymmetric Unemployment Fluctuations and Monetary Policy Trade-Offs"," Computer Codes 18-94, Review of Economic Dynamics.
- Jolan Mohimont, 2019.
"Welfare effects of business cycles and monetary policies in a small open emerging economy,"
Working Paper Research
376, National Bank of Belgium.
- Mohimont, Jolan, 2022. "Welfare effects of business cycles and monetary policies in a small open emerging economy," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Joshua Bernstein & Alexander W. Richter & Nathaniel A. Throckmorton, 2022. "The Matching Function and Nonlinear Business Cycles," Working Papers 2201, Federal Reserve Bank of Dallas.
- Moyen, Stéphane & Stähler, Nikolai, 2009. "Unemployment insurance and the business cycle: prolong benefit entitlements in bad times?," Discussion Paper Series 1: Economic Studies 2009,30, Deutsche Bundesbank.
- P. Clerc, 2015. "Credible Wage Bargaining and the Joint Dynamics of Unemployment and Inflation," Working papers 568, Banque de France.
- Merlin, Giovanni Tondin, 2018. "Entrepreneurship, financial frictions and the welfare gains of business cycles," Textos para discussão 484, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Manoj Atolia & John Gibson & Milton Marquis, 2018. "Labor Market Volatility in the RBC Search Model: A Look at Hagedorn and Manovskii’s Calibration," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 583-602, August.
- Stéphane Dupraz & Emi Nakamura & Jón Steinsson, 2019.
"A Plucking Model of Business Cycles,"
NBER Working Papers
26351, National Bureau of Economic Research, Inc.
- Stéphane Dupraz & Emi Nakamura & Jón Steinsson, 2020. "A Plucking Model of Business Cycles," Working papers 748, Banque de France.
- Joshua Bernstein & Alexander W. Richter & Nathaniel A. Throckmorton, 2021. "Nonlinear Search and Matching Explained," Working Papers 2106, Federal Reserve Bank of Dallas.
- Eleni Iliopulos & François Langot & Thepthida Sopraseuth, 2019.
"Welfare Cost of Fluctuations When Labor Market Search Interacts with Financial Frictions,"
PSE-Ecole d'économie de Paris (Postprint)
hal-03970668, HAL.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011.
"Floats, Pegs and the Transmission of Fiscal Policy,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(2), pages 5-38, August.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2013. "Floats, Pegs and the Transmission of Fiscal Policy," Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Jordi Galí (ed.),Fiscal Policy and Macroeconomic Performance, edition 1, volume 17, chapter 7, pages 235-281, Central Bank of Chile.
See citations under working paper version above.- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith, 2011. "Floats, pegs and the transmission of fiscal policy," CEPR Discussion Papers 8180, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, Pegs and the Transmission of Fiscal Policy," Working Papers Central Bank of Chile 608, Central Bank of Chile.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, pegs and the transmission of fiscal policy," Working Papers 11-9, Federal Reserve Bank of Philadelphia.
- Keith Kuester & Volker Wieland, 2010.
"Insurance Policies for Monetary Policy in the Euro Area,"
Journal of the European Economic Association, MIT Press, vol. 8(4), pages 872-912, June.
- Keith Kuester & Volker Wieland, 2010. "Insurance Policies for Monetary Policy in the Euro Area," Journal of the European Economic Association, European Economic Association, vol. 8(4), pages 872-912, June.
See citations under working paper version above.- Wieland, Volker & Kuester, Keith, 2005. "Insurance policies for monetary policy in the euro area," Working Paper Series 480, European Central Bank.
- Keith Kuester & Volker Wieland, 2008. "Insurance Policies for Monetary Policy in the Euro Area," Discussion Papers 07-044, Stanford Institute for Economic Policy Research.
- Küster, Keith & Wieland, Volker, 2005. "Insurance policies for monetary policy in the Euro area," CFS Working Paper Series 2005/13, Center for Financial Studies (CFS).
- Volker Wieland & Keith Kuester, 2005. "Insurance Policies for Monetary Policy in the Euro Area," Computing in Economics and Finance 2005 100, Society for Computational Economics.
- Keith Kuester & Volker W. Wieland, 2008. "Insurance policies for monetary policy in the euro area," Working Papers 08-29, Federal Reserve Bank of Philadelphia.
- Wieland, Volker & Küster, Keith, 2005. "Insurance Policies for Monetary Policy in the Euro Area," CEPR Discussion Papers 4956, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Keith Kuester & André Meier & Gernot J. Müller, 2010.
"Debt Consolidation and Fiscal Stabilization of Deep Recessions,"
American Economic Review, American Economic Association, vol. 100(2), pages 41-45, May.
See citations under working paper version above.
- Giancarlo Corsetti & Keith Kuester & Andre Meier & Gernot J. Mueller, 2010. "Debt Consolidation and Fiscal Stabilization of Deep Recessions," Economics Working Papers ECO2010/03, European University Institute.
- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith & Meier, André, 2010. "Debt consolidation and fiscal stabilization of deep recessions," CEPR Discussion Papers 7649, C.E.P.R. Discussion Papers.
- Kuester, Keith, 2010.
"Real price and wage rigidities with matching frictions,"
Journal of Monetary Economics, Elsevier, vol. 57(4), pages 466-477, May.
Cited by:
- Carlos Thomas, 2007.
"Search Frictions, Real Rigidities and Inflation Dynamics,"
CEP Discussion Papers
dp0822, Centre for Economic Performance, LSE.
- Carlos Thomas, 2011. "Search Frictions, Real Rigidities, and Inflation Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1131-1164, September.
- Carlos Thomas, 2008. "Search frictions, real rigidities and inflation dynamics," Working Papers 0806, Banco de España.
- Thomas, Carlos, 2007. "Search frictions, real rigidities and inflation dynamics," LSE Research Online Documents on Economics 19692, London School of Economics and Political Science, LSE Library.
- Carlos Thomas, 2011. "Search Frictions, Real Rigidities, and Inflation Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(6), pages 1131-1164, September.
- Renato Faccini & Eran Yashiv, 2022.
"The importance of hiring frictions in business cycles,"
Quantitative Economics, Econometric Society, vol. 13(3), pages 1101-1143, July.
- Renato Faccini & Eran Yashiv, 2017. "The Importance of Hiring Frictions in Business Cycles," Discussion Papers 1736, Centre for Macroeconomics (CFM).
- Faccini, Renato & Yashiv, Eran, 2020. "The Importance of Hiring Frictions in Business Cycles," IZA Discussion Papers 12889, Institute of Labor Economics (IZA).
- Faccini, Renato & Yashiv, Eran, 2017. "The importance of hiring frictions in business cycles," LSE Research Online Documents on Economics 87171, London School of Economics and Political Science, LSE Library.
- Mikael Carlsson & Andreas Westermark, 2011.
"The new keynesian phillips curve and staggered price and wage determination in a model with firm-specific labor,"
Post-Print
hal-00781342, HAL.
- Carlsson, Mikael & Westermark, Andreas, 2011. "The New Keynesian Phillips Curve and staggered price and wage determination in a model with firm-specific labor," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 579-603, April.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2015.
"Fiscal Volatility Shocks and Economic Activity,"
American Economic Review, American Economic Association, vol. 105(11), pages 3352-3384, November.
- Rubio-RamÃrez, Juan Francisco & Fernández-Villaverde, Jesús & Kuester, Keith & Guerron-Quintana, Pablo A., 2011. "Fiscal Volatility Shocks and Economic Activity," CEPR Discussion Papers 8528, C.E.P.R. Discussion Papers.
- Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Keith Kuester & Juan Rubio-Ramirez, 2011. "Fiscal Volatility Shocks and Economic Activity," PIER Working Paper Archive 11-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Keith Kuester & Juan F. Rubio-Ramirez, 2011. "Fiscal volatility shocks and economic activity," Working Papers 11-32, Federal Reserve Bank of Philadelphia.
- Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Keith Kuester & Juan Rubio-Ramírez, 2011. "Fiscal Volatility Shocks and Economic Activity," NBER Working Papers 17317, National Bureau of Economic Research, Inc.
- Kamalyan, Hayk, 2021. "The State-Dependent Effects of Monetary Policy," MPRA Paper 107489, University Library of Munich, Germany.
- Benjamin Born & Johannes Pfeifer, 2017.
"Uncertainty-driven Business Cycles: Assessing the Markup Channel,"
CESifo Working Paper Series
6303, CESifo.
- Born, Benjamin & Pfeifer, Johannes, 2016. "Uncertainty-driven business cycles: assessing the markup channel," VfS Annual Conference 2016 (Augsburg): Demographic Change 145608, Verein für Socialpolitik / German Economic Association.
- Benjamin Born & Johannes Pfeifer, 2021. "Uncertainty‐driven business cycles: Assessing the markup channel," Quantitative Economics, Econometric Society, vol. 12(2), pages 587-623, May.
- Born, Benjamin & Pfeifer, Johannes, 2017. "Uncertainty-driven business cycles: assessing the markup channel," CEPR Discussion Papers 11745, C.E.P.R. Discussion Papers.
- Andrew T. Foerster & Jose Mustre-del-Rio, 2014.
"Search with wage posting under sticky prices,"
Research Working Paper
RWP 14-17, Federal Reserve Bank of Kansas City.
- Andrew T. Foerster & José Mustre‐Del‐Río, 2022. "Search with Wage Posting under Sticky Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 599-626, March.
- Makoto Nakajima, 2013.
"Monetary Policy with Heterogeneous Agents,"
2013 Meeting Papers
356, Society for Economic Dynamics.
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2012. "Monetary policy with heterogeneous agents," Working Papers 12-21, Federal Reserve Bank of Philadelphia.
- Sergio A. Lago Alves, 2018.
"Monetary Policy, Trend Inflation, and Unemployment Volatility,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(4), pages 637-673, June.
- Sergio A. Lago Alves, 2016. "Monetary Policy, Trend Inflation and Unemployment Volatility," Working Papers Series 450, Central Bank of Brazil, Research Department.
- Antoine Lepetit, 2022.
"The Optimal Inflation Rate with Discount Factor Heterogeneity,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 1971-1996, October.
- Antoine Lepetit, 2018. "The Optimal Inflation Rate with Discount Factor Heterogeneity," Finance and Economics Discussion Series 2018-086, Board of Governors of the Federal Reserve System (U.S.).
- Antoine Lepetit, 2017. "The Optimal Inflation Rate with Discount Factor Heterogeneity," Working Papers hal-01527816, HAL.
- Mei Dong & Toshiaki Shoji & Yuki Teranishi, 2021.
"Product Cycles and Prices: a Search Foundation,"
Working Papers
e161, Tokyo Center for Economic Research.
- Mei Dong & Yuki Teranishi, 2018. "Product Cycles and Prices:Search Foundation," UTokyo Price Project Working Paper Series 080, University of Tokyo, Graduate School of Economics.
- Yuki Teranishi, 2017. "Product Cycles and Prices:Search Foundation," UTokyo Price Project Working Paper Series 079, University of Tokyo, Graduate School of Economics.
- Mei Dong & Toshiaki Shoji & Yuki Teranishi, 2019. "Product Cycle and Prices: a Search Foundation," Working Papers on Central Bank Communication 009, University of Tokyo, Graduate School of Economics.
- Thierry Betti & Thomas Coudert, 2022.
"How harmful are cuts in public employment and wage in times of high unemployment?,"
Post-Print
hal-03982745, HAL.
- Thierry Betti & Thomas Coudert, 2022. "How harmful are cuts in public employment and wage in times of high unemployment?," Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 247-277, January.
- Thomas COUDERT & Thierry BETTI, 2016. "How harmful are cuts in public employment and wage in times of high unemployment?," Working Papers of LaRGE Research Center 2016-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Thierry Betti & Thomas Coudert, 2015.
"How can the labor market accounts for the effectiveness of fiscal policy over the business cycle?,"
Working Papers of BETA
2015-16, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Thierry BETTI & Thomas COUDERT, 2015. "How can the labor market accounts for the effectiveness of fiscal policy over the business cycle?," Working Papers of LaRGE Research Center 2015-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Koursaros, Demetris, 2019. "Learning expectations using multi-period forecasts," Journal of Economics and Business, Elsevier, vol. 102(C), pages 1-25.
- Kuester, Keith & Gornemann, Nils & Nakajima, Makoto, 2016.
"Doves for the Rich, Hawks for the Poor? Distributional Consequences of Monetary Policy,"
CEPR Discussion Papers
11233, C.E.P.R. Discussion Papers.
- Nils M. Gornemann & Keith Kuester & Makoto Nakajima, 2016. "Doves for the Rich, Hawks for the Poor? Distributional Consequences of Monetary Policy," International Finance Discussion Papers 1167, Board of Governors of the Federal Reserve System (U.S.).
- Zeno Enders, 2020.
"Heterogeneous Consumers, Segmented Asset Markets and the Real Effects of Monetary Policy,"
The Economic Journal, Royal Economic Society, vol. 130(628), pages 1031-1056.
- Enders, Zeno, 2017. "Heterogeneous consumers, segmented asset markets, and the real effects of monetary policy," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168227, Verein für Socialpolitik / German Economic Association.
- Zeno Enders, 2017. "Heterogeneous Consumers, Segmented Asset Markets, and the Real Effects of Monetary Policy," CESifo Working Paper Series 6467, CESifo.
- P. Clerc, 2015. "Credible Wage Bargaining and the Joint Dynamics of Unemployment and Inflation," Working papers 568, Banque de France.
- Campolmi Alessia & Faia Ester & Winkler Roland, 2011. "Fiscal Calculus and the Labor Market," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-27, December.
- Maarten DOSSCHE & Vivien LEWIS & Céline POILLY, 2014.
"Employment, hours and optimal monetary policy,"
Working Papers of Department of Economics, Leuven
ces14.16, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Maarten Dossche & Vivien Lewis & Céline Poilly, 2014. "Employment, hours and optimal monetary policy," Working Paper Research 262, National Bank of Belgium.
- Dossche, Maarten & Lewis, Vivien & Poilly, Céline, 2014. "Employment, hours and optimal monetary policy," Working Paper Series 1713, European Central Bank.
- Dossche, Maarten & Lewis, Vivien & Poilly, Céline, 2015. "Employment, hours and optimal monetary policy," Discussion Papers 01/2015, Deutsche Bundesbank.
- Nucci, Francesco & Riggi, Marianna, 2013. "Performance pay and changes in U.S. labor market dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2796-2813.
- Thomas COUDERT, 2015. "Inflation persistence and bargained firing costs," Working Papers of LaRGE Research Center 2015-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Thomas COUDERT, 2016. "A new insight on the inflation persistence: the role of severance pay," Working Papers of LaRGE Research Center 2016-06, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Koursaros, Demetris, 2017. "Labor market dynamics when (un)employment is a social norm," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 96-116.
- Carlos Thomas, 2007.
"Search Frictions, Real Rigidities and Inflation Dynamics,"
CEP Discussion Papers
dp0822, Centre for Economic Performance, LSE.
- Christoffel, Kai & Kuester, Keith, 2009.
"The elasticity of the unemployment rate with respect to benefits,"
Economics Letters, Elsevier, vol. 102(2), pages 102-105, February.
See citations under working paper version above.
- Kai Christoffel & Keith Kuester, 2008. "The elasticity of the unemployment rate with respect to benefits," Working Papers 08-15, Federal Reserve Bank of Philadelphia.
- Kuester, Keith & Müller, Gernot J. & Stölting, Sarah, 2009.
"Is the New Keynesian Phillips curve flat?,"
Economics Letters, Elsevier, vol. 103(1), pages 39-41, April.
See citations under working paper version above.
- Müller, Gernot J. & Kuester, Keith & Stölting, Sarah, 2007. "Is the New Keynesian Phillips curve flat?," Working Paper Series 809, European Central Bank.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009.
"The role of labor markets for euro area monetary policy,"
European Economic Review, Elsevier, vol. 53(8), pages 908-936, November.
See citations under working paper version above.
- Linzert, Tobias & Christoffel, Kai & Kuester, Keith, 2009. "The role of labor markets for euro area monetary policy," Working Paper Series 1035, European Central Bank.
- Kai Christoffel & Keith Kuester & Tobias Linzert, 2009. "The role of labor markets for Euro area monetary policy," Working Papers 09-1, Federal Reserve Bank of Philadelphia.
- Christoffel, Kai & Kuester, Keith & Linzert, Tobias, 2009. "The role of labor markets for euro area monetary policy," Kiel Working Papers 1513, Kiel Institute for the World Economy (IfW Kiel).
- Christoffel, Kai & Kuester, Keith, 2008.
"Resuscitating the wage channel in models with unemployment fluctuations,"
Journal of Monetary Economics, Elsevier, vol. 55(5), pages 865-887, July.
See citations under working paper version above.
- Christoffel, Kai & Kuester, Keith, 2008. "Resuscitating the wage channel in models with unemployment fluctuations," Working Paper Series 923, European Central Bank.
- Keith Kuester & Stefan Mittnik & Marc S. Paolella, 2006.
"Value-at-Risk Prediction: A Comparison of Alternative Strategies,"
Journal of Financial Econometrics, Oxford University Press, vol. 4(1), pages 53-89.
Cited by:
- Nieto, María Rosa & Ruiz Ortega, Esther, 2008. "Measuring financial risk : comparison of alternative procedures to estimate VaR and ES," DES - Working Papers. Statistics and Econometrics. WS ws087326, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Herrera, Rodrigo & Schipp, Bernhard, 2013. "Value at risk forecasts by extreme value models in a conditional duration framework," Journal of Empirical Finance, Elsevier, vol. 23(C), pages 33-47.
- Ñíguez, Trino-Manuel & Perote, Javier, 2017. "Moments expansion densities for quantifying financial risk," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 53-69.
- Haas Markus, 2010. "Skew-Normal Mixture and Markov-Switching GARCH Processes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-56, September.
- Chan, Ngai Hang & Sit, Tony, 2016. "Artifactual unit root behavior of Value at risk (VaR)," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 88-93.
- Holger Fink & Andreas Fuest & Henry Port, 2018. "The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates," Risks, MDPI, vol. 6(3), pages 1-19, August.
- Lux, Marius & Härdle, Wolfgang Karl & Lessmann, Stefan, 2018.
"Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid,"
IRTG 1792 Discussion Papers
2018-001, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Marius Lux & Wolfgang Karl Härdle & Stefan Lessmann, 2020. "Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid," Computational Statistics, Springer, vol. 35(3), pages 947-981, September.
- Martin Waltz & Abhay Kumar Singh & Ostap Okhrin, 2022.
"Vulnerability-CoVaR: Investigating the Crypto-market,"
Papers
2203.10777, arXiv.org.
- Martin Waltz & Abhay Kumar Singh & Ostap Okhrin, 2022. "Vulnerability-CoVaR: investigating the crypto-market," Quantitative Finance, Taylor & Francis Journals, vol. 22(9), pages 1731-1745, September.
- Mittnik, Stefan, 2013.
"VaR-implied tail-correlation matrices,"
CFS Working Paper Series
2013/05, Center for Financial Studies (CFS).
- Mittnik, Stefan, 2014. "VaR-implied tail-correlation matrices," Economics Letters, Elsevier, vol. 122(1), pages 69-73.
- Liu, Xiaochun, 2013.
"Markov-Switching Quantile Autoregression,"
MPRA Paper
55800, University Library of Munich, Germany.
- Xiaochun Liu, 2016. "Markov switching quantile autoregression," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 356-395, November.
- Grigory Franguridi, 2014. "Higher order conditional moment dynamics and forecasting value-at-risk (in Russian)," Quantile, Quantile, issue 12, pages 69-82, February.
- Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel R. Smith, 2011.
"Evaluating Value-at-Risk Models via Quantile Regression,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 29(1), pages 150-160, January.
- Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel R., 2011. "Evaluating Value-at-Risk Models via Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 150-160.
- Gaglianone, Wagner Piazza & Linton, Oliver & Lima, Luiz Renato Regis de Oliveira, 2008. "Evaluating Value-at-Risk models via Quantile regressions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 679, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Wagner P. Gaglianone & Luiz Renato Lima & Oliver Linton, 2008. "Evaluating Value-at-Risk Models via Quantile Regressions," Working Papers Series 161, Central Bank of Brazil, Research Department.
- Wagner Piazza Gaglianone & Luiz Renato Lima & Oliver Linton & Daniel Smith, 2010. "Evaluating Value-at-Risk Models via Quantile Regression," NCER Working Paper Series 67, National Centre for Econometric Research.
- Gaglianone, Wagner Piazza & Lima, Luiz Renato & Linton, Oliver & Smith, Daniel, 2009. "Evaluating Value-at-Risk models via Quantile Regression," UC3M Working papers. Economics we094625, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Kiani, Khurshid M., 2011. "Relationship between portfolio diversification and value at risk: Empirical evidence," Emerging Markets Review, Elsevier, vol. 12(4), pages 443-459.
- Harvey,Andrew C., 2013.
"Dynamic Models for Volatility and Heavy Tails,"
Cambridge Books,
Cambridge University Press, number 9781107034723.
- Harvey,Andrew C., 2013. "Dynamic Models for Volatility and Heavy Tails," Cambridge Books, Cambridge University Press, number 9781107630024.
- Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011. "Are realized volatility models good candidates for alternative Value at Risk prediction strategies?," MPRA Paper 30364, University Library of Munich, Germany.
- Marcin Faldzinski, 2009. "Application of Modified POT Method with Volatility Model for Estimation of Risk Measures," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 9, pages 119-128.
- Hammoudeh, S.M. & Malik, F. & McAleer, M.J., 2010.
"Risk management of precious metals,"
Econometric Institute Research Papers
EI 2010-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2010. "Risk Management of Precious Metals," Working Papers in Economics 10/37, University of Canterbury, Department of Economics and Finance.
- Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2011. "Risk Management of Precious Metals," Documentos de Trabajo del ICAE 2011-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael, 2011. "Risk management of precious metals," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 435-441.
- Shawkat Hammoudeh & Farooq Malik & Michael McAleer, 2011. "Risk Management of Precious Metals," KIER Working Papers 765, Kyoto University, Institute of Economic Research.
- Kulp-Tåg, Sofie, 2007. "An Empirical Investigation of Value-at-Risk in Long and Short Trading Positions," Working Papers 526, Hanken School of Economics.
- Harris, Richard & Stoja, Evarist & Nguyen, Linh, 2016. "Systematic tail risk," Bank of England working papers 637, Bank of England.
- Righi, Marcelo Brutti & Ceretta, Paulo Sergio, 2015. "A comparison of Expected Shortfall estimation models," Journal of Economics and Business, Elsevier, vol. 78(C), pages 14-47.
- Shen, Yifan, 2018. "International risk transmission of stock market movements," Economic Modelling, Elsevier, vol. 69(C), pages 220-236.
- Degiannakis, Stavros & Dent, Pamela & Floros, Christos, 2014.
"A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification,"
MPRA Paper
80431, University Library of Munich, Germany.
- Stavros Degiannakis & Pamela Dent & Christos Floros, 2014. "A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification," Manchester School, University of Manchester, vol. 82(1), pages 71-102, January.
- Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen, 2009.
"The Dark Side of Global Integration: Increasing Tail Dependence,"
LSF Research Working Paper Series
09-05, Luxembourg School of Finance, University of Luxembourg.
- Beine, Michel & Cosma, Antonio & Vermeulen, Robert, 2010. "The dark side of global integration: Increasing tail dependence," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 184-192, January.
- Michel Beine & Antonio Cosma & Robert Vermeulen, 2008. "The Dark Side of Global Integration: Increasing Tail Dependence," DEM Discussion Paper Series 08-03, Department of Economics at the University of Luxembourg.
- Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010.
"Models for Heavy-tailed Asset Returns,"
MPRA Paper
25494, University Library of Munich, Germany.
- Szymon Borak & Adam Misiorek & Rafal Weron, 2010. "Models for Heavy-tailed Asset Returns," HSC Research Reports HSC/10/01, Hugo Steinhaus Center, Wroclaw University of Technology.
- Szymon Borak & Adam Misiorek & Rafał Weron, 2010. "Models for Heavy-tailed Asset Returns," SFB 649 Discussion Papers SFB649DP2010-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Christian Francq & Jean-Michel Zakoian, 2014. "Multi-level Conditional VaR Estimation in Dynamic Models," Working Papers 2014-01, Center for Research in Economics and Statistics.
- Sinha, Pankaj & Agnihotri, Shalini, 2014. "Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization," MPRA Paper 56307, University Library of Munich, Germany, revised 26 May 2014.
- Harris, Richard D. F. & Nguyen, Linh H & Stoja, Evarist, 2015. "Extreme downside risk and financial crises," Bank of England working papers 547, Bank of England.
- Spelta, A. & Flori, A. & Pecora, N. & Pammolli, F., 2021. "Financial crises: Uncovering self-organized patterns and predicting stock markets instability," Journal of Business Research, Elsevier, vol. 129(C), pages 736-756.
- Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE, 2011.
"Stable Mixture GARCH Models,"
Swiss Finance Institute Research Paper Series
11-39, Swiss Finance Institute.
- Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013. "Stable mixture GARCH models," Journal of Econometrics, Elsevier, vol. 172(2), pages 292-306.
- Rossignolo, Adrian F. & Fethi, Meryem Duygun & Shaban, Mohamed, 2012. "Value-at-Risk models and Basel capital charges," Journal of Financial Stability, Elsevier, vol. 8(4), pages 303-319.
- Gao, Chun-Ting & Zhou, Xiao-Hua, 2016. "Forecasting VaR and ES using dynamic conditional score models and skew Student distribution," Economic Modelling, Elsevier, vol. 53(C), pages 216-223.
- Wang, Guochang & Zhu, Ke & Li, Guodong & Li, Wai Keung, 2022. "Hybrid quantile estimation for asymmetric power GARCH models," Journal of Econometrics, Elsevier, vol. 227(1), pages 264-284.
- Jean-Paul Laurent & Hassan Omidi Firouzi, 2022. "Market Risk and Volatility Weighted Historical Simulation After Basel III," Working Papers hal-03679434, HAL.
- Hartz, Christoph & Mittnik, Stefan & Paolella, Marc, 2006. "Accurate value-at-risk forecasting based on the normal-GARCH model," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2295-2312, December.
- Meriem Rjiba, Meriem & Tsagris, Michail & Mhalla, Hedi, 2015.
"Bootstrap for Value at Risk Prediction,"
MPRA Paper
68842, University Library of Munich, Germany.
- Meriem Rjiba & Michail Tsagris & Hedi Mhalla, 2015. "Bootstrap for Value at Risk Prediction," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 4(6), pages 362-371.
- Alexander, Carol & Han, Yang & Meng, Xiaochun, 2023. "Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1078-1096.
- Iulia Lupu & Ana Barbara Bobirca & Paul Gabriel Miclaus & Tudor Ciumara, 2020. "Risk Management of Companies Included in the EURO STOXX Sustainability Index. An Investors' Perception," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 22(55), pages 707-707, August.
- Fernanda Maria Müller & Marcelo Brutti Righi, 2024. "Comparison of Value at Risk (VaR) Multivariate Forecast Models," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 75-110, January.
- Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007.
"Mixed Exponential Power Asymmetric Conditional Heteroskedasticity,"
Cahiers de recherche
07-15, HEC Montréal, Institut d'économie appliquée.
- Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 0749, CIRPEE.
- BOUADDI, Mohammed & ROMBOUTS, Jeroen V.K., 2007. "Mixed exponential power asymmetric conditional heteroskedasticity," LIDAM Discussion Papers CORE 2007097, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Rombouts Jeroen V. K. & Bouaddi Mohammed, 2009. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(3), pages 1-32, May.
- Yannick Hoga & Matei Demetrescu, 2023. "Monitoring Value-at-Risk and Expected Shortfall Forecasts," Management Science, INFORMS, vol. 69(5), pages 2954-2971, May.
- Jungsik Noh & Sangyeol Lee, 2016. "Quantile Regression for Location-Scale Time Series Models with Conditional Heteroscedasticity," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(3), pages 700-720, September.
- Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2013.
"Financial network systemic risk contributions,"
CFS Working Paper Series
2013/20, Center for Financial Studies (CFS).
- Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2012. "Financial Network Systemic Risk Contributions," SFB 649 Discussion Papers SFB649DP2012-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2011. "Financial Network Systemic Risk Contributions," SFB 649 Discussion Papers SFB649DP2011-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
- Araújo Santos, Paulo & Fraga Alves, Isabel & Hammoudeh, Shawkat, 2013. "High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 487-496.
- Gery Geenens & Richard Dunn, 2017. "A nonparametric copula approach to conditional Value-at-Risk," Papers 1712.05527, arXiv.org, revised Oct 2019.
- Asai, M. & McAleer, M.J. & Medeiros, M.C., 2010.
"Asymmetry and Long Memory in Volatility Modelling,"
Econometric Institute Research Papers
EI 2010-60, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2012. "Asymmetry and Long Memory in Volatility Modeling," Journal of Financial Econometrics, Oxford University Press, vol. 10(3), pages 495-512, June.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Asymmetry and Long Memory in Volatility Modelling," Working Papers in Economics 10/60, University of Canterbury, Department of Economics and Finance.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Asymmetry and Long Memory in Volatility Modelling," KIER Working Papers 726, Kyoto University, Institute of Economic Research.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2011. "Asymmetry and Long Memory in Volatility Modelling," Documentos de Trabajo del ICAE 2011-29, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Cheng Cheng & Xiaohang Ren & Zhen Wang & Yukun Shi, 2018. "The Impacts of Non-Fossil Energy, Economic Growth, Energy Consumption, and Oil Price on Carbon Intensity: Evidence from a Panel Quantile Regression Analysis of EU 28," Sustainability, MDPI, vol. 10(11), pages 1-20, November.
- Davide Ferrari & Sandra Paterlini, 2007.
"The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance,"
Center for Economic Research (RECent)
001, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0003, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Davide Ferrari & Sandra Paterlini, 2007. "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Department of Economics 555, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Davide Ferrari & Sandra Paterlini, 2009. "The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance," Methodology and Computing in Applied Probability, Springer, vol. 11(1), pages 3-19, March.
- Berens, Tobias & Weiß, Gregor N.F. & Wied, Dominik, 2015. "Testing for structural breaks in correlations: Does it improve Value-at-Risk forecasting?," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 135-152.
- Herrera, Rodrigo & González, Nicolás, 2014. "The modeling and forecasting of extreme events in electricity spot markets," International Journal of Forecasting, Elsevier, vol. 30(3), pages 477-490.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011.
"Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range,"
KIER Working Papers
775, Kyoto University, Institute of Economic Research.
- Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael, 2012. "Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range," International Journal of Forecasting, Elsevier, vol. 28(3), pages 557-574.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Documentos de Trabajo del ICAE 2011-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J., 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range," Econometric Institute Research Papers EI 2011-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer, 2011. "Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range," Working Papers in Economics 11/22, University of Canterbury, Department of Economics and Finance.
- Oliver Ledoit & Michael Wolf, 2008.
"Robust Performance Hypothesis Testing with the Sharpe Ratio,"
IEW - Working Papers
320, Institute for Empirical Research in Economics - University of Zurich.
- Ledoit, Oliver & Wolf, Michael, 2008. "Robust performance hypothesis testing with the Sharpe ratio," Journal of Empirical Finance, Elsevier, vol. 15(5), pages 850-859, December.
- Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2011.
"The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting,"
MPRA Paper
35252, University Library of Munich, Germany.
- Dimitrios P. Louzis & Spyros Xanthopoulos‐Sisinis & Apostolos P. Refenes, 2013. "The Role of High‐Frequency Intra‐daily Data, Daily Range and Implied Volatility in Multi‐period Value‐at‐Risk Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 561-576, September.
- Hamidi, Benjamin & Maillet, Bertrand & Prigent, Jean-Luc, 2014.
"A dynamic autoregressive expectile for time-invariant portfolio protection strategies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 1-29.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers halshs-01015390, HAL.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers 2014-131, Department of Research, Ipag Business School.
- Benjamin HAMIDI & Bertrand MAILLET & Jean-Luc PRIGENT, 2013. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," LEO Working Papers / DR LEO 164, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Post-Print hal-01697643, HAL.
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A dynamic autoregressive expectile for time-invariant portfolio protection strategies," Post-Print hal-02312331, HAL.
- Olmo Jose & Pouliot William, 2011.
"Early Detection Techniques for Market Risk Failure,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-55, September.
- Olmo, J. & Pouliot, W., 2008. "Early Detection Techniques for Market Risk Failure," Working Papers 08/09, Department of Economics, City University London.
- Broda, Simon & Paolella, Marc S., 2007. "Saddlepoint approximations for the doubly noncentral t distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 2907-2918, March.
- Gabriele Canna & Francesca Centrone & Emanuela Rosazza Gianin, 2021. "Capital Allocation Rules and the No-Undercut Property," Mathematics, MDPI, vol. 9(2), pages 1-13, January.
- Hammoudeh, Shawkat & Araújo Santos, Paulo & Al-Hassan, Abdullah, 2013. "Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 318-334.
- Guochang Wang & Ke Zhu & Guodong Li & Wai Keung Li, 2019. "Hybrid quantile estimation for asymmetric power GARCH models," Papers 1911.09343, arXiv.org.
- Schaumburg, Julia, 2012. "Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4081-4096.
- Fuertes, Ana-Maria & Olmo, Jose, 2013. "Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction," International Journal of Forecasting, Elsevier, vol. 29(1), pages 28-42.
- Laura Garcia‐Jorcano & Alfonso Novales, 2021.
"Volatility specifications versus probability distributions in VaR forecasting,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 189-212, March.
- Laura Garcia-Jorcano & Alfonso Novales, 2019. "Volatility specifications versus probability distributions in VaR forecasting," Documentos de Trabajo del ICAE 2019-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alex Huang, 2013. "Value at risk estimation by quantile regression and kernel estimator," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 225-251, August.
- Loriano Mancini & Fabio Trojani, 2011.
"Robust Value at Risk Prediction,"
Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 281-313, Spring.
- Loriano Mancini & Fabio Trojani, 2007. "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series 07-31, Swiss Finance Institute.
- Loriano Mancini & Fabio Trojani, 2007. "Robust Value at Risk Prediction," University of St. Gallen Department of Economics working paper series 2007 2007-36, Department of Economics, University of St. Gallen.
- Olivier Ledoit & Michael Wolf, 2018. "Robust performance hypothesis testing with smooth functions of population moments," ECON - Working Papers 305, Department of Economics - University of Zurich.
- Marita Kuhlmann, 2022. "Eine empirische Analyse der Skalierung von Value-at-Risk Schaetzungen," Papers 2205.02123, arXiv.org.
- Wang, Jying-Nan & Du, Jiangze & Hsu, Yuan-Teng, 2018. "Measuring long-term tail risk: Evaluating the performance of the square-root-of-time rule," Journal of Empirical Finance, Elsevier, vol. 47(C), pages 120-138.
- Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2014. "VaR performance during the subprime and sovereign debt crises: An application to emerging markets," Emerging Markets Review, Elsevier, vol. 20(C), pages 23-41.
- Angelidis, Timotheos & Degiannakis, Stavros, 2007.
"Backtesting VaR Models: A Τwo-Stage Procedure,"
MPRA Paper
80418, University Library of Munich, Germany.
- Angelidis, Timotheos & Degiannakis, Stavros, 2007. "Backtesting VaR Models: A Τwo-Stage Procedure," MPRA Paper 96327, University Library of Munich, Germany.
- Marc S. Paolella, 2017. "The Univariate Collapsing Method for Portfolio Optimization," Econometrics, MDPI, vol. 5(2), pages 1-33, May.
- Dias, Alexandra, 2013. "Market capitalization and Value-at-Risk," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5248-5260.
- Oliver Linton & Dajing Shang & Yang Yan, 2012. "Efficient estimation of conditional risk measures in a semiparametric GARCH model," CeMMAP working papers CWP25/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Ning & Li, Shaofang & Lu, Shuai, 2023. "The extreme risk connectedness of the global financial system: G7 and BRICS evidence," Journal of Multinational Financial Management, Elsevier, vol. 69(C).
- Emrah ALTUN & Morad ALIZADEH & Gamze OZEL & Hüseyin TATLIDIL & Najmieh MAKSAYI, 2017. "Forecasting Value-At-Risk With Two-Step Method: Garch-Exponentiated Odd Log-Logistic Normal Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 97-115, December.
- Wentao Hu, 2019. "calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty," Papers 1908.00982, arXiv.org.
- Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011.
"CVaR sensitivity with respect to tail thickness,"
Working Paper Series in Economics
29, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Stoyanov, Stoyan V. & Rachev, Svetlozar T. & Fabozzi, Frank J., 2013. "CVaR sensitivity with respect to tail thickness," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 977-988.
- Araújo Santos, P. & Fraga Alves, M.I., 2012. "A new class of independence tests for interval forecasts evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3366-3380.
- Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo, 2013.
"GFC-robust risk management under the Basel Accord using extreme value methodologies,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 223-237.
- Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T., 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Econometric Institute Research Papers EI2011-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Documentos de Trabajo del ICAE 2011-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos, 2013. "GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies," Tinbergen Institute Discussion Papers 13-070/III, Tinbergen Institute.
- Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," KIER Working Papers 782, Kyoto University, Institute of Economic Research.
- Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011. "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics 11/28, University of Canterbury, Department of Economics and Finance.
- Chrétien, Stéphane & Coggins, Frank, 2010. "Performance and conservatism of monthly FHS VaR: An international investigation," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 323-333, December.
- Richard Gerlach & Zudi Lu & Hai Huang, 2013. "Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 534-550, September.
- Fei, Fei & Fuertes, Ana-Maria & Kalotychou, Elena, 2017. "Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching," International Journal of Forecasting, Elsevier, vol. 33(3), pages 662-678.
- Dimitrakopoulos, Dimitris N. & Kavussanos, Manolis G. & Spyrou, Spyros I., 2010. "Value at risk models for volatile emerging markets equity portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(4), pages 515-526, November.
- Huang, Dashan & Yu, Baimin & Fabozzi, Frank J. & Fukushima, Masao, 2009. "CAViaR-based forecast for oil price risk," Energy Economics, Elsevier, vol. 31(4), pages 511-518, July.
- Rui Zhou & Johnny Siu-Hang Li & Jeffrey Pai, 2019. "Pricing temperature derivatives with a filtered historical simulation approach," The European Journal of Finance, Taylor & Francis Journals, vol. 25(15), pages 1462-1484, October.
- Feng, Zhen-Hua & Wei, Yi-Ming & Wang, Kai, 2012.
"Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS,"
Applied Energy, Elsevier, vol. 99(C), pages 97-108.
- Zhen-Hua Feng & Yi-Ming Wei & Kai Wang, 2011. "Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS," CEEP-BIT Working Papers 19, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
- Haugom, Erik & Ray, Rina & Ullrich, Carl J. & Veka, Steinar & Westgaard, Sjur, 2016. "A parsimonious quantile regression model to forecast day-ahead value-at-risk," Finance Research Letters, Elsevier, vol. 16(C), pages 196-207.
- Kubitza, Christian & Gründl, Helmut, 2016. "Systemic risk: Time-lags and persistence," ICIR Working Paper Series 20/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
- Rodrigo Herrera & Adam Clements, 2020. "A marked point process model for intraday financial returns: modeling extreme risk," Empirical Economics, Springer, vol. 58(4), pages 1575-1601, April.
- Stanislav Anatolyev & Natalia Kryzhanovskaya, 2009.
"Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches,"
Working Papers
w0136, Center for Economic and Financial Research (CEFIR).
- Stanislav Anatolyev & Natalia Kryzhanovskaya, 2009. "Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches," Working Papers w0136, New Economic School (NES).
- Roland Füss & Zeno Adams & Dieter G Kaiser, 2010. "The predictive power of value-at-risk models in commodity futures markets," Journal of Asset Management, Palgrave Macmillan, vol. 11(4), pages 261-285, October.
- Christos Agiakloglou & Charalampos Agiropoulos, 2011. "The sensitivity of Value-at-Risk estimates using Monte Carlo approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 61(1-2), pages 7-12, January -.
- Shojai, Shahin & Feiger, George, 2010. "Economists’ hubris – the case of risk management," Journal of Financial Transformation, Capco Institute, vol. 28, pages 27-35.
- Paolella, Marc S. & Polak, Paweł, 2015. "ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 282-297.
- Asai, Manabu & Brugal, Ivan, 2013. "Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 202-213.
- Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P., 2014. "Realized volatility models and alternative Value-at-Risk prediction strategies," Economic Modelling, Elsevier, vol. 40(C), pages 101-116.
- Wilson Calmon & Eduardo Ferioli & Davi Lettieri & Johann Soares & Adrian Pizzinga, 2021. "An Extensive Comparison of Some Well‐Established Value at Risk Methods," International Statistical Review, International Statistical Institute, vol. 89(1), pages 148-166, April.
- Mawuli Segnon & Mark Trede, 2017.
"Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach,"
CQE Working Papers
6617, Center for Quantitative Economics (CQE), University of Muenster.
- Mawuli Segnon & Mark Trede, 2018. "Forecasting market risk of portfolios: copula-Markov switching multifractal approach," The European Journal of Finance, Taylor & Francis Journals, vol. 24(14), pages 1123-1143, September.
- John R. J. Thompson & Longlong Feng & R. Mark Reesor & Chuck Grace & Adam Metzler, 2021. "Measuring Financial Advice: aligning client elicited and revealed risk," Papers 2105.11892, arXiv.org.
- Manuela Braione & Nicolas K. Scholtes, 2016. "Forecasting Value-at-Risk under Different Distributional Assumptions," Econometrics, MDPI, vol. 4(1), pages 1-27, January.
- Alejandro Bernales & Diether W. Beuermann & Gonzalo Cortazar, 2014. "Thinly traded securities and risk management," Estudios de Economia, University of Chile, Department of Economics, vol. 41(1 Year 20), pages 5-48, June.
- Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
- Derek Bunn, Arne Andresen, Dipeng Chen, Sjur Westgaard, 2016. "Analysis and Forecasting of Electricty Price Risks with Quantile Factor Models," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
- Shcherba, Alexandr, 2011. "Comparison of VaR estimation methods for different forecasting samples for Russian stocks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 24(4), pages 58-70.
- Marcin Fałdziński & Magdalena Osińska & Tomasz Zdanowicz, 2012. "Detecting Risk Transfer in Financial Markets using Different Risk Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(1), pages 45-64, March.
- Antonio Díaz & Gonzalo García-Donato & Andrés Mora-Valencia, 2017. "Risk quantification in turmoil markets," Risk Management, Palgrave Macmillan, vol. 19(3), pages 202-224, August.
- Marius Lux & Wolfgang Karl Hardle & Stefan Lessmann, 2020. "Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid," Papers 2009.06910, arXiv.org.
- Krzysztof Echaust & Małgorzata Just, 2020. "Value at Risk Estimation Using the GARCH-EVT Approach with Optimal Tail Selection," Mathematics, MDPI, vol. 8(1), pages 1-24, January.
- Hotta, Luiz & Trucíos, Carlos & Ruiz Ortega, Esther, 2015. "Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk," DES - Working Papers. Statistics and Econometrics. WS ws1523, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Christian T. Brownlees & Giampiero Gallo, 2008.
"Comparison of Volatility Measures: a Risk Management Perspective,"
Econometrics Working Papers Archive
wp2008_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Christian T. Brownlees & Giampiero M. Gallo, 2007. "Comparison of Volatility Measures: a Risk Management Perspective," Econometrics Working Papers Archive wp2007_15, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Christian T. Brownlees & Giampiero M. Gallo, 2010. "Comparison of Volatility Measures: a Risk Management Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 8(1), pages 29-56, Winter.
- DeRossi, G. & Harvey, A., 2006. "Time-Varying Quantiles," Cambridge Working Papers in Economics 0649, Faculty of Economics, University of Cambridge.
- Daniel Mariño Ustacara & Luis Fernando Melo Velandia, 2016.
"Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos,"
Borradores de Economia
939, Banco de la Republica de Colombia.
- Luis Melo Velandia & Luis Fernando Melo Velandia, 2019. "Regresión cuantílica dinámica para la medición del valor en riesgo: Una aplicación a datos colombianos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(76), pages 23-50, January.
- Asai, Manabu & McAleer, Michael, 2008. "A Portfolio Index GARCH model," International Journal of Forecasting, Elsevier, vol. 24(3), pages 449-461.
- Benjamin R. Auer & Benjamin Mögel, 2016. "How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?," CESifo Working Paper Series 6288, CESifo.
- Mohamed El Ghourabi & Christian Francq & Fedya Telmoudi, 2016.
"Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 46-76, January.
- El Ghourabi, Mohamed & Francq, Christian & Telmoudi, Fedya, 2013. "Consistent estimation of the Value-at-Risk when the error distribution of the volatility model is misspecified," MPRA Paper 51150, University Library of Munich, Germany.
- Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C., 2013.
"Time-varying mixture GARCH models and asymmetric volatility,"
The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 602-623.
- Markus Haas & Jochen Krause & Marc S. Paolella & Sven C. Steude, 2013. "Time-Varying Mixture GARCH Models and Asymmetric Volatility," Swiss Finance Institute Research Paper Series 13-04, Swiss Finance Institute.
- Anatolyev, Stanislav, 2009.
"Dynamic modeling under linear-exponential loss,"
Economic Modelling, Elsevier, vol. 26(1), pages 82-89, January.
- Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, New Economic School (NES).
- Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR).
- Santos, Douglas G. & Candido, Osvaldo & Tófoli, Paula V., 2022. "Forecasting risk measures using intraday and overnight information," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Edimilson Costa Lucas & Wesley Mendes Da Silva & Gustavo Silva Araujo, 2017. "Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry?," Working Papers Series 462, Central Bank of Brazil, Research Department.
- Escanciano, J. C. & Olmo, J., 2007. "Estimation risk effects on backtesting for parametric value-at-risk models," Working Papers 07/11, Department of Economics, City University London.
- Zishu Zhan & Yang Li & Yuhong Yang & Cunjie Lin, 2023. "Model averaging for semiparametric varying coefficient quantile regression models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(4), pages 649-681, August.
- Adams, Zeno & Gerner, Mathias, 2012. "Cross hedging jet-fuel price exposure," Energy Economics, Elsevier, vol. 34(5), pages 1301-1309.
- Georg Keilbar & Weining Wang, 2022. "Modelling systemic risk using neural network quantile regression," Empirical Economics, Springer, vol. 62(1), pages 93-118, January.
- Le, Trung H., 2020. "Forecasting value at risk and expected shortfall with mixed data sampling," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1362-1379.
- Marina Brogi & Valentina Lagasio & Luca Riccetti, 2021. "Systemic risk measurement: bucketing global systemically important banks," Annals of Finance, Springer, vol. 17(3), pages 319-351, September.
- Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013.
"Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence,"
International Review of Financial Analysis, Elsevier, vol. 27(C), pages 21-33.
- Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence," MPRA Paper 80433, University Library of Munich, Germany.
- Marius Galabe Sampid & Haslifah M Hasim & Hongsheng Dai, 2018. "Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model," PLOS ONE, Public Library of Science, vol. 13(6), pages 1-33, June.
- O’Brien, James & Szerszeń, Paweł J., 2017. "An evaluation of bank measures for market risk before, during and after the financial crisis," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 215-234.
- Santos, André A. P. & Nogales, Francisco J. & Ruiz Ortega, Esther, 2009.
"Comparing univariate and multivariate models to forecast portfolio value-at-risk,"
DES - Working Papers. Statistics and Econometrics. WS
ws097222, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- André A. P. Santos & Francisco J. Nogales & Esther Ruiz, 2013. "Comparing Univariate and Multivariate Models to Forecast Portfolio Value-at-Risk," Journal of Financial Econometrics, Oxford University Press, vol. 11(2), pages 400-441, March.
- Brent C Smith & Kenneth N. Daniels, 2018. "Unintended Consequences of Risk Based Pricing: Racial Differences in Mortgage Costs," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 323-343, December.
- Kevin Sheppard & Andrew J. Patton, 2008.
"Evaluating Volatility and Correlation Forecasts,"
Economics Series Working Papers
2008fe22, University of Oxford, Department of Economics.
- Andrew J. Patton & Kevin Sheppard, 2008. "Evaluating Volatility and Correlation Forecasts," OFRC Working Papers Series 2008fe22, Oxford Financial Research Centre.
- Chiu, Yen-Chen & Chuang, I-Yuan, 2016. "The performance of the switching forecast model of value-at-risk in the Asian stock markets," Finance Research Letters, Elsevier, vol. 18(C), pages 43-51.
- Kostas Andriosopoulos & Nikos Nomikos, 2012. "Risk management in the energy markets and Value-at-Risk modelling: a Hybrid approach," RSCAS Working Papers 2012/47, European University Institute.
- Hoga, Yannick, 2021. "The uncertainty in extreme risk forecasts from covariate-augmented volatility models," International Journal of Forecasting, Elsevier, vol. 37(2), pages 675-686.
- Fiala, Tomas & Havranek, Tomas, 2017. "The sources of contagion risk in a banking sector with foreign ownership," Economic Modelling, Elsevier, vol. 60(C), pages 108-121.
- Geenens, Gery & Dunn, Richard, 2022. "A nonparametric copula approach to conditional Value-at-Risk," Econometrics and Statistics, Elsevier, vol. 21(C), pages 19-37.
- Berger, Theo & Gençay, Ramazan, 2018. "Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 30-46.
- Huang, Alex YiHou & Peng, Sheng-Pen & Li, Fangjhy & Ke, Ching-Jie, 2011. "Volatility forecasting of exchange rate by quantile regression," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 591-606, October.
- Szymon Lis & Marcin Chlebus, 2021. "Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts," Working Papers 2021-11, Faculty of Economic Sciences, University of Warsaw.
- Huang, Alex YiHou, 2010. "An optimization process in Value-at-Risk estimation," Review of Financial Economics, Elsevier, vol. 19(3), pages 109-116, August.
- Oliver Linton & Dajing Shang & Yang Yan, 2012. "Efficient estimation of conditional risk measures in a semiparametric GARCH model," CeMMAP working papers 25/12, Institute for Fiscal Studies.
- Giovanni Barone Adesi, 2016. "VaR and CVaR Implied in Option Prices," JRFM, MDPI, vol. 9(1), pages 1-6, February.
- Harvey, Andrew & Oryshchenko, Vitaliy, 2012. "Kernel density estimation for time series data," International Journal of Forecasting, Elsevier, vol. 28(1), pages 3-14.
- Emrah Altun & Huseyin Tatlidil & Gamze Ozel & Saralees Nadarajah, 2018. "Does the Assumption on Innovation Process Play an Important Role for Filtered Historical Simulation Model?," JRFM, MDPI, vol. 11(1), pages 1-13, January.
- Georgios Fatouros & Georgios Makridis & Dimitrios Kotios & John Soldatos & Michael Filippakis & Dimosthenis Kyriazis, 2023. "DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks," Digital Finance, Springer, vol. 5(1), pages 29-56, March.
- Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016.
"Model risk of risk models,"
LSE Research Online Documents on Economics
66365, London School of Economics and Political Science, LSE Library.
- Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2014. "Model risk of risk models," LSE Research Online Documents on Economics 59296, London School of Economics and Political Science, LSE Library.
- Jón Daníelsson & Kevin James & Marcela Valenzuela & Ilknur Zer, 2014. "Model Risk of Risk Models," Finance and Economics Discussion Series 2014-34, Board of Governors of the Federal Reserve System (U.S.).
- Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016. "Model risk of risk models," Journal of Financial Stability, Elsevier, vol. 23(C), pages 79-91.
- Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2017.
"Forecasting Value-at-Risk under Temporal and Portfolio Aggregation,"
Journal of Financial Econometrics, Oxford University Press, vol. 15(4), pages 649-677.
- Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk, 2015. "Forecasting Value-at-Risk under Temporal and Portfolio Aggregation," Tinbergen Institute Discussion Papers 15-140/III, Tinbergen Institute, revised 19 Apr 2017.
- Salhi, Khaled & Deaconu, Madalina & Lejay, Antoine & Champagnat, Nicolas & Navet, Nicolas, 2016. "Regime switching model for financial data: Empirical risk analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 148-157.
- Shige Peng & Shuzhen Yang & Jianfeng Yao, 2018. "Improving Value-at-Risk prediction under model uncertainty," Papers 1805.03890, arXiv.org, revised Jun 2020.
- Cortazar, Gonzalo & Beuermann, Diether & Bernales, Alejandro, 2013. "Risk Management with Thinly Traded Securities: Methodology and Implementation," IDB Publications (Working Papers) 4647, Inter-American Development Bank.
- Marcelo Brutti Righi & Fernanda Maria Muller & Marlon Ruoso Moresco, 2022. "A risk measurement approach from risk-averse stochastic optimization of score functions," Papers 2208.14809, arXiv.org, revised May 2023.
- Jian Zhou & Randy Anderson, 2012. "Extreme Risk Measures for International REIT Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 152-170, June.
- Francq, Christian & Zakoian, Jean-Michel, 2015. "Looking for efficient qml estimation of conditional value-at-risk at multiple risk levels," MPRA Paper 67195, University Library of Munich, Germany.
- Braione, Manuela & Scholtes, Nicolas K., 2014. "Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework," LIDAM Discussion Papers CORE 2014059, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Tjeerd de Vries, 2021. "A Tale of Two Tails: A Model-free Approach to Estimating Disaster Risk Premia and Testing Asset Pricing Models," Papers 2105.08208, arXiv.org, revised Oct 2023.
- Samet Günay, 2016. "Alteration of Risk in Asian Bond Markets during and after Mortgage Crisis: Evidence from Value at Risk (VaR) Analysis," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 12(Suppl. 1), pages 159–182-1.
- Stanislav Anatolyev & Jozef Barunik, 2017.
"Forecasting dynamic return distributions based on ordered binary choice,"
Papers
1711.05681, arXiv.org, revised Jan 2019.
- Anatolyev, Stanislav & Baruník, Jozef, 2019. "Forecasting dynamic return distributions based on ordered binary choice," International Journal of Forecasting, Elsevier, vol. 35(3), pages 823-835.
- Henryk Gurgul & Artur Machno, 2014. "The optimal portfolio under VaR and ES," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 24(2), pages 59-79.
- Shen, Yifan & Shi, Xunpeng & Variam, Hari Malamakkavu Padinjare, 2018. "Risk transmission mechanism between energy markets: A VAR for VaR approach," Energy Economics, Elsevier, vol. 75(C), pages 377-388.
- Shuzhen Yang, 2021. "Compensatory model for quantile estimation and application to VaR," Papers 2112.07278, arXiv.org.
- Makushkin, Mikhail & Lapshin, Victor, 2020. "Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 30-52.
- Bams, Dennis & Blanchard, Gildas & Lehnert, Thorsten, 2017. "Volatility measures and Value-at-Risk," International Journal of Forecasting, Elsevier, vol. 33(4), pages 848-863.
- Chan Jennifer So Kuen & Nitithumbundit Thanakorn & Peiris Shelton & Ng Kok-Haur, 2019. "Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(2), pages 1-22, April.
- Ivana Komunjer, 2004.
"Asymmetric Power Distribution: Theory and Applications to Risk Measurement,"
Econometric Society 2004 Latin American Meetings
44, Econometric Society.
- Ivana Komunjer, 2007. "Asymmetric power distribution: Theory and applications to risk measurement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 891-921.
- Shojai, Shahin & Feiger, George, 2011. "Economists’ Hubris – The Case of Award Winning Finance Literature," Journal of Financial Transformation, Capco Institute, vol. 31, pages 9-17.
- Kavussanos, Manolis G. & Dimitrakopoulos, Dimitris N., 2011. "Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 258-268.
- Lu, Xun & Su, Liangjun, 2015.
"Jackknife model averaging for quantile regressions,"
Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
- Xun Lu & Liangjun Su, 2014. "Jackknife Model Averaging for Quantile Regressions," Working Papers 11-2014, Singapore Management University, School of Economics.
- Mittnik, Stefan & Robinzonov, Nikolay & Spindler, Martin, 2015. "Stock market volatility: Identifying major drivers and the nature of their impact," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 1-14.
- Pablo Cristini Guedes & Fernanda Maria Müller & Marcelo Brutti Righi, 2023. "Risk measures-based cluster methods for finance," Risk Management, Palgrave Macmillan, vol. 25(1), pages 1-56, March.
- Stavros Degiannakis & Apostolos Kiohos, 2014.
"Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 41(2), pages 216-232, March.
- Degiannakis, Stavros & Kiohos, Apostolos, 2014. "Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices," MPRA Paper 80438, University Library of Munich, Germany.
- Lesedi Mabitsela & Eben Maré & Rodwell Kufakunesu, 2015. "Quantification of VaR: A Note on VaR Valuation in the South African Equity Market," JRFM, MDPI, vol. 8(1), pages 1-24, February.
- Şener, Emrah & Baronyan, Sayad & Ali Mengütürk, Levent, 2012. "Ranking the predictive performances of value-at-risk estimation methods," International Journal of Forecasting, Elsevier, vol. 28(4), pages 849-873.
- Polanski, Arnold & Stoja, Evarist, 2017. "Forecasting multidimensional tail risk at short and long horizons," International Journal of Forecasting, Elsevier, vol. 33(4), pages 958-969.
- Bi, Jia & Zhu, Yifeng, 2020. "Value at risk, cross-sectional returns and the role of investor sentiment," Journal of Empirical Finance, Elsevier, vol. 56(C), pages 1-18.
- Halbleib, Roxana & Pohlmeier, Winfried, 2012. "Improving the value at risk forecasts: Theory and evidence from the financial crisis," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1212-1228.
- Nieto, Maria Rosa & Ruiz, Esther, 2016. "Frontiers in VaR forecasting and backtesting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 475-501.
- Ana-Maria Fuertes & Jose Olmo, 2016. "On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?," JRFM, MDPI, vol. 9(3), pages 1-20, September.
- James W. Taylor & Keming Yu, 2016. "Using auto-regressive logit models to forecast the exceedance probability for financial risk management," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 1069-1092, October.
- Escanciano, J. Carlos & Olmo, Jose, 2010.
"Backtesting Parametric Value-at-Risk With Estimation Risk,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 36-51.
- Juan Carlos Escanciano & Jose Olmo, 2007. "Backtesting Parametric Value-at-Risk with Estimation Risk," CAEPR Working Papers 2007-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Sep 2008.
- Yesol Huh, 2014. "Machines vs. Machines: High Frequency Trading and Hard Information," Finance and Economics Discussion Series 2014-33, Board of Governors of the Federal Reserve System (U.S.).
- Stanislav Anatolyev & Stanislav Khrapov, 2015. "Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting," Econometrics, MDPI, vol. 3(3), pages 1-23, August.
- Liu, Ruipeng & Lux, Thomas, 2010. "Flexible and robust modelling of volatility comovements: a comparison of two multifractal models," Kiel Working Papers 1594, Kiel Institute for the World Economy (IfW Kiel).
- Jian, Zhihong & Lu, Haisong & Zhu, Zhican & Xu, Huiling, 2023. "Frequency heterogeneity of tail connectedness: Evidence from global stock markets," Economic Modelling, Elsevier, vol. 125(C).
- Andrea BUCCI, 2017.
"Forecasting Realized Volatility A Review,"
Journal of Advanced Studies in Finance, ASERS Publishing, vol. 8(2), pages 94-138.
- Bucci, Andrea, 2017. "Forecasting realized volatility: a review," MPRA Paper 83232, University Library of Munich, Germany.
- Kwangmin Jung & Donggyu Kim & Seunghyeon Yu, 2021. "Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data," Papers 2102.12783, arXiv.org, revised Feb 2022.
- Benjamin Mögel & Benjamin R. Auer, 2018. "How accurate are modern Value-at-Risk estimators derived from extreme value theory?," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 979-1030, May.
- Bakshi, Gurdip & Panayotov, George, 2010. "First-passage probability, jump models, and intra-horizon risk," Journal of Financial Economics, Elsevier, vol. 95(1), pages 20-40, January.
- Pilar Abad Romero & Sonia Benito Muela & Miguel Angel Sánchez Granero & Carmen López, 2013. "Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis," Documentos de Trabajo del ICAE 2013-40, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Bayer, Sebastian, 2018. "Combining Value-at-Risk forecasts using penalized quantile regressions," Econometrics and Statistics, Elsevier, vol. 8(C), pages 56-77.
- Zongwu Cai & Ying Fang & Dingshi Tian, 2024. "CAViaR Model Selection Via Adaptive Lasso," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202403, University of Kansas, Department of Economics, revised Jan 2024.
- Giannopoulos, Kostas, 2008. "Nonparametric, conditional pricing of higher order multivariate contingent claims," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1907-1915, September.
- Ramona Rupeika-Apoga & Roberts Nedovis, 2016. "The Foreign Exchange Exposure of Domestic Companies in Eurozone: Case of the Baltic States," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 165-178.
- Natalia Nolde & Johanna F. Ziegel, 2016. "Elicitability and backtesting: Perspectives for banking regulation," Papers 1608.05498, arXiv.org, revised Feb 2017.
- Slim, Skander & Koubaa, Yosra & BenSaïda, Ahmed, 2017. "Value-at-Risk under Lévy GARCH models: Evidence from global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 30-53.
- Lidia Sanchis-Marco & Antonio Rubia Serrano, 2011. "On downside risk predictability through liquidity and trading activity: a quantile regression approach," Working Papers. Serie AD 2011-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Stanley, H. Eugene, 2016. "Extreme risk spillover effects in world gold markets and the global financial crisis," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 55-77.
- James M. O'Brien & Pawel J. Szerszen, 2014. "An Evaluation of Bank VaR Measures for Market Risk During and Before the Financial Crisis," Finance and Economics Discussion Series 2014-21, Board of Governors of the Federal Reserve System (U.S.).
- Mohammed Berkhouch & Fernanda Maria Müller & Ghizlane Lakhnati & Marcelo Brutti Righi, 2022. "Deviation-Based Model Risk Measures," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 527-547, February.
- Adam Misiorek & Rafal Weron, 2010. "Heavy-tailed distributions in VaR calculations," HSC Research Reports HSC/10/05, Hugo Steinhaus Center, Wroclaw University of Technology.
- Marc S. Paolella, 2016. "Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability," Econometrics, MDPI, vol. 4(2), pages 1-28, May.
- Timotheos Angelidis & Stavros Degiannakis, 2007. "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers 0701, University of Crete, Department of Economics.
- Fries, Christian P. & Nigbur, Tobias & Seeger, Norman, 2017. "Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 175-198.
- Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007.
"A Robust VaR Model under Different Time Periods and Weighting Schemes,"
MPRA Paper
80466, University Library of Munich, Germany.
- Timotheos Angelidis & Alexandros Benos & Stavros Degiannakis, 2007. "A robust VaR model under different time periods and weighting schemes," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 187-201, February.
- Rubia, Antonio & Sanchis-Marco, Lidia, 2013. "On downside risk predictability through liquidity and trading activity: A dynamic quantile approach," International Journal of Forecasting, Elsevier, vol. 29(1), pages 202-219.
- Polanski, Arnold & Stoja, Evarist, 2017. "Forecasting multidimensional tail risk at short and long horizons," Bank of England working papers 660, Bank of England.
- Felipe de Oliveira & Sinézio Fernandes Maia, 2017. "Volatility Forecasting before the Subprime Crisis," EcoMod2017 10376, EcoMod.
- Todor Stoilov & Krasimira Stoilova & Miroslav Vladimirov, 2021. "Explicit Value at Risk Goal Function in Bi-Level Portfolio Problem for Financial Sustainability," Sustainability, MDPI, vol. 13(4), pages 1-14, February.
- Fernanda Maria Müller & Marcelo Brutti Righi, 2018. "Numerical comparison of multivariate models to forecasting risk measures," Risk Management, Palgrave Macmillan, vol. 20(1), pages 29-50, February.
- Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007. "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper 3302, University Library of Munich, Germany.
- Shige Peng & Shuzhen Yang, 2020. "Distributional uncertainty of the financial time series measured by G-expectation," Papers 2011.09226, arXiv.org, revised Jul 2021.
- Dingshi Tian & Zongwu Cai & Ying Fang, 2018. "Econometric Modeling of Risk Measures: A Selective Review of the Recent Literature," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201807, University of Kansas, Department of Economics, revised Oct 2018.
- Araújo Santos, P. & Fraga Alves, M.I., 2013. "Forecasting Value-at-Risk with a duration-based POT method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 295-309.
- Ramona Rupeika-Apoga & Roberts Nedovis, 2015. "The Foreign Exchange Exposure of Non-Financial Companies in Eurozone: Myth or Reality?," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 54-66.
- Marcelo Brutti Righi & Paulo Sergio Ceretta, 2015. "Shortfall Deviation Risk: An alternative to risk measurement," Papers 1501.02007, arXiv.org, revised May 2016.
- Righi, Marcelo Brutti & Borenstein, Denis, 2018. "A simulation comparison of risk measures for portfolio optimization," Finance Research Letters, Elsevier, vol. 24(C), pages 105-112.
- Stanislav Anatolyev, 2013. "Objects of nonstructural time series modeling (in Russian)," Quantile, Quantile, issue 11, pages 1-12, December.
- Jooyong Shim & Yongtae Kim & Jangtaek Lee & Changha Hwang, 2012. "Estimating value at risk with semiparametric support vector quantile regression," Computational Statistics, Springer, vol. 27(4), pages 685-700, December.
- Sobreira, Nuno & Louro, Rui, 2020. "Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market," Finance Research Letters, Elsevier, vol. 32(C).
- Lin, Chu-Hsiung & Changchien, Chang-Cheng & Kao, Tzu-Chuan & Kao, Wei-Shun, 2014. "High-order moments and extreme value approach for value-at-risk," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 421-434.
- Shojai, Shahin & Feiger, George & Kumar, Rajesh, 2010. "Economists’ hubris — the case of equity asset management," Journal of Financial Transformation, Capco Institute, vol. 29, pages 9-16.
- Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist, 2019. "Systematic extreme downside risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 128-142.
- James Ming Chen, 2018. "On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles," Risks, MDPI, vol. 6(2), pages 1-28, June.
- Slim, Skander & Dahmene, Meriam & Boughrara, Adel, 2020. "How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 22-37.
- Chesney, Marc & Reshetar, Ganna & Karaman, Mustafa, 2011. "The impact of terrorism on financial markets: An empirical study," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 253-267, February.
- Svetlana Mira & Nicholas Taylor, 2013. "An International Perspective on Risk Management Quality," European Financial Management, European Financial Management Association, vol. 19(5), pages 935-955, November.
- Zeno Adams & Roland Füss & Felix Schindler, 2015. "The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 67-100, March.
- Hood, Matthew & Malik, Farooq, 2018. "Estimating downside risk in stock returns under structural breaks," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 102-112.
- Liu, Xiaochun & Luger, Richard, 2015. "Unfolded GARCH models," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 186-217.
- Codrut Florin Ivascu & Daniela Serban, 2023. "Value at Risk Estimation for Non-Gaussian Distributions," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 15(2), pages 181-190, December.
- Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2019. "Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns," Journal of Econometrics, Elsevier, vol. 213(2), pages 493-515.
- Peng, Wei & Hu, Shichao & Chen, Wang & Zeng, Yu-feng & Yang, Lu, 2019. "Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 137-149.
- Wei Sun & Svetlozar Rachev & Frank J. Fabozzi, 2009. "A New Approach for Using Lévy Processes for Determining High‐Frequency Value‐at‐Risk Predictions," European Financial Management, European Financial Management Association, vol. 15(2), pages 340-361, March.
- Héctor Pérez Saiz & Blair Williams & Gabriel Xerri, 2018. "Tail Risk in a Retail Payment System: An Extreme-Value Approach," Discussion Papers 18-2, Bank of Canada.
- Yannick Hoga, 2023. "The Estimation Risk in Extreme Systemic Risk Forecasts," Papers 2304.10349, arXiv.org.
- Dupuy, Philippe, 2015. "The tail risk premia of the carry trades," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 123-145.
- Marco Bee & Luca Trapin, 2018. "Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review," Risks, MDPI, vol. 6(2), pages 1-16, April.
- Mark H. A. Davis, 2014. "Verification of internal risk measure estimates," Papers 1410.4382, arXiv.org, revised Nov 2015.
- Kamila Sommer, 2014. "Fertility Choice in a Life Cycle Model with Idiosyncratic Uninsurable Earnings Risk," Finance and Economics Discussion Series 2014-32, Board of Governors of the Federal Reserve System (U.S.).
- Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
- Hua, Jian & Manzan, Sebastiano, 2013. "Forecasting the return distribution using high-frequency volatility measures," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4381-4403.
- Hammadi Zouari, 2022. "On the Effectiveness of Stock Index Futures for Tail Risk Protection," International Journal of Economics and Financial Issues, Econjournals, vol. 12(3), pages 38-52, May.
- ALISTAIR DIEPPE & KEITH KÜSTER & PETER McADAM, 2005.
"Optimal Monetary Policy Rules for the Euro Area: An Analysis Using the Area Wide Model,"
Journal of Common Market Studies, Wiley Blackwell, vol. 43(3), pages 507-537, September.
See citations under working paper version above.
- Dieppe, Alistair & Kuester, Keith & McAdam, Peter, 2004. "Optimal monetary policy rules for the euro area: an analysis using the area wide model," Working Paper Series 360, European Central Bank.
Chapters
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2013.
"Floats, Pegs and the Transmission of Fiscal Policy,"
Central Banking, Analysis, and Economic Policies Book Series, in: Luis Felipe Céspedes & Jordi Galí (ed.),Fiscal Policy and Macroeconomic Performance, edition 1, volume 17, chapter 7, pages 235-281,
Central Bank of Chile.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, Pegs and the Transmission of Fiscal Policy," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 14(2), pages 5-38, August.
See citations under working paper version above.Sorry, no citations of chapters recorded.- Corsetti, Giancarlo & Müller, Gernot & Kuester, Keith, 2011. "Floats, pegs and the transmission of fiscal policy," CEPR Discussion Papers 8180, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, Pegs and the Transmission of Fiscal Policy," Working Papers Central Bank of Chile 608, Central Bank of Chile.
- Giancarlo Corsetti & Keith Kuester & Gernot J. Müller, 2011. "Floats, pegs and the transmission of fiscal policy," Working Papers 11-9, Federal Reserve Bank of Philadelphia.