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Andrew Scott

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:
  1. Michael Joyce & David Miles & Andrew Scott & Dimitri Vayanos, 2012. "Quantitative Easing and Unconventional Monetary Policy – an Introduction," Economic Journal, Royal Economic Society, vol. 122(564), pages 271-288, November.

    Mentioned in:

    1. Quel est l’efficacité de l’assouplissement quantitatif ?
      by ? in D'un champ l'autre on 2014-05-01 17:19:00
  2. Martin Ellison & Andrew Scott, 2017. "Managing the UK National Debt 1694-2017," Discussion Papers 1727, Centre for Macroeconomics (CFM).

    Mentioned in:

    1. How Britain paid for war: bond holders in the Great War 1914-32
      by BankUnderground in Bank Underground on 2021-01-18 09:00:00

    Mentioned in:

    1. Human capital policies and inequality in recessions’ times
      by laurence-df in OFCE le blog on 2012-12-20 16:52:08
    2. H-Index for Journals
      by Francis Diebold in No Hesitations on 2018-03-08 17:47:00

Working papers

  1. Daron Acemoglu & Nicolaj Søndergaard Mühlbach & Andrew J. Scott, 2022. "The Rise of Age-Friendly Jobs," NBER Working Papers 30463, National Bureau of Economic Research, Inc.

    Cited by:

    1. Wallenius, Johanna, 2022. "R(a)ising employment of older individuals," The Journal of the Economics of Ageing, Elsevier, vol. 23(C).
    2. Scott, Andrew J., 2023. "The economics of longevity – An introduction," The Journal of the Economics of Ageing, Elsevier, vol. 24(C).
    3. Seibold, Arthur & Sauré, Philip & Smorodenkova, Elizaveta & Zoabi, Hosny, 2023. "Occupations Shape Retirement Across Countries," CEPR Discussion Papers 18161, C.E.P.R. Discussion Papers.

  2. Faraglia, E. & Marcet, A. & Oikonomou, R. & Scott, A., 2019. "Long Term Government Bonds," Cambridge Working Papers in Economics 1683, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2022. "Optimal Monetary Policy Rules in the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES 2022007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    2. Chafwehé, Boris & Oikonomou, Rigas & Priftis, Romanos & Vogel, Lukas, 2023. "Optimal Monetary Policy with and without Debt," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277596, Verein für Socialpolitik / German Economic Association.
    3. Faraglia, Elisa & Oikonomou, Rigas & Equiza-Goñi, Juan, 2016. "Union Debt Management," CEPR Discussion Papers 11181, C.E.P.R. Discussion Papers.
    4. Vogel, Lukas, 2019. "Endogenous forward guidance," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203586, Verein für Socialpolitik / German Economic Association.
    5. Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021. "Debt Management in a World of Fiscal Dominance," LIDAM Discussion Papers IRES 2021018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    6. 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.
    7. Hafedh BOUAKEZ & Rigas OIKONOMOU & Romanos PRIFTIS, 2017. "Optimal Debt Management in a Liquidity Trap," Cahiers de recherche 09-2017, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

  3. Ellison, Martin & Sargent, Thomas & Scott, Andrew, 2019. "Funding the Great War and the beginning of the end for British hegemony," CEPR Discussion Papers 13848, C.E.P.R. Discussion Papers.

    Cited by:

    1. O'Rourke, Kevin & Ellison, Martin & Lee, Sang Seok, 2020. "The Ends of 27 Big Depressions," CEPR Discussion Papers 15061, C.E.P.R. Discussion Papers.
    2. Teupe, Sebastian, 2020. "Keynes, Inflation, and the Public Debt: "How to Pay for the War" as a Policy Prescription for Financial Repression?," Working Papers 16, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.

  4. Martin Ellison & Andrew Scott, 2017. "Managing the UK National Debt 1694-2017," Discussion Papers 1727, Centre for Macroeconomics (CFM).

    Cited by:

    1. Trebesch, Christoph & Meyer, Josefin & Reinhart, Carmen, 2022. "Sovereign Bonds since Waterloo," CEPR Discussion Papers 13514, C.E.P.R. Discussion Papers.
    2. Mr. Philip Barrett, 2018. "Interest-Growth Differentials and Debt Limits in Advanced Economies," IMF Working Papers 2018/082, International Monetary Fund.
    3. Miguel Cantillo Simon, 2019. "Using long term implied volatilities to assess past and present U.S. stock prices," Working Papers 201908, Universidad de Costa Rica, revised Dec 2019.
    4. John Fitzgerald & Se n Kenny, 2018. "Managing a Century of Debt," Trinity Economics Papers tep0118, Trinity College Dublin, Department of Economics.

  5. Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott, 2014. "Government Debt Management: The Long and the Short of It (Plus Appendix)," Working Papers 799, Barcelona School of Economics.

    Cited by:

    1. Mankart, Jochen & Oikonomou, Rigas, 2015. "Household search and the aggregate labor market," Discussion Papers 26/2015, Deutsche Bundesbank.
    2. Alex Clymo & Andrea Lanteri, 2020. "Fiscal Policy with Limited-Time Commitment," The Economic Journal, Royal Economic Society, vol. 130(627), pages 623-652.
    3. George J. Hall & Thomas J. Sargent, 2015. "A History of U.S. Debt Limits," NBER Working Papers 21799, National Bureau of Economic Research, Inc.
    4. George J. Hall & Thomas J. Sargent, 2020. "Debt and Taxes in Eight U.S. Wars and Two Insurrections," NBER Working Papers 27115, National Bureau of Economic Research, Inc.

  6. Marcet, Albert & Scott, Andrew & Faraglia, Elisa & Oikonomou, Rigas, 2014. "Government Debt Management: The Long and the Short of It," CEPR Discussion Papers 10281, C.E.P.R. Discussion Papers.

    Cited by:

    1. Mankart, Jochen & Oikonomou, Rigas, 2015. "Household search and the aggregate labor market," Discussion Papers 26/2015, Deutsche Bundesbank.
    2. François Le Grand & Xavier Ragot, 2020. "Managing Inequality over Business Cycles: Optimal Policies with Heterogeneous Agents and Aggregate Shocks," Sciences Po publications 2020-10, Sciences Po.
    3. Chafwehé, Boris & Oikonomou, Rigas & Priftis, Romanos & Vogel, Lukas, 2023. "Optimal Monetary Policy with and without Debt," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277596, Verein für Socialpolitik / German Economic Association.
    4. Dmitry Matveev, 2018. "Time-Consistent Management of a Liquidity Trap with Government Debt," 2018 Meeting Papers 310, Society for Economic Dynamics.
    5. Faraglia, E. & Marcet, A. & Oikonomou, R. & Scott, A., 2019. "A Short Note on Optimal Debt Management under Asymmetric Information," Cambridge Working Papers in Economics 1761, Faculty of Economics, University of Cambridge.
    6. Davide Debortoli & Ricardo Nunes & Pierre Yared, 2020. "Optimal Fiscal Policy without Commitment: Revisiting Lucas-Stokey," Working Papers 1144, Barcelona School of Economics.
    7. Faraglia, Elisa & Oikonomou, Rigas & Equiza-Goñi, Juan, 2016. "Union Debt Management," CEPR Discussion Papers 11181, C.E.P.R. Discussion Papers.
    8. Vogel, Lukas, 2019. "Endogenous forward guidance," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203586, Verein für Socialpolitik / German Economic Association.
    9. Saki Bigio & Galo Nuño & Juan Passadore, 2019. "A Framework for Debt-Maturity Management," Working Papers 143, Peruvian Economic Association.
    10. Alex Clymo & Andrea Lanteri, 2020. "Fiscal Policy with Limited-Time Commitment," The Economic Journal, Royal Economic Society, vol. 130(627), pages 623-652.
    11. Max Ole Liemen & Olaf Posch, 2022. "FTPL and the Maturity Structure of Government Debt in the New Keynesian Model," CESifo Working Paper Series 9840, CESifo.
    12. Lanteri, Andrea & Clymo, Alex & Villa, Alessandro, 2022. "Capital and Labor Taxes with Costly State Contingency," CEPR Discussion Papers 16616, C.E.P.R. Discussion Papers.
    13. Faraglia, E. & Marcet, A. & Oikonomou, R. & Scott, A., 2019. "Long Term Government Bonds," Cambridge Working Papers in Economics 1683, Faculty of Economics, University of Cambridge.
    14. Hafedh BOUAKEZ & Rigas OIKONOMOU & Romanos PRIFTIS, 2017. "Optimal Debt Management in a Liquidity Trap," Cahiers de recherche 09-2017, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    15. Nada Azmy Elberry & Frank Naert & Stijn Goeminne, 2023. "Optimal public debt composition during debt crises: A review of theoretical literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 351-376, April.
    16. Saki Bigio & Galo Nuño & Juan Passadore, 2019. "Debt-Maturity Management with Liquidity Costs," NBER Working Papers 25808, National Bureau of Economic Research, Inc.
    17. Alex Clymo & Andrea Lanteri & Alessandro Villa, 2023. "Online Appendix to "Capital and Labor Taxes with Costly State Contingency"," Online Appendices 22-20, Review of Economic Dynamics.
    18. Anmol Bhandari & David Evans & Mikhail Golosov & Thomas Sargent, 2019. "The Optimal Maturity of Government Debt," 2019 Meeting Papers 1011, Society for Economic Dynamics.
    19. George J. Hall & Thomas J. Sargent, 2015. "A History of U.S. Debt Limits," NBER Working Papers 21799, National Bureau of Economic Research, Inc.
    20. George J. Hall & Thomas J. Sargent, 2020. "Debt and Taxes in Eight U.S. Wars and Two Insurrections," NBER Working Papers 27115, National Bureau of Economic Research, Inc.

  7. Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2014. "Modelling Long Bonds - The Case of Optimal Fiscal Policy," CEPR Discussion Papers 9965, C.E.P.R. Discussion Papers.

    Cited by:

    1. Leeper, Eric M. & Leith, Campbell & Liu, Ding, 2021. "Optimal Time-Consistent Monetary, Fiscal and Debt Maturity Policy," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 600-617.
    2. Tiago Berriel & Rodrigo Abreu, 2015. "Long Term Debt and Credit Crisis in a Liquidity Constrained Economy," Textos para discussão 644, Department of Economics PUC-Rio (Brazil).

  8. Marcet, Albert & Scott, Andrew & Faraglia, Elisa & Oikonomou, Rigas, 2012. "The Impact of Debt Levels and Debt Maturity on Inflation," CEPR Discussion Papers 9257, C.E.P.R. Discussion Papers.

    Cited by:

    1. Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2022. "Optimal Monetary Policy Rules in the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES 2022007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    2. Leeper, Eric M. & Leith, Campbell & Liu, Ding, 2021. "Optimal Time-Consistent Monetary, Fiscal and Debt Maturity Policy," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 600-617.
    3. Pintér, Gábor, 2022. "The procyclicality of inflation-linked debt," Economics Letters, Elsevier, vol. 218(C).
    4. Chafwehé, Boris & Oikonomou, Rigas & Priftis, Romanos & Vogel, Lukas, 2023. "Optimal Monetary Policy with and without Debt," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277596, Verein für Socialpolitik / German Economic Association.
    5. Hanana Khan & Maran Marimuthu & Fong-Woon Lai, 2020. "Fiscal Deficit and Its Less Inflationary Sources of Borrowing with the Moderating Role of Political Instability: Evidence from Malaysia," Sustainability, MDPI, vol. 12(1), pages 1-16, January.
    6. Galo Nuño & Carlos Thomas, 2015. "Monetary policy and sovereign debt vulnerability," Working Papers 1517, Banco de España.
    7. Guillermo Santos, 2022. "Optimal fiscal and monetary policy with preference over safe assets," LIDAM Discussion Papers IRES 2022021, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    8. Howard Kung & Gonzalo Morales & Alexandre Corhay, 2017. "Fiscal Discount Rates and Debt Maturity," 2017 Meeting Papers 840, Society for Economic Dynamics.
    9. Equiza-Goñi, Juan, 2016. "Government debt maturity and debt dynamics in euro area countries," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 292-311.
    10. Faraglia, Elisa & Oikonomou, Rigas & Equiza-Goñi, Juan, 2016. "Union Debt Management," CEPR Discussion Papers 11181, C.E.P.R. Discussion Papers.
    11. François Courtoy, 2022. "When Household Heterogeneity Matters Optimal Fiscal Policy in a Medium-Scale TANK Model," LIDAM Discussion Papers IRES 2022009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    12. Wei Dong & Geoffrey Dunbar & Christian Friedrich & Dmitry Matveev & Romanos Priftis & Lin Shao, 2021. "Complementarities Between Fiscal Policy and Monetary Policy—Literature Review," Discussion Papers 2021-4, Bank of Canada.
    13. Vogel, Lukas, 2019. "Endogenous forward guidance," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203586, Verein für Socialpolitik / German Economic Association.
    14. Leeper, Eric M. & Zhou, Xuan, 2021. "Inflation’s role in optimal monetary-fiscal policy," Journal of Monetary Economics, Elsevier, vol. 124(C), pages 1-18.
    15. Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021. "Debt Management in a World of Fiscal Dominance," LIDAM Discussion Papers IRES 2021018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    16. Max Ole Liemen & Olaf Posch, 2022. "FTPL and the Maturity Structure of Government Debt in the New Keynesian Model," CESifo Working Paper Series 9840, CESifo.
    17. Hilscher, Jens & Raviv, Alon & Reis, Ricardo, 2022. "Inflating away the public debt? An empirical assessment," LSE Research Online Documents on Economics 107543, London School of Economics and Political Science, LSE Library.
    18. Boris Chafwehé & François Courtoy, 2021. "Optimal Taxes and Transfers with Household Heterogeneity," LIDAM Discussion Papers IRES 2021009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    19. Scheer, Alexander, 2015. "Debt consolidation with long-term debt," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112874, Verein für Socialpolitik / German Economic Association.
    20. Aimola, Akingbade U & Odhiambo, Nicholas M, 2021. "Public debt and inflation: Empirical evidence from Ghana," Working Papers 27063, University of South Africa, Department of Economics.
    21. Nada Azmy Elberry & Frank Naert & Stijn Goeminne, 2023. "Optimal public debt composition during debt crises: A review of theoretical literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 351-376, April.
    22. Aimola Akingbade U. & Odhiambo Nicholas M., 2020. "Public Debt and Inflation: A Review of International Literature," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 9-24, June.
    23. Sewon Hur & Illenin O. Kondo & Fabrizio Perri, 2018. "Inflation, Debt, and Default," Working Papers (Old Series) 1812, Federal Reserve Bank of Cleveland.
    24. Perri, Fabrizio & Hur, Sewon & Kondo, Illenin, 2018. "Real Interest Rates, Inflation, and Default," CEPR Discussion Papers 13388, C.E.P.R. Discussion Papers.
    25. Galstyan, Vahagn & Velic, Adnan, 2017. "Debt thresholds and real exchange rates: An emerging markets perspective," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 452-470.
    26. Guillermo Santos, 2022. "Optimal fiscal policy and the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES 2022022, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    27. Juan Equiza Goni, 2014. "Sovereign Debt Maturity and Debt-to GDP Dynamics in Six Euro Area Countries," Working Papers ECARES ECARES 2014-44, ULB -- Universite Libre de Bruxelles.

  9. Scott, Andrew & Ellison, Martin, 2009. "Learning and Price Volatility in Duopoly Models of Resource Depletion," CEPR Discussion Papers 7378, C.E.P.R. Discussion Papers.

    Cited by:

    1. Batlome Janjgava & Sergey Slobodyan, 2011. "Duopoly Competition, Escape Dynamics and Non-cooperative Collusion," CERGE-EI Working Papers wp445, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    2. Tarek Tawfik Yousef Alkhateeb & Haider Mahmood, 2020. "Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry Analyses," Energies, MDPI, vol. 13(12), pages 1-13, June.

  10. Albert Marcet & Elisa Faraglia & Andrew Scott, 2008. "In Search of a Theory of Debt Management," UFAE and IAE Working Papers 743.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).

    Cited by:

    1. Marcet, Albert & Scott, Andrew & Faraglia, Elisa & Oikonomou, Rigas, 2014. "Government Debt Management: The Long and the Short of It," CEPR Discussion Papers 10281, C.E.P.R. Discussion Papers.
    2. Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012. "International Reserves and Rollover Risk," NBER Working Papers 18628, National Bureau of Economic Research, Inc.
    3. Ellison, Martin & Scott, Andrew, 2017. "Managing the UK National Debt 1694-2017," CEPR Discussion Papers 12304, C.E.P.R. Discussion Papers.
    4. Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott, 2014. "Government Debt Management: The Long and the Short of It (Plus Appendix)," Working Papers 799, Barcelona School of Economics.
    5. Hans J Blommestein & Philip Turner, 2012. "Interactions between sovereign debt management and monetary policy under fiscal dominance and financial instability," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 213-237, Bank for International Settlements.
    6. Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2014. "Modelling Long Bonds - The Case of Optimal Fiscal Policy," CEPR Discussion Papers 9965, C.E.P.R. Discussion Papers.
    7. Davide Debortoli & Pierre Yared & Ricardo Nunes, 2019. "Optimal Fiscal Policy without Commitment: Beyond Lucas-Stokey," 2019 Meeting Papers 926, Society for Economic Dynamics.
    8. Albert Marcet & Katharina Greulich, 2008. "Pareto-Improving Optimal Capital and Labor Taxes," UFAE and IAE Working Papers 733.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    9. Davide Debortoli & Ricardo Nunes & Pierre Yared, 2020. "Optimal Fiscal Policy without Commitment: Revisiting Lucas-Stokey," Working Papers 1144, Barcelona School of Economics.
    10. ,, 2018. "Financial Policy," CEPR Discussion Papers 12755, C.E.P.R. Discussion Papers.
    11. Faraglia, Elisa & Oikonomou, Rigas & Equiza-Goñi, Juan, 2016. "Union Debt Management," CEPR Discussion Papers 11181, C.E.P.R. Discussion Papers.
    12. Davide Dottori & Michele Manna, 2015. "Strategy and tactics in public debt management," Temi di discussione (Economic working papers) 1005, Bank of Italy, Economic Research and International Relations Area.
    13. Javier Bianchi & César Sosa-Padilla, 2020. "Reserve Accumulation, Macroeconomic Stabilization, and Sovereign Risk," NBER Working Papers 27323, National Bureau of Economic Research, Inc.
    14. Guibaud, Stéphane & Nosbusch, Yves & Vayanos, Dimitri, 2011. "Bond market clienteles, the yield curve and the optimal maturity structure of government debt," LSE Research Online Documents on Economics 29785, London School of Economics and Political Science, LSE Library.
    15. Saki Bigio & Galo Nuño & Juan Passadore, 2019. "A Framework for Debt-Maturity Management," Working Papers 143, Peruvian Economic Association.
    16. Alex Clymo & Andrea Lanteri, 2020. "Fiscal Policy with Limited-Time Commitment," The Economic Journal, Royal Economic Society, vol. 130(627), pages 623-652.
    17. Dirk Niepelt, 2009. "Sovereign Debt Maturity without Commitment," 2009 Meeting Papers 231, Society for Economic Dynamics.
    18. Max Ole Liemen & Olaf Posch, 2022. "FTPL and the Maturity Structure of Government Debt in the New Keynesian Model," CESifo Working Paper Series 9840, CESifo.
    19. Mark Aguiar & Manuel Amador, 2013. "Take the Short Route: How to Repay and Restructure Sovereign Debt with Multiple Maturities," NBER Working Papers 19717, National Bureau of Economic Research, Inc.
    20. Faraglia, E. & Marcet, A. & Oikonomou, R. & Scott, A., 2019. "Long Term Government Bonds," Cambridge Working Papers in Economics 1683, Faculty of Economics, University of Cambridge.
    21. Davide Debortoli & Ricardo Nunes, 2008. "Political disagreement, lack of commitment and the level of debt," International Finance Discussion Papers 938, Board of Governors of the Federal Reserve System (U.S.).
    22. Albert Marcet & Albert Scott, 2007. "Debt and Deficit Fluctuations and the Structure of Bond Markets," Working Papers 332, Barcelona School of Economics.
    23. Hafedh BOUAKEZ & Rigas OIKONOMOU & Romanos PRIFTIS, 2017. "Optimal Debt Management in a Liquidity Trap," Cahiers de recherche 09-2017, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    24. Nada Azmy Elberry & Frank Naert & Stijn Goeminne, 2023. "Optimal public debt composition during debt crises: A review of theoretical literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 351-376, April.
    25. Davide Debortoli & Ricardo Nunes & Pierre Yared, 2016. "Optimal time-consistent government debt maturity," Economics Working Papers 1504, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2016.
    26. Davide Debortoli & Ricardo Nunes & Pierre Yared, 2021. "The Commitment Benefit of Consols in Government Debt Management," Working Papers 1253, Barcelona School of Economics.
    27. Saki Bigio & Galo Nuño & Juan Passadore, 2019. "Debt-Maturity Management with Liquidity Costs," NBER Working Papers 25808, National Bureau of Economic Research, Inc.
    28. ,, 2008. "Debt Maturity without Commitment," CEPR Discussion Papers 7093, C.E.P.R. Discussion Papers.
    29. Mr. S. M. Ali Abbas & Laura Blattner & Mark De Broeck & Ms. Asmaa A ElGanainy & Malin Hu, 2014. "Sovereign Debt Composition in Advanced Economies: A Historical Perspective," IMF Working Papers 2014/162, International Monetary Fund.
    30. Alessandro Missale, 2012. "Sovereign debt management and fiscal vulnerabilities," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 157-176, Bank for International Settlements.
    31. Christophe Schalck, 2019. "Investigating shifts in public debt management behaviour in France," Economics Bulletin, AccessEcon, vol. 39(2), pages 1656-1665.
    32. Hans J. Blommestein & Anja Hubig, 2012. "A Critical Analysis of the Technical Assumptions of the Standard Micro Portfolio Approach to Sovereign Debt Management," OECD Working Papers on Sovereign Borrowing and Public Debt Management 4, OECD Publishing.
    33. Wang Man Cang & Zhou Ming Matt, 2017. "Will Rising Debt in China Lead to a Hard Landing?," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(9), pages 60-69, September.
    34. Hans J Blommestein & Anja Hubig, 2012. "Is the standard micro portfolio approach to sovereign debt management still appropriate?," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 141-155, Bank for International Settlements.
    35. Bank for International Settlements, 2011. "Interactions of sovereign debt management with monetary conditions and financial stability," CGFS Papers, Bank for International Settlements, number 42, december.
    36. Massimo BERNASCHI & Alessandro MISSALE & Davide VERGNI, 2009. "Should governments minimize debt service cost and risk? A closer look at the debt strategy. Simulation approach," Departmental Working Papers 2009-53, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.

  11. Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2007. "Fiscal Insurance and Debt Management in OECD Economies," CEPR Discussion Papers 6539, C.E.P.R. Discussion Papers.

    Cited by:

    1. Elisa Faraglia & Albert Marcet & Andrew Scott, 2012. "Debt management and optimal fiscal policy with long bonds," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 177-212, Bank for International Settlements.
    2. Sarah Mouabbi & Jean-Paul Renne & Jean-Guillaume Sahuc, 2021. "Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective," Working papers 844, Banque de France.
    3. Marcet, Albert & Scott, Andrew & Faraglia, Elisa & Oikonomou, Rigas, 2014. "Government Debt Management: The Long and the Short of It," CEPR Discussion Papers 10281, C.E.P.R. Discussion Papers.
    4. Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott, 2014. "Government Debt Management: The Long and the Short of It (Plus Appendix)," Working Papers 799, Barcelona School of Economics.
    5. Maria Manuel Campos & Cristina Checherita-Westphal, 2019. "Economic consequences of high public debt and challenges ahead for the euro area," Working Papers o201904, Banco de Portugal, Economics and Research Department.
    6. Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2008. "In Search of a Theory of Debt Management," CEPR Discussion Papers 6859, C.E.P.R. Discussion Papers.
    7. Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2014. "Modelling Long Bonds - The Case of Optimal Fiscal Policy," CEPR Discussion Papers 9965, C.E.P.R. Discussion Papers.
    8. Melecky, Martin, 2012. "Formulation of public debt management strategies: An empirical study of possible drivers," Economic Systems, Elsevier, vol. 36(2), pages 218-234.
    9. Equiza-Goñi, Juan, 2016. "Government debt maturity and debt dynamics in euro area countries," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 292-311.
    10. Faraglia, Elisa & Oikonomou, Rigas & Equiza-Goñi, Juan, 2016. "Union Debt Management," CEPR Discussion Papers 11181, C.E.P.R. Discussion Papers.
    11. Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
    12. Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2021. "The maturity of sovereign debt issuance in the euro area," Journal of International Money and Finance, Elsevier, vol. 110(C).
    13. Campbell Leith & Eric Leeper, 2016. "Understanding Inflation as a Joint Monetary-Fiscal Phenomenon," Working Papers 2016_01, Business School - Economics, University of Glasgow.
    14. Renne, J-P., 2009. "Frequency-domain analysis of debt service in a macro-finance model for the euro area," Working papers 261, Banque de France.
    15. Faraglia, E. & Marcet, A. & Oikonomou, R. & Scott, A., 2019. "Long Term Government Bonds," Cambridge Working Papers in Economics 1683, Faculty of Economics, University of Cambridge.
    16. Albert Marcet & Albert Scott, 2007. "Debt and Deficit Fluctuations and the Structure of Bond Markets," Working Papers 332, Barcelona School of Economics.
    17. Nada Azmy Elberry & Frank Naert & Stijn Goeminne, 2023. "Optimal public debt composition during debt crises: A review of theoretical literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 351-376, April.
    18. Tal Sadeh & Yehuda Porath, 2020. "Autonomous agencies and relational contracts in government bond issues," Regulation & Governance, John Wiley & Sons, vol. 14(4), pages 741-763, October.
    19. 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.
    20. Yves Nosbusch, 2008. "Interest Costs and the Optimal Maturity Structure Of Government Debt," Economic Journal, Royal Economic Society, vol. 118(527), pages 477-498, March.
    21. Hans J. Blommestein & Anja Hubig, 2012. "A Critical Analysis of the Technical Assumptions of the Standard Micro Portfolio Approach to Sovereign Debt Management," OECD Working Papers on Sovereign Borrowing and Public Debt Management 4, OECD Publishing.
    22. Hans J Blommestein & Anja Hubig, 2012. "Is the standard micro portfolio approach to sovereign debt management still appropriate?," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 141-155, Bank for International Settlements.
    23. Johannes Holler, 2013. "Funding Strategies of Sovereign Debt Management: A Risk Focus," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 51-74.
    24. Juan Equiza Goni, 2014. "Sovereign Debt Maturity and Debt-to GDP Dynamics in Six Euro Area Countries," Working Papers ECARES ECARES 2014-44, ULB -- Universite Libre de Bruxelles.

  12. Chryssi Giannitsarou & Andrew Scott, 2006. "Inflation Implications of Rising Government Debt," NBER Working Papers 12654, National Bureau of Economic Research, Inc.

    Cited by:

    1. Michael U. Krause & Stéphane Moyen, 2016. "Public Debt and Changing Inflation Targets," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(4), pages 142-176, October.
    2. Fukunaga,Ichiro & Komatsuzaki,Takuji & Matsuoka,Hideaki, 2020. "Inflation and Public Debt Reversals in Advanced Economies," Policy Research Working Paper Series 9129, The World Bank.
    3. Hess Chung & Eric M. Leeper, 2007. "What Has Financed Government Debt?," NBER Working Papers 13425, National Bureau of Economic Research, Inc.
    4. Chryssi Giannitsarou & Andrew Scott, 2006. "Inflation Implications of Rising Government Debt," NBER Working Papers 12654, National Bureau of Economic Research, Inc.
    5. Polito, Vito & Wickens, Mike, 2012. "A model-based indicator of the fiscal stance," European Economic Review, Elsevier, vol. 56(3), pages 526-551.
    6. Sergey E. Pekarski, 2015. "Tight Money and the Sustainability of Public Debt," HSE Working papers WP BRP 95/EC/2015, National Research University Higher School of Economics.
    7. Equiza-Goñi, Juan, 2016. "Government debt maturity and debt dynamics in euro area countries," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 292-311.
    8. María del Carmen Ramos-Herrera & Simón Sosvilla-Rivero, 2020. "Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries," Sustainability, MDPI, vol. 12(24), pages 1-20, December.
    9. Mr. Bernardin Akitoby & Mr. Takuji Komatsuzaki & Mr. Ariel J Binder, 2014. "Inflation and Public Debt Reversals in the G7 Countries," IMF Working Papers 2014/096, International Monetary Fund.
    10. Tilak Abeysinghe & Ananda Jayawickrama, 2013. "A segmented trend model to assess fiscal sustainability: The US experience 1929–2009," Empirical Economics, Springer, vol. 44(3), pages 1129-1141, June.
    11. 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.
    12. Ananda Jayawickrama & Tilak Abeysinghe, 2006. "Sustainability of Fiscal Deficits : The US Experience 1929-2004," Governance Working Papers 21924, East Asian Bureau of Economic Research.
    13. Nicholas Apergis & Arusha Cooray, 2013. "Forecasting fiscal variables: Only a strong growth plan can sustain the Greek austerity programs - Evidence from simultaneous and structural models," CAMA Working Papers 2013-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    14. Rodolfo Mendez-Marcano & Jose Pineda, 2014. "Fiscal Sustainability and Economic Growth in Bolivia," Working Papers 1406, BBVA Bank, Economic Research Department.
    15. S. Adnan & H.A.S. BUKHARI & Safdar Ullah KHAN, 2008. "Does Volatility In Government Borrowing Leads To Higher Inflation? Evidence From Pakistan," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 3(3(5)_Fall), pages 187-202.
    16. Bertola, Giuseppe, 2010. "Fiscal Policy and Labor Markets at Times of Public Debt," CEPR Discussion Papers 8037, C.E.P.R. Discussion Papers.
    17. Bystrov, Victor & Mackiewicz, Michał, 2020. "Recurrent explosive public debts and the long-run fiscal sustainability," Journal of Policy Modeling, Elsevier, vol. 42(2), pages 437-450.
    18. de Groot, Oliver & Holm-Hadulla, Fédéric & Leiner-Killinger, Nadine, 2015. "Cost of borrowing shocks and fiscal adjustment," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 23-48.
    19. Anuwat PUE-ON & Bert D WARD, 2009. "The Impact of Capital Intensive Farming in Thailand: A Computable General Equilibrium Approach," EcoMod2009 21500076, EcoMod.
    20. Hasko, Harri, 2007. "Some unpleasant fiscal arithmetic: the role of monetary and fiscal policy in public debt dynamics since the 1970s," Bank of Finland Research Discussion Papers 28/2007, Bank of Finland.
    21. Sinha, Arunima, 2015. "Government debt, learning and the term structure," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 268-289.
    22. Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2016. "On the Low‐Frequency Relationship Between Public Deficits and Inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 566-583, April.
    23. Joshua Mason and Arjun Jayadev, "undated". "Fisher Dynamics in Household Debt: The Case of the U.S. 1929-2011," Working Papers 13, University of Massachusetts Boston, Economics Department.
    24. Andreas Nastansky & Alexander Mehnert & Hans Gerhard Strohe, 2014. "A Vector Error Correction Model for the Relationship between Public Debt and Inflation in Germany," Statistische Diskussionsbeiträge 51, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
    25. Nawaz, Muhammad & Iqbal, Muhammad Mazhar & Ali, Amanat & Zaman, Khalid, 2012. "Fiscal Theory of Price Level: A Panel Data Analysis for selected Saarc Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 152-170, September.
    26. Amela HUBIC & Francisco DE CASTRO, 2010. "The Effects of Inflation on General Government Accounts," EcoMod2010 259600077, EcoMod.
    27. Juan Equiza Goni, 2014. "Sovereign Debt Maturity and Debt-to GDP Dynamics in Six Euro Area Countries," Working Papers ECARES ECARES 2014-44, ULB -- Universite Libre de Bruxelles.

  13. Natalie Chen & Jean Imbs & Andrew Scott, 2006. "The dynamics of trade and competition," Working Paper Research 91, National Bank of Belgium.

    Cited by:

    1. Natalie Chen & Luciana Juvenal, 2020. "Markups, Quality, and Trade Costs," IMF Working Papers 2020/036, International Monetary Fund.
    2. Kate Hynes & Eric Evans Osei Opoku & Isabel K. M. Yan, 2017. "Reaching Up and Reaching Out: The Impact of Competition on Firms’ Productivity and Export Decisions," Working Papers 201719, School of Economics, University College Dublin.
    3. Christian Dreger & Konstantin Kholodilin & Kirsten Lommatzsch & Jiri Slacalek & Przemyslaw Wozniak, 2007. "Price Convergence in the Enlarged Internal Market," Discussion Papers of DIW Berlin 730, DIW Berlin, German Institute for Economic Research.
    4. Itakura, Ken & Lee, Hiro, 2021. "Should the United States Rejoin the Trans-Pacific Trade Deal?," Conference papers 333281, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    5. Paolo Epifani & Gino Gancia, 2010. "Trade, markup heterogeneity and misallocations," IEW - Working Papers 469, Institute for Empirical Research in Economics - University of Zurich.
    6. Bagwell, Kyle & Lee, Seung Hoon, 2020. "Trade policy under monopolistic competition with firm selection," Journal of International Economics, Elsevier, vol. 127(C).
    7. Sarah Ben Yahmed & Sean Dougherty, 2014. "Import Competition, Domestic Regulation and Firm-Level Productivity Growth in the OECD," PSE - G-MOND WORKING PAPERS hal-00959389, HAL.
    8. Görg, Holger & Hanley, Aoife, 2017. "Globalization: Implications for firms in Germany," KCG Working Papers 5, Kiel Centre for Globalization (KCG).
    9. Tsechien Hsu, 2010. "An open economy general equilibrium model with heterogeneous producers, a homothetic utility function and endogenous elasticity," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(4), pages 799-818, December.
    10. Raphaël Auer & Thomas Chaney, 2009. "Exchange Rate Pass-Through in a Competitive Model of Pricing-to-Market," Post-Print hal-03389284, HAL.
    11. Frederic S. Mishkin, 2008. "Globalization, Macroeconomic Performance, and Monetary Policy," NBER Working Papers 13948, National Bureau of Economic Research, Inc.
    12. Novy, Dennis, 2010. "International Trade without CES: Estimating Translog Gravity," CAGE Online Working Paper Series 32, Competitive Advantage in the Global Economy (CAGE).
    13. Raphael Auer & Raphael Schoenle, 2012. "Market structure and exchange rate pass-through," Globalization Institute Working Papers 130, Federal Reserve Bank of Dallas.
    14. Doan, Tinh, 2012. "Evolution of competition in Vietnam industries over the recent economic transition," Economics Discussion Papers 2012-12, Kiel Institute for the World Economy (IfW Kiel).
    15. Raphael A. Auer & Andreas M. Fischer, 2008. "The Effect of Low-Wage Import Competition on U.S. Inflationary Pressure," Working Papers 2008-18, Swiss National Bank.
    16. Itakura, Ken & Lee, Hiro, 2019. "Estimating the Effects of the CPTPP and RCEP in a General Equilibrium Framework with Global Value Chains," Conference papers 333031, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    17. Marin, Dalia & Verdier, Thierry, 2007. "Competing in Organizations: Firm Heterogeneity and International Trade," Discussion Papers in Economics 1933, University of Munich, Department of Economics.
    18. Navas Antonio & Licandro Omar, 2011. "Trade Liberalization, Competition and Growth," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-28, May.
    19. Christian Dreger & Malte Rieth & David Pothier, 2015. "Is Globalization Reducing the Ability of Central Banks to Control Inflation? In-Depth Analysis," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 106, number pbk106, January.
    20. Costas Arkolakis & Arnaud Costinot & Dave Donaldson & Andrés Rodríguez-Clare, 2015. "The Elusive Pro-Competitive Effects of Trade," NBER Working Papers 21370, National Bureau of Economic Research, Inc.
    21. Schivardi, Fabiano & Bugamelli, Matteo & Zizza, Roberta, 2010. "The Euro and Firm Restructuring," CEPR Discussion Papers 7623, C.E.P.R. Discussion Papers.
    22. Giammario Impullitti & Omar Licandro, 2016. "Trade, firm selection, and innovation: the competition channel," Discussion Papers 2016-05, University of Nottingham, GEP.
    23. Toshihiro Okubo & Pierre Picard & Jacques-François Thisse, 2014. "On the impact of competition on trade and firm location," DEM Discussion Paper Series 14-05, Department of Economics at the University of Luxembourg.
    24. Haichao Fan & Yao Amber Li & Tuan Anh Luong, 2015. "Input-Trade Liberalization and Markups," HKUST IEMS Working Paper Series 2015-26, HKUST Institute for Emerging Market Studies, revised May 2015.
    25. Arita, Shawn & Hemanchandra, Dilini & Leung, PingSun, 2014. "Can Local Farms Survive Globalization?," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 0, pages 1-22.
    26. Roberto Álvarez & Ricardo A. López, 2008. "Trade Liberalization and Industry Dynamics: A Difference in Difference Approach," Working Papers Central Bank of Chile 470, Central Bank of Chile.
    27. Sophie Guilloux-Nefussi, 2016. "Globalization, market structure and inflation dynamics," Globalization Institute Working Papers 289, Federal Reserve Bank of Dallas.
    28. Antonio Navas Ruiz, 2012. "Asymmetric trade liberalization, sector heterogeneity and industry productivity growth," Working Papers. Serie AD 2012-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    29. Daniel Yi Xu, 2013. "Competition, Markups, and the Gains from International Trade," 2013 Meeting Papers 653, Society for Economic Dynamics.
    30. Philippe Andrade, 2010. "Competition and Pass-through on international markets: Firm-level evidence from VAT shocks," 2010 Meeting Papers 820, Society for Economic Dynamics.
    31. Filip Abraham & Jozef Konings & Stijn Vanormelingen, 2009. "The effect of globalization on union bargaining and price-cost margins of firms," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(1), pages 13-36, April.
    32. Francesco Bianchi & Andrea Civelli, 2013. "Globalization and Inflation: Structural Evidence from a Time Varying VAR Approach," Working Papers 13-20, Duke University, Department of Economics.
    33. Colin J. Hottman & Ryan Monarch, 2018. "Estimating Unequal Gains across U.S. Consumers with Supplier Trade Data," International Finance Discussion Papers 1220, Board of Governors of the Federal Reserve System (U.S.).
    34. Pierpaolo Benigno & Ester Faia, 2010. "Globalization, Pass-Through and Inflation Dynamic," NBER Working Papers 15842, National Bureau of Economic Research, Inc.
    35. Jabbour, Liza & Tao, Zhigang & Vanino, Enrico & Zhang, Yan, 2019. "The good, the bad and the ugly: Chinese imports, European Union anti-dumping measures and firm performance," Journal of International Economics, Elsevier, vol. 117(C), pages 1-20.
    36. Zajc Kejžar, Katja, 2016. "Shutdown versus M&A: An empirical investigation of Slovenian incumbent firms’ responses to foreign competition," Economic Systems, Elsevier, vol. 40(2), pages 247-259.
    37. Flora Bellone & Patrick Musso & Lionel Nesta & Frédéric Warzynski, 2016. "International Trade and Firm-Level Markups when Location and Quality Matter," SciencePo Working papers Main halshs-01062918, HAL.
    38. Macallan, Clare & Millard, Stephen & Parker, Miles, 2008. "The cyclicality of mark-ups and profit margins for the United Kingdom: some new evidence," Bank of England working papers 351, Bank of England.
    39. Hiau Looi Kee & Kala Krishna, 2007. "Firm Level Heterogeneous Productivity and Demand Shocks: Evidence from Bangladesh," NBER Working Papers 13698, National Bureau of Economic Research, Inc.
    40. Iacovone, Leonardo & Rauch, Ferdinand & Winters, L. Alan, 2010. "Trade as an engine of creative destruction: Mexican experience with Chinese competition," LSE Research Online Documents on Economics 121702, London School of Economics and Political Science, LSE Library.
    41. Wolszczak-Derlacz Joanna, 2014. "The Impact Of Domestic And Foreign Competition On Sectoral Growth: A Cross-Country Analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 66(S1), pages 110-131, December.
    42. Horst Raff & Joachim Wagner, 2010. "Intra‐industry Adjustment to Import Competition: Theory and Application to the German Clothing Industry," The World Economy, Wiley Blackwell, vol. 33(8), pages 1006-1022, August.
    43. Bulent Unel & Elias Dinopoulos, 2009. "A Simple Model of Quality Heterogeneity and International Trade," Departmental Working Papers 2009-04, Department of Economics, Louisiana State University.
    44. Aleksandra Parteka & Joanna Wolszczak-Derlacz, 2012. "The Impact of Trade Integration with the EU on Porductivity in a Post-Transition Economy. The Case of Polish Manufacturing Sectors," Working Papers 1202, Instytut Rozwoju, Institute for Development.
    45. Raphael A. Auer & Thomas Chaney, 2008. "Cost Pass Through in a Competitive Model of Pricing-to-Market," Working Papers 2008-06, Swiss National Bank.
    46. Lein, Sarah M. & León-Ledesma, Miguel A. & Nerlich, Carolin, 2008. "How is real convergence driving nominal convergence in the new EU Member States?," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 227-248, March.
    47. Ritabrata Bose & K.V. Ramaswamy, 2020. "Globalization and workforce composition in Indian formal manufacturing: New evidence on product market competition channel," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2020-036, Indira Gandhi Institute of Development Research, Mumbai, India.
    48. Wu, Mingqin & Yu, Linhui & Zhang, Junsen, 2023. "Road expansion, allocative efficiency, and pro-competitive effect of transport infrastructure: Evidence from China," Journal of Development Economics, Elsevier, vol. 162(C).
    49. Jean Imbs & Isabelle Méjean, 2017. "Trade Elasticities," Post-Print halshs-01626805, HAL.
    50. Mahir Binici & Yin-Wong Cheung & Kon S. Lai, 2012. "Trade Openness, Market Competition, and Inflation : Some Sectoral Evidence from OECD Countries," Working Papers 1206, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    51. Hongkui Liu & Ming Xu & Tenglong Zhong, 2019. "Import Competition and Export Markups: Evidence from Chinese Multi-Product Exporters," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 357-385, May.
    52. Auer, Raphael, 2015. "Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi," CEPR Discussion Papers 10344, C.E.P.R. Discussion Papers.
    53. Francesco Bianchi & Andrea Civelli, 2014. "Online Appendix to "Globalization and Inflation: Evidence from a Time Varying VAR"," Online Appendices 13-184, Review of Economic Dynamics.
    54. Raphael A. Auer & Thomas Chaney & Philip U. Sauré, 2012. "Quality Pricing-to-Market," Working Papers 2012-11, Swiss National Bank.
    55. Gregory Corcos & Massimo Del Gatto & Giordano Mion & Gianmarco I.P. Ottaviano, 2012. "Productivity and Firm Selection: Quantifying the ‘New’ Gains from Trade," Economic Journal, Royal Economic Society, vol. 122(561), pages 754-798, June.
    56. Raphael Auer & Andreas M. Fischer, 2008. "The effect of trade with low-income countries on U.S. industry," Globalization Institute Working Papers 14, Federal Reserve Bank of Dallas.
    57. Cwik, Tobias & Müller, Gernot J. & Wolters, Maik H., 2011. "Does trade integration alter monetary policy transmission?," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 545-564, April.
    58. Elizabeth M Moore & Luis Alfonso Dau & Santiago Mingo, 2021. "The effects of trade integration on formal and informal entrepreneurship: The moderating role of economic development," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 52(4), pages 746-772, June.
    59. Navas, Antonio, 2010. "La Apertura al Comercio Exterior y sus Efectos sobre la Productividad en Presencia de Diferencias Intersectoriales," Working Papers in Economic Theory 2010/04, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
    60. Gust, Christopher & Leduc, Sylvain & Vigfusson, Robert, 2010. "Trade integration, competition, and the decline in exchange-rate pass-through," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 309-324, April.
    61. A. Arrighetti & E. Bartoloni & F. Landini & C. Pollio, 2019. "Exuberant proclivity towards non-standard employment: evidence from linked employer-employee data," Economics Department Working Papers 2019-EP02, Department of Economics, Parma University (Italy).
    62. Juan Carluccio & Erwan Gautier & Sophie Guilloux-Nefussi, 2018. "Dissecting the Impact of Imports from Low-Wage Countries on French Consumer Prices," Working papers 672, Banque de France.
    63. Raphael Auer & Aaron Mehrotra, 2014. "Real globalisation and price spillovers in Asia and the Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 81-89, Bank for International Settlements.
    64. J. Scott Davis & Kevin X. D. Huang, 2010. "International real business cycles with endogenous markup variability," Globalization Institute Working Papers 60, Federal Reserve Bank of Dallas.
    65. Arribas, Iván & Pérez, Francisco & Tortosa-Ausina, Emili, 2009. "The distance puzzle revisited: a new interpretation based on geographic neutrality," MPRA Paper 19170, University Library of Munich, Germany.
    66. Apokin, Alexander (Апокин, Александр) & Gnidchenko, Andrey (Гнидченко, Андрей) & Sabelnikova, Ekaterina (Сабельникова, Екатерина), 2017. "Import Substitution Potential and Gains from Economic Integration: Disaggregated Estimations [Потенциал Импортозамещения И Выгоды От Экономической Интеграции: Дезагрегированные Оценки]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 44-71, April.
    67. Nolan, Brian & Richiardi, Matteo & Valenzuela, Luis, 2018. "The Drivers of Inequality in Rich Countries," MPRA Paper 89806, University Library of Munich, Germany.
    68. Matteo Bugamelli & Silvia Fabiani & Enrico Sette, 2010. "The pro-competitive effect of imports from China: an analysis of firm-level price data," Temi di discussione (Economic working papers) 737, Bank of Italy, Economic Research and International Relations Area.
    69. Tamminen, Saara & Chang, Han-Hsin, 2012. "Company heterogeneity and mark-up variability," Working Papers 32, VATT Institute for Economic Research.
    70. Jean-Marc Natal & Nicolas Stoffels, 2019. "Globalization, Market Power, and the Natural Interest Rate," IMF Working Papers 2019/095, International Monetary Fund.
    71. Mr. Ashoka Mody & Ms. Franziska L Ohnsorge, 2007. "Can Domestic Policies Influence Inflation?," IMF Working Papers 2007/257, International Monetary Fund.
    72. Antonelli, Cristiano & Gehringer, Agnieszka, 2013. "Innovation and Income Inequality," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 201311, University of Turin.
    73. Gregor Schwerhoff & Mouhamadou Sy, 2013. "The non-monetary side of the global disinflation," Working Papers halshs-00564957, HAL.
    74. Mario Larch & Wolfgang Lechthaler, 2013. "Whom to send to Doha? The Short-sighted Ones!," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 634-649, October.
    75. Navas, Antonio, 2012. "Asymmetric trade liberalization, sector heterogeneity and Innovation," Working Papers in Economic Theory 2012/05, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
    76. Lee, Hiro & Itakura, Ken, 2015. "Mega-regional free trade agreements in the Asia-Pacific: How do productivity gains, cost mitigations and agricultural policy reforms affect the results?," Conference papers 332589, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    77. Maria Bas, 2009. "Trade, Foreign Inputs and Firms’ Decisions: Theory and Evidence," Working Papers 2009-35, CEPII research center.
    78. Raphael Schoenle & Raphael Auer, 2012. "Market Structure and Pass-Through," 2012 Meeting Papers 61, Society for Economic Dynamics.
    79. Adu, Derick T. & Li, Wenying & Sawadgo, Wendiam P.M., 2023. "Estimating the unintended impact of the North American free trade agreement on U.S. public health," Social Science & Medicine, Elsevier, vol. 333(C).
    80. Antonelli, Cristiano & Gehringer, Agnieszka, 2017. "Technological change, rent and income inequalities: A Schumpeterian approach," Technological Forecasting and Social Change, Elsevier, vol. 115(C), pages 85-98.
    81. Lu, Yi & Sugita, Yoichi & 杉田, 洋一 & Zhu, Lianming, 2019. "Wage and Markdowns and FDI Liberalization," Discussion paper series HIAS-E-83, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    82. Aleksandra Parteka, 2013. "The Role of Trade in Intra-Industry Productivity Growth—the Case of Old and New European Union Countries," Review of Development Economics, Wiley Blackwell, vol. 17(4), pages 712-731, November.
    83. Lee, Hiro & Itakura, Ken, 2018. "The welfare and sectoral adjustment effects of mega-regional trade agreements on ASEAN countries," Journal of Asian Economics, Elsevier, vol. 55(C), pages 20-32.
    84. Herve Boulhol, 2010. "Pro‐competitive Effect of Trade and Non‐decreasing Price‐Cost Margins," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(3), pages 326-356, June.
    85. To Minh Thu & Hiro Lee, 2017. "Assessing the Impacts of Deeper Trade Reform in Vietnam in a General Equilibrium Framework," OSIPP Discussion Paper 17E005, Osaka School of International Public Policy, Osaka University.
    86. Auer, Raphael A. & Degen, Kathrin & Fischer, Andreas M., 2013. "Low-wage import competition, inflationary pressure, and industry dynamics in Europe," European Economic Review, Elsevier, vol. 59(C), pages 141-166.
    87. Tamminen, Saara, 2014. "Varying markups and income inequality in an open economy," Conference papers 332437, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    88. Klaus S. Friesenbichler & Agnes Kügler & Andreas Reinstaller, 2021. "Does Value Chain Integration Dampen Producer Price Developments? Evidence from the European Union," WIFO Working Papers 602, WIFO.
    89. Mauro Caselli & Stefano Schiavo, 2020. "Markups, import competition and exporting," The World Economy, Wiley Blackwell, vol. 43(5), pages 1309-1326, May.
    90. Demidova, Svetlana & Kee, Hiau Looi & Krishna, Kala, 2012. "Do trade policy differences induce sorting? Theory and evidence from Bangladeshi apparel exporters," Journal of International Economics, Elsevier, vol. 87(2), pages 247-261.
    91. Aya Ahmed & Chahir Zaki, 2017. "Export Concentration and Competition: Does the Firms Type Matter?," Working Papers 1078, Economic Research Forum, revised 04 Jun 2017.
    92. Chih‐Hai Yang, 2021. "Do exporters have markup premiums and why (not)? Evidence from China," The World Economy, Wiley Blackwell, vol. 44(4), pages 956-979, April.
    93. Matteo Bugamelli & Silvia Fabiani & Enrico Sette, "undated". "The age of the dragon: Chinese competition and the pricing behavior of the Italian firms," Working Papers 4, Department of the Treasury, Ministry of the Economy and of Finance.
    94. Maurice Obstfeld, 2020. "Global Dimensions of U.S. Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 73-132, February.
    95. Boikos, Spyridon & Bucci, Alberto & Stengos, Thanasis, 2022. "Leisure and innovation in horizontal R&D-based growth," Economic Modelling, Elsevier, vol. 107(C).
    96. Watson, Anna, 2016. "Trade openness and inflation: The role of real and nominal price rigidities," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 137-169.
    97. Anna Watson, 2010. "The Impact of Trade Integration and Competition on Real and Nominal Price Rigidities: Insights from a New-Keynesian DSGE Model," DEGIT Conference Papers c015_061, DEGIT, Dynamics, Economic Growth, and International Trade.
    98. Dan Liu & Liugang Sheng & Miaojie Yu, 2023. "Highways and firms' exports: Evidence from China," Review of International Economics, Wiley Blackwell, vol. 31(2), pages 413-443, May.
    99. Syed Kanwar Abbas, 2018. "Global slack hypothesis: evidence from China, India and Pakistan," Empirical Economics, Springer, vol. 54(2), pages 593-627, March.
    100. Sarra Ben Yahmed & Sean Dougherty, 2017. "Domestic regulation, import penetration and firm-level productivity growth," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 26(4), pages 385-409, May.
    101. Fiedler Salomon & Jannsen Nils & Reitz Stefan & Wolters Maik, 2016. "Is Globalization Reducing the Ability of Central Banks to Control Inflation? A Literature Review with an Application to the Euro Area," Review of Economics, De Gruyter, vol. 67(3), pages 231-253, December.
    102. Peacock, Chris & Baumann, Ursel, 2008. "Globalisation, import prices and inflation dynamics," Bank of England working papers 359, Bank of England.
    103. Demidova, Svetlana, 2017. "Trade policies, firm heterogeneity, and variable markups," Journal of International Economics, Elsevier, vol. 108(C), pages 260-273.
    104. Keller, Wolfgang & Acharya, Ram C., 2008. "Estimating the Productivity Selection and Technology Spillover Effects of Imports," CEPR Discussion Papers 6860, C.E.P.R. Discussion Papers.
    105. Ina Charlotte Jäkel, 2013. "Import-push or Export-pull? An Industry-level Analysis of the Impact of Trade on Firm Exit," Economics Working Papers 2013-20, Department of Economics and Business Economics, Aarhus University.
    106. D. Curzi & L. Pacca & A. Olper, 2013. "Trade collapse, quality and food exports," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1614-1617, December.
    107. Julian Emami Namini & Giovanni Facchini & Ricardo A. López, 2015. "A model of firm heterogeneity in factor intensities and international trade," Canadian Journal of Economics, Canadian Economics Association, vol. 48(4), pages 1456-1480, November.
    108. Matteo Bugamelli & Silvia Fabiani & Enrico Sette, 2015. "The Age of the Dragon: The Effect of Imports from China on Firm‐Level Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(6), pages 1091-1118, September.
    109. Olper, Alessandro & Pacca, Lucia & Curzi, Daniele, 2014. "Trade, import competition and productivity growth in the food industry," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182785, European Association of Agricultural Economists.
    110. Hiro Lee & Ken Itakura, 2015. "Applied General Equilibrium Analysis of Mega-Regional Free Trade Initiatives in the Asia-Pacific," OSIPP Discussion Paper 15E001, Osaka School of International Public Policy, Osaka University.
    111. Arita, Shawn & Hemanchandra, Dilini & Leung, PingSun, 2014. "Can Local Farms Survive Globalization?," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 43(2), pages 1-22, August.
    112. Fischer, Andreas & Auer, Raphael & Degen, Kathrin, 2010. "Globalization and Inflation in Europe," CEPR Discussion Papers 8130, C.E.P.R. Discussion Papers.
    113. Buch, Claudia M. & Koch, Cathérine T. & Koetter, Michael, 2011. "Size, productivity, and international banking," Journal of International Economics, Elsevier, vol. 85(2), pages 329-334.
    114. Romain Restout, 2009. "The Balassa-Samuelson model in general equilibrium with markup variations," EconomiX Working Papers 2009-39, University of Paris Nanterre, EconomiX.
    115. Katarzyna Lukiewska, 2022. "Impact of Labor Productivity on the Export Performance of the Food Industry in EU Member States," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 74-83.
    116. Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
    117. Lee, Hiro & Itakura, Ken, 2017. "Potential Costs of U.S. Withdrawal from the Trans-Pacific Partnership," Conference papers 332825, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    118. Li, Yifan & Miao, Zhuang, 2018. "Trade costs, import penetration, and markups," MPRA Paper 85668, University Library of Munich, Germany.
    119. Moreno, L & Rodríguez, D, 2009. "The effect of international trade on mark-ups distribution," MPRA Paper 22652, University Library of Munich, Germany.
    120. Raphael Schoenle & Raphael Auer, 2014. "The Mode of Competition between Foreign and Domestic Goods, Pass-Through, and External Adjustment," 2014 Meeting Papers 1059, Society for Economic Dynamics.
    121. Lota Dabio Tamini & Sorgho Zakaria, 2016. "Trade in environmental goods: how important are trade costs elasticities?," Cahiers de recherche CREATE 2016-3, CREATE.
    122. Giuseppe Caivano & Nicola D. Coniglio, 2016. "Long-Run Drivers of Current Account Imbalances in the EU: the Role of Trade Openness," SERIES 03-2016, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised May 2016.
    123. Fan, Haichao & Gao, Xiang & Li, Yao Amber & Luong, Tuan Anh, 2018. "Trade liberalization and markups: Micro evidence from China," Journal of Comparative Economics, Elsevier, vol. 46(1), pages 103-130.
    124. Lee, Hiro & Itakura, Ken, 2016. "The Implications of the Trans-Pacific Partnership for Japan: Agricultural Policy Reforms and Productivity Gains," Conference papers 332771, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    125. Heiner Mikosch, 2012. "Sticky Prices, Competition and the Phillips Curve," KOF Working papers 12-294, KOF Swiss Economic Institute, ETH Zurich.
    126. Alexander Osharin & Valery Verbus, 2016. "Heterogeneous consumers and trade patterns in a monopolistically competitive setting," HSE Working papers WP BRP 131/EC/2016, National Research University Higher School of Economics.
    127. Mark Vancauteren & Bruno Henry de Frahan, 2011. "Trade Policy, Competition and Productivity: The Impact of EU Harmonization in the Dutch Food Processing Industry," De Economist, Springer, vol. 159(4), pages 483-509, December.
    128. Dudley Cooke, 2010. "Monetary Policy and Trade Globalization," Working Papers 042010, Hong Kong Institute for Monetary Research.
    129. Aquilante, Tommaso & Chowla, Shiv & Dacic, Nikola & Haldane, Andrew & Masolo, Riccardo & Schneider, Patrick & Seneca, Martin & Tatomir, Srdan, 2019. "Market power and monetary policy," Bank of England working papers 798, Bank of England.

  14. Elisa Faraglia & Albert Marcet & Andrew Scott, 2006. "Debt Management Under Complete Markets," 2006 Meeting Papers 540, Society for Economic Dynamics.

    Cited by:

    1. Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2008. "In Search of a Theory of Debt Management," CEPR Discussion Papers 6859, C.E.P.R. Discussion Papers.

  15. Scott, Andrew & Imbs, Jean & Chen, Natalie, 2004. "Competition, Globalization and the Decline of Inflation," CEPR Discussion Papers 4695, C.E.P.R. Discussion Papers.

    Cited by:

    1. Hervé Boulhol, 2008. "The Convergence of Price–cost Margins," Open Economies Review, Springer, vol. 19(2), pages 221-240, April.
    2. Eugenio Gaiotti, 2008. "Has globalisation changed the Phillips curve? Firm-level evidence on the effect of activity on prices," Temi di discussione (Economic working papers) 676, Bank of Italy, Economic Research and International Relations Area.
    3. Toshitaka Sekine, 2009. "Another look at global disinflation," BIS Working Papers 283, Bank for International Settlements.
    4. Takushi Kurozumi & Willem Van Zandweghe, 2021. "Macroeconomic Changes with Declining Trend Inflation: Complementarity with the Superstar Firm Hypothesis," Bank of Japan Working Paper Series 21-E-13, Bank of Japan.
    5. Marzinotto, Benedicta, 2009. "Beyond monetary credibility: The impact of globalisation on the output-inflation trade-off in euro-area countries," The North American Journal of Economics and Finance, Elsevier, vol. 20(2), pages 162-176, August.
    6. Zhang, Chengsi & Zhou, You, 2016. "The Global Slack Hypothesis: New Evidence from China," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 339-348.
    7. Michael Curran & Adnan Velic, 2017. "Real Exchange Rate Persistence and Country Characteristics," Trinity Economics Papers tep0917, Trinity College Dublin, Department of Economics.
    8. Pierpaolo Benigno & Ester Faia, 2010. "Globalization, Pass-Through and Inflation Dynamic," NBER Working Papers 15842, National Bureau of Economic Research, Inc.
    9. Jane E. Ihrig & Steven B. Kamin & Deborah J. Lindner & Jaime R. Marquez, 2007. "Some simple tests of the globalization and inflation hypothesis," International Finance Discussion Papers 891, Board of Governors of the Federal Reserve System (U.S.).
    10. P. Hiebert & I. Vansteenkiste, 2010. "International trade, technological shocks and spillovers in the labour market: a GVAR analysis of the US manufacturing sector," Applied Economics, Taylor & Francis Journals, vol. 42(24), pages 3045-3066.
    11. Straub, Roland & Jacquinot, Pascal, 2008. "Globalisation and the euro area: simulation based analysis using the New Area Wide Model," Working Paper Series 907, European Central Bank.
    12. Céline Allard, 2007. "Inflation in Poland: How Much Can Globalization Explain?," IMF Working Papers 2007/041, International Monetary Fund.
    13. Dr. Jonas Stulz, 2007. "Exchange rate pass-through in Switzerland: Evidence from vector autoregressions," Economic Studies 2007-04, Swiss National Bank.
    14. Alon Binyamini & Assaf Razin, 2008. "Inflation-Output Tradeoff As Equilibrium Outcome of Globalization," Israel Economic Review, Bank of Israel, vol. 6(1), pages 109-134.
    15. Hervé Boulhol, 2005. "Pro-competitive policies and the convergence of markups," Post-Print halshs-00193915, HAL.
    16. Wim Suyker & P. Buitelaar & Henri de Groot, 2007. "India and the Dutch economy; stylised facts and prospects," CPB Document 155, CPB Netherlands Bureau for Economic Policy Analysis.
    17. Ernest Gnan & Maria Teresa Valderrama, 2006. "Globalization, Inflation and Monetary Policy," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 37-54.
    18. Michael B. Devereux & Ozge Senay & Alan Sutherland, 2014. "Nominal Stability and Financial Globalization," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 921-959, August.
    19. Lein, Sarah M. & León-Ledesma, Miguel A. & Nerlich, Carolin, 2008. "How is real convergence driving nominal convergence in the new EU Member States?," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 227-248, March.
    20. H. Boulhol & S. Dobbelaere & S. Maioli, 2007. "Imports as product and labour market discipline," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/479, Ghent University, Faculty of Economics and Business Administration.
    21. Claudio E. V. Borio & Andrew Filardo, 2007. "Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation," BIS Working Papers 227, Bank for International Settlements.
    22. Gust, Christopher & Leduc, Sylvain & Vigfusson, Robert, 2010. "Trade integration, competition, and the decline in exchange-rate pass-through," Journal of Monetary Economics, Elsevier, vol. 57(3), pages 309-324, April.
    23. Michael B Devereux, 2013. "Inflation and financial globalisation," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 119-128, Bank for International Settlements.
    24. Christopher Bowdler & Adeel Malik, 2005. "Openness and inflation volatility: cross-country evidence," CSAE Working Paper Series 2005-08, Centre for the Study of African Economies, University of Oxford.
    25. Assaf Razin, 2019. "The Struggle Toward Macroeconomic Stability: An Analytical Essay," Israel Economic Review, Bank of Israel, vol. 17(1), pages 1-38.
    26. R. S.-H. Lee & M. Pak, 2018. "Pro-competitive effects of globalisation on prices, productivity and markups: Evidence in the Euro Area," Documents de Travail de l'Insee - INSEE Working Papers g2018-06, Institut National de la Statistique et des Etudes Economiques.
    27. Gregor Schwerhoff & Mouhamadou Sy, 2013. "The non-monetary side of the global disinflation," Working Papers halshs-00564957, HAL.
    28. Bitan Mondal, Bitan Mondal & Smita Sirohi, Smita Sirohi & Vishal Thorat, Vishal Thorat, 2012. "Impact of ASEAN-India Free Trade Agreement on Indian Dairy Trade: A Quantitative Approach," MPRA Paper 40790, University Library of Munich, Germany.
    29. Assaf Razin & Prakash Loungani, 2005. "Globalization and Equilibrium Inflation-Output Tradeoffs," NBER Chapters, in: NBER International Seminar on Macroeconomics 2005, pages 171-192, National Bureau of Economic Research, Inc.
    30. Liu, Tie-Ying & Lee, Chien-Chiang, 2021. "Global convergence of inflation rates," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    31. Assaf Razin & Prakash Loungani, 2005. "US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore," Working Papers 102005, Hong Kong Institute for Monetary Research.
    32. Cécile Denis & Kieran Mc Morrow & Werner Röger, 2006. "Globalisation : trends, issues and macro implications for the EU," European Economy - Economic Papers 2008 - 2015 254, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    33. Sophie Guilloux-Nefussi & Enisse Kharroubi, 2008. "Some preliminary evidence on the globalization-inflation nexus," Globalization Institute Working Papers 18, Federal Reserve Bank of Dallas.
    34. Eugenio Gaiotti, 2010. "Commentary: Has Globalization Changed the Phillips Curve? Firm-Level Evidence on the Effect of Activity on Prices," International Journal of Central Banking, International Journal of Central Banking, vol. 6(1), pages 51-84, March.
    35. Hervé Boulhol, 2005. "The convergence of price-cost margins," Post-Print halshs-00195890, HAL.
    36. Alon Binyamini & Assaf Razin, 2007. "Flattened Inflation-Output Tradeoff and Enhanced Anti-Inflation Policy as an Equilibrium Outcome of Globalization," Working Papers 232007, Hong Kong Institute for Monetary Research.
    37. Capistrán Carlos & Ibarra-Ramírez Raúl & Ramos Francia Manuel, 2011. "Exchange Rate Pass-Through to Prices: Evidence from Mexico," Working Papers 2011-12, Banco de México.
    38. W. Michael Cox, 2007. "Globalization, aggregate productivity, and inflation," Staff Papers, Federal Reserve Bank of Dallas, issue Mar.
    39. Juan Carlos Berganza & Pedro del Río & Fructuoso Borrallo, 2016. "Determinants and implications of low global inflation rates," Occasional Papers 1608, Banco de España.
    40. Kenneth S. Rogoff, 2006. "Impact of globalization on monetary policy," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 265-305.
    41. Tommaso Monacelli & Luca Sala, 2009. "The International Dimension of Inflation: Evidence from Disaggregated Consumer Price Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 101-120, February.
    42. Razin, Assaf & Loungani, Prakash, 2005. "Globalization and Disinflation: The Efficiency Channel," CEPR Discussion Papers 4895, C.E.P.R. Discussion Papers.
    43. Frondel, Manuel & Schmidt, Torsten & Vance, Colin & Zimmermann, Tobias & Belke, Ansgar, 2008. "Einfluss von Preisschocks auf die Preisentwicklung in Deutschland: Forschungsvorhaben des Bundesministeriums für Wirtschaft und Technologie. Projekt-Nr. I D 4-020815-16/07. Endbericht - Oktober 2008," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 70890.
    44. Hervé Boulhol, 2006. "Why Haven't Price-Cost Margins Decreased with Globalization?," Post-Print halshs-00084267, HAL.
    45. Argia M. Sbordone, 2007. "Globalization and Inflation Dynamics: The Impact of Increased Competition," NBER Chapters, in: International Dimensions of Monetary Policy, pages 547-579, National Bureau of Economic Research, Inc.
    46. Assaf Razin & Alon Binyamini, 2007. "Flattened Inflation-Output Tradeoff and Enhanced Anti-Inflation Policy: Outcome of Globalization?," NBER Working Papers 13280, National Bureau of Economic Research, Inc.
    47. Mr. Benjamin L Hunt, 2007. "U.K. Inflation and Relative Prices over the Last Decade: How Important was Globalization?," IMF Working Papers 2007/208, International Monetary Fund.
    48. Assaf Razin & Prakash Loungani, 2005. "Globalization and Inflation-Output Tradeoffs," NBER Working Papers 11641, National Bureau of Economic Research, Inc.
    49. Ernst Glatzer & Ernest Gnan & Maria Teresa Valderrama, 2006. "Globalization, Import Prices and Producer Prices in Austria," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 24-43.
    50. Hervé Boulhol, 2005. "Why haven't price-cost margins decreased with globalization?," Cahiers de la Maison des Sciences Economiques bla06007, Université Panthéon-Sorbonne (Paris 1).
    51. Chengsi Zhang, 2016. "How Has Globalisation Affected Inflation in China?," The World Economy, Wiley Blackwell, vol. 39(2), pages 301-313, February.
    52. Aquilante, Tommaso & Chowla, Shiv & Dacic, Nikola & Haldane, Andrew & Masolo, Riccardo & Schneider, Patrick & Seneca, Martin & Tatomir, Srdan, 2019. "Market power and monetary policy," Bank of England working papers 798, Bank of England.

  16. Martin Ellison & Andrew Scott, 2001. "Sticky prices and volatile output," Bank of England working papers 127, Bank of England.

    Cited by:

    1. Ireland, Peter N., 2003. "Endogenous money or sticky prices?," Journal of Monetary Economics, Elsevier, vol. 50(8), pages 1623-1648, November.
    2. Peter Ireland & Niki Papadopoulou, 2004. "Sticky Prices vs. Limited Participation: What Do We Learn From the Data?," Money Macro and Finance (MMF) Research Group Conference 2004 79, Money Macro and Finance Research Group.
    3. James M. Nason & George A. Slotsve, 2004. "Along the New Keynesian Phillips curve with nominal and real rigidities," FRB Atlanta Working Paper 2004-9, Federal Reserve Bank of Atlanta.
    4. Lavan Mahadeva & Alex Muscatelli, 2005. "National Accounts Revisions and Output Gap Estimates in a Model of Monetary Policy with Data Uncertainty," Discussion Papers 14, Monetary Policy Committee Unit, Bank of England.
    5. Peter Rupert & Roman Sustek, 2016. "On the Mechanics of New Keynesian Models," Discussion Papers 1608, Centre for Macroeconomics (CFM), revised Mar 2016.
    6. Hallegatte, Stephane & Ghil, Michael, 2007. "Endogenous Business Cycles and the Economic Response to Exogenous Shocks," Economic Theory and Applications Working Papers 10275, Fondazione Eni Enrico Mattei (FEEM).
    7. James M. Nason & Takashi Kano, 2004. "Business Cycle Implications of Habit Formation," Computing in Economics and Finance 2004 175, Society for Computational Economics.
    8. Matheron, Julien & Poilly, Céline, 2009. "How well does a small structural model with sticky prices and wages fit postwar U.S. data?," Economic Modelling, Elsevier, vol. 26(1), pages 266-284, January.
    9. Yongseung Jung, 2008. "A Look at Habit Persistence over Business Cycles," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 14(3), pages 45-85, September.
    10. Sushanta Mallick & Mohammed Mohsin, 2010. "On the real effects of inflation in open economies: theory and empirics," Empirical Economics, Springer, vol. 39(3), pages 643-673, December.
    11. Ali Dib, 2003. "An estimated Canadian DSGE model with nominal and real rigidities," Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 949-972, November.
    12. Wang, Peng-fei & Wen, Yi, 2004. "Endogenous Money or Sticky Price? Comment on Monetary Non-neutrality and Inflation Dynamics," Working Papers 04-08, Cornell University, Center for Analytic Economics.
    13. Ronny Mazzocchi, 2013. "Investment-Saving Imbalances with Endogenous Capital Stock," DEM Discussion Papers 2013/14, Department of Economics and Management.
    14. Stracca, Livio, 2007. "Should we take inside money seriously?," Working Paper Series 841, European Central Bank.
    15. Wang, Peng-fei & Wen, Yi, 2006. "Another look at sticky prices and output persistence," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2533-2552, December.
    16. Juan Paez-Farrell, 2003. "The New Keynesian Phillips Curve: Some Counterfactual Evidence," Macroeconomics 0312003, University Library of Munich, Germany.
    17. Niki Papadopoulou, 2004. "Sticky Prices, Limited Participation or Both?," Working Papers 2004_3, Business School - Economics, University of Glasgow.
    18. Kamal, Mona, 2011. "Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data," MPRA Paper 28988, University Library of Munich, Germany.
    19. Katharine S Neiss & Evi Pappa, 2002. "A monetary model of factor utilisation," Bank of England working papers 154, Bank of England.
    20. Jung, Yongseung, 2007. "Can the new open economy macroeconomic model explain exchange rate fluctuations?," Journal of International Economics, Elsevier, vol. 72(2), pages 381-408, July.
    21. Matheron,J. & Maury, P-M., 2004. "Evaluating the Fit of Sticky Price Models," Working papers 104, Banque de France.
    22. Niki Papadopoulou, 2006. "Sticky Prices vs. Limited Participation:What Do We Learn From the Data?," Computing in Economics and Finance 2006 418, Society for Computational Economics.
    23. Carles Ibanez, 2007. "The Asymmetric Outcome of Sticky Price Models," Discussion Papers 07/19, Department of Economics, University of York.
    24. Juan Paez-Farrell, 2003. "Monetary Policy and Business Cycle Analysis in an Optimising Model with Expectations Lags," Macroeconomics 0312002, University Library of Munich, Germany.
    25. Ronny Mazzocchi, 2013. "Intertemporal Coordination Failure and Monetary Policy," DEM Discussion Papers 2013/15, Department of Economics and Management.
    26. Stracca, Livio, 2013. "Inside Money In General Equilibrium: Does It Matter For Monetary Policy?," Macroeconomic Dynamics, Cambridge University Press, vol. 17(3), pages 563-590, April.
    27. Juan Paez-Farrell, 2005. "New Keynesian Models and the test of Kydland and Prescott," Money Macro and Finance (MMF) Research Group Conference 2005 83, Money Macro and Finance Research Group.

  17. Marcet, Albert & Scott, Andrew, 2001. "Debt and Deficit Fluctuations and the Structure of Bond Markets," CEPR Discussion Papers 3029, C.E.P.R. Discussion Papers.

    Cited by:

    1. Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2022. "Optimal Monetary Policy Rules in the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES 2022007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    2. Gervais, Martin & Mennuni, Alessandro, 2015. "Optimal fiscal policy in the neoclassical growth model revisited," European Economic Review, Elsevier, vol. 73(C), pages 1-17.
    3. Karantounias, Anastasios G., 2023. "Doubts about the model and optimal policy," Journal of Economic Theory, Elsevier, vol. 210(C).
    4. Giannitsarou, Chryssi & Anagnostopoulos, Alexios & Atesagaoglu, Orhan Erem & Faraglia, Elisa, 2022. "Cross-Country Stock Market Comovement: A Macro Perspective," CEPR Discussion Papers 16021, C.E.P.R. Discussion Papers.
    5. Chafwehé, Boris & Oikonomou, Rigas & Priftis, Romanos & Vogel, Lukas, 2023. "Optimal Monetary Policy with and without Debt," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277596, Verein für Socialpolitik / German Economic Association.
    6. Massimo Antonini & Kevin Lee & Jacinta Pires, 2013. "Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in 10 EU Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 277-298, March.
    7. Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2008. "In Search of a Theory of Debt Management," CEPR Discussion Papers 6859, C.E.P.R. Discussion Papers.
    8. Arantza Gorostiaga, 2002. "Should Fiscal Policy Be Di.erent in a Non-Competitive Framework?," Economic Working Papers at Centro de Estudios Andaluces E2002/11, Centro de Estudios Andaluces.
    9. Casalin, Fabrizio & Dia, Enzo & Hughes Hallett, Andrew, 2020. "Public debt dynamics with tax revenue constraints," Economic Modelling, Elsevier, vol. 90(C), pages 501-515.
    10. Michael, Kumhof & Ricardo, Nunes & Irina, Yakadina, 2007. "Simple Monetary Rules under Fiscal Dominance," MPRA Paper 4462, University Library of Munich, Germany.
    11. Hiebert, Paul & Rostagno, Massimo & Pérez, Javier J., 2002. "Debt reduction and automatic stabilisation," Working Paper Series 189, European Central Bank.
    12. Marco Battaglini & Stephen Coate, 2008. "Fiscal Policy over the Real Business Cycle: A Positive Theory," NBER Working Papers 14047, National Bureau of Economic Research, Inc.
    13. Faraglia, Elisa & Oikonomou, Rigas & Equiza-Goñi, Juan, 2016. "Union Debt Management," CEPR Discussion Papers 11181, C.E.P.R. Discussion Papers.
    14. Christopher Sleet, 2004. "Optimal Taxation with Private Government Information," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 71(4), pages 1217-1239.
    15. Ali, Amjad, 2022. "Determining Pakistan's Financial Dependency: The Role of Financial Globalization and Corruption," MPRA Paper 116097, University Library of Munich, Germany.
    16. Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
    17. Grechyna, Daryna, 2015. "Debt and Deficit Fluctuations in a Time-Consistent Setup," MPRA Paper 63729, University Library of Munich, Germany.
    18. Fernando M. Martin, 2011. "Government policy response to war-expenditure shocks," Working Papers 2011-028, Federal Reserve Bank of St. Louis.
    19. Wakerly, Elizabeth C & Elena Loukoianova & Shaun P. Vahey, 2003. "A Real Time Tax Smoothing Based Fiscal Policy Rule," Royal Economic Society Annual Conference 2003 215, Royal Economic Society.
    20. Mitkov, Yuliyan & Pericon, Osvaldo, 2012. "Deficit Financed Public Expenditure in Argentina: A Structural Vector Autoregression Analysis," MPRA Paper 42762, University Library of Munich, Germany.
    21. Campbell Leith & Eric Leeper, 2016. "Understanding Inflation as a Joint Monetary-Fiscal Phenomenon," Working Papers 2016_01, Business School - Economics, University of Glasgow.
    22. Fernando Martin, 2009. "A Positive Theory of Government Debt," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 608-631, October.
    23. Carrera, Jorge & de la Vega, Pablo, 2021. "The impact of income inequality on public debt," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    24. Boris Chafwehé & François Courtoy, 2021. "Optimal Taxes and Transfers with Household Heterogeneity," LIDAM Discussion Papers IRES 2021009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    25. Martin, Fernando M., 2010. "Markov-perfect capital and labor taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 503-521, March.
    26. S. Rao Aiyagari & Albert Marcet & Thomas J. Sargent & Juha Seppala, 2002. "Optimal Taxation without State-Contingent Debt," Journal of Political Economy, University of Chicago Press, vol. 110(6), pages 1220-1254, December.
    27. Levy, Antoine & Ricci, Luca Antonio & Werner, Alejandro, 2020. "The Sources of Fiscal Fluctuations," CEPR Discussion Papers 15450, C.E.P.R. Discussion Papers.
    28. 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.
    29. Fernando M. Martin, 2013. "Government Policy In Monetary Economies," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 185-217, February.
    30. Lars Peter Hansen & Anastasios G. Karantounias & Thomas J. Sargent, 2009. "Managing expectations and fiscal policy," FRB Atlanta Working Paper 2009-29, Federal Reserve Bank of Atlanta.
    31. Marco Battaglini, 2009. "On the Case for a Balanced Budget Amendment to the U.S. Constitution," 2009 Meeting Papers 131, Society for Economic Dynamics.
    32. Panizza, Ugo & Fatás, Antonio & Ghosh, Atish R. & ,, 2019. "The Motives to Borrow," CEPR Discussion Papers 13735, C.E.P.R. Discussion Papers.
    33. Massimo Antonini & Kevin Lee & Jacinta Pires, 2011. "Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in Ten EU Countries," Discussion Papers 11/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    34. Caprioli, Francesco, 2015. "Optimal fiscal policy under learning," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 101-124.
    35. , G., 2013. "Managing pessimistic expectations and fiscal policy," Theoretical Economics, Econometric Society, vol. 8(1), January.
    36. Sleet, Christopher & Yeltekin, Sevin, 2006. "Optimal taxation with endogenously incomplete debt markets," Journal of Economic Theory, Elsevier, vol. 127(1), pages 36-73, March.
    37. Angyridis, Constantine, 2009. "Balanced budget vs. Tax smoothing in a small open economy: A welfare comparison," Journal of Macroeconomics, Elsevier, vol. 31(3), pages 438-463, September.
    38. Demian Pouzo & Ignacio Presno, 2020. "Optimal Taxation with Endogenous Default under Incomplete Markets," International Finance Discussion Papers 1297, Board of Governors of the Federal Reserve System (U.S.).
    39. Anagnostopoulos Alexis & Tang Xin, 2015. "Evaluating linear approximations in a two-country model with occasionally binding borrowing constraints," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(1), pages 1-49, January.
    40. Malte Rieth, 2017. "Capital Taxation and Government Debt Policy with Public Discounting," Discussion Papers of DIW Berlin 1697, DIW Berlin, German Institute for Economic Research.
    41. Kazunobu Muro, 2013. "Optimal labor income taxation in a two-sector dynamic general equilibrium model," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 60(1), pages 21-48, March.
    42. Scott, Andrew, 2007. "Optimal taxation and OECD labor taxes," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 925-944, April.

  18. Stephen Millard & Andrew Scott & Marianne Sensier, 1999. "Business cycles and the labour market can theory fit the facts?," Bank of England working papers 93, Bank of England.

    Cited by:

    1. Guillermo Felices & David Tinsley, 2004. "Intertemporal substitution and household production in labour supply," Bank of England working papers 234, Bank of England.
    2. Gerke, Rafael & Rubart, Jens, 2009. "Search Unemployment in a Dynamic New Keynesian Model of the Business Cycle," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77569, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    3. John C. Ham & Kevin T. Reilly, 2002. "Testing Intertemporal Substitution, Implicit Contracts, and Hours Restriction Models of the Labor Market Using Micro Data," American Economic Review, American Economic Association, vol. 92(4), pages 905-927, September.
    4. Hielke Buddelmeyer & Gilles Mourre & Melanie Ward, 2004. "The determinants of part-time work in EU countries: empirical investigations with macro-panel data - Hielke Buddelmeyer, Gilles Mourre and Melanie Ward," European Economy - Economic Papers 2008 - 2015 213, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    5. Shamik Dhar & Stephen P Millard, 2000. "A limited participation model of the monetary transmission mechanism in the United Kingdom," Bank of England working papers 117, Bank of England.
    6. Buddelmeyer, Hielke & Mourre, Gilles & Ward-Warmedinger, Melanie E., 2004. "The Determinants of Part-Time Work in EU Countries: Empirical Investigations with Macro-Panel Data," IZA Discussion Papers 1361, Institute of Labor Economics (IZA).
    7. Hielke Buddelmeyer & Gilles Mourre & Mélanie Ward, 2008. "Why Europeans work part-time? A cross-country panel analysis," ULB Institutional Repository 2013/14154, ULB -- Universite Libre de Bruxelles.
    8. Bruce Fallick & Charles A. Fleischman, 2004. "Employer-to-employer flows in the U.S. labor market: the complete picture of gross worker flows," Finance and Economics Discussion Series 2004-34, Board of Governors of the Federal Reserve System (U.S.).

  19. Scott, Andrew, 1999. "Does Tax Smoothing Imply Smooth Taxes?," CEPR Discussion Papers 2172, C.E.P.R. Discussion Papers.

    Cited by:

    1. Baltasar Manzano & Jesús Ruiz, 2002. "Política Fiscal Óptima: el estado de la Cuestión," Documentos de Trabajo del ICAE 0212, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    2. Francesco Caprioli & Pietro Rizza & Pietro Tommasino, 2011. "Optimal Fiscal Policy when Agents Fear Government Default," Revue économique, Presses de Sciences-Po, vol. 62(6), pages 1031-1043.
    3. Dimitris K. Christopoulos & John Loizides & Efthymios G. Tsionas, 2009. "Electoral Motives, Partisan Motives And Dynamic Optimality With Many Taxes: An International Investigation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(1), pages 94-113, February.
    4. Albert Marcet & Albert Scott, 2007. "Debt and Deficit Fluctuations and the Structure of Bond Markets," Working Papers 332, Barcelona School of Economics.
    5. Ihtsham Padda, 2014. "On minimizing the welfare cost of fiscal policy: evidence from South Asia," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1553-1572, May.
    6. Baltasar Manzano & Jess Ruz, 2000. "Optimal Fiscal Policy In A Business Cycle Model: Alternative Identifications Of The Optimal Expost Capital Income Tax Rates," Computing in Economics and Finance 2000 351, Society for Computational Economics.
    7. Sleet, Christopher & Yeltekin, Sevin, 2006. "Optimal taxation with endogenously incomplete debt markets," Journal of Economic Theory, Elsevier, vol. 127(1), pages 36-73, March.
    8. Ihtsham ul Haq PADDA*, 2010. "On Minimizing the Welfare Cost of Fiscal Policy:Pakistan’s Case," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 20, pages 77-99.

  20. Scott, Andrew & Uhlig, Harald, 1999. "Fickle Investors: an Impediment to Growth?," CEPR Discussion Papers 2071, C.E.P.R. Discussion Papers.

    Cited by:

    1. Ricardo J. Caballero & Alp Simsek, 2016. "A Model of Fickle Capital Flows and Retrenchment," NBER Working Papers 22751, National Bureau of Economic Research, Inc.
    2. Malik, Adeel & Temple, Jonathan R.W., 2009. "The geography of output volatility," Journal of Development Economics, Elsevier, vol. 90(2), pages 163-178, November.
    3. Boyan Jovanovic, 2006. "Asymmetric Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(1), pages 145-162.
    4. Jean Imbs, 2006. "Growth and Volatility," Swiss Finance Institute Research Paper Series 06-09, Swiss Finance Institute.

  21. S Millard & Andrew Scott & M Sensier, 1997. "The Labour Market over the Business Cycle: Can Theory Fit the Facts?," CEP Discussion Papers dp0364, Centre for Economic Performance, LSE.

    Cited by:

    1. Bob McNabb & Karl Taylor, 2002. "Business Cycles and the Role of Confidence: Evidence from Europe," Discussion Papers in Economics 02/3, Division of Economics, School of Business, University of Leicester.
    2. Roger E. A. Farmer, 2005. "Shooting the Auctioneer," 2005 Meeting Papers 26, Society for Economic Dynamics.
    3. Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.
    4. Bakhshi, Hasan & Larsen, Jens, 2005. "ICT-specific technological progress in the United Kingdom," Journal of Macroeconomics, Elsevier, vol. 27(4), pages 648-669, December.
    5. Philip Stevens, 2004. "Skill Shortages and Firms' Employment Behaviour," National Institute of Economic and Social Research (NIESR) Discussion Papers 240, National Institute of Economic and Social Research.
    6. Stuart Glosser & Lonnie Golden, 2005. "Is labour becoming more or less flexible? Changing dynamic behaviour and asymmetries of labour input in US manufacturing," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 29(4), pages 535-557, July.
    7. Thijs van Rens, 2004. "Organizational capital and employment fluctuations," Economics Working Papers 944, Department of Economics and Business, Universitat Pompeu Fabra.
    8. Mohamed Osman & Ariful Hoque & Kamrul Hassan, 2016. "Business Cycle Asymmetries and Nonlinearity in UAE Macroeconomic Time Series," Australian Economic Papers, Wiley Blackwell, vol. 55(4), pages 476-490, December.
    9. Costain, James S. & Reiter, Michael, 2008. "Business cycles, unemployment insurance, and the calibration of matching models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1120-1155, April.
    10. Raquel Fonseca Benito & Lise Patureau & Thepthida Sopraseuth, 2008. "Divergence in Labor Market Institutions and International Business Cycles," Working Papers WR-562, RAND Corporation.
    11. Zhang Min, 2008. "Cyclical Behavior of Unemployment and Job Vacancies: A Comparison between Canada and the United States," The B.E. Journal of Macroeconomics, De Gruyter, vol. 8(1), pages 1-37, October.
    12. Jim Malley & Anton Muscatelli & Ulrich Woitek, 1999. "Real Business Cycles or Sticky Prices? The Impact of Technology Shocks on US Manufacturing," Working Papers 1999_15, Business School - Economics, University of Glasgow.
    13. Stefan Pichler, 2015. "Sickness Absence, Moral Hazard, and the Business Cycle," Health Economics, John Wiley & Sons, Ltd., vol. 24(6), pages 692-710, June.
    14. Sari Pekkala & Aki Kangasharju, 2002. "Regional Labour Market Adjustment: Are Positive and Negative Shocks Different?," LABOUR, CEIS, vol. 16(2), pages 267-286, June.
    15. McKay, Alisdair, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers 5756, C.E.P.R. Discussion Papers.
    16. Colleen Carey & Stephen H. Shore, 2013. "From the Peaks to the Valleys: Cross-State Evidence on Income Volatility over the Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 549-562, May.
    17. Chadha, J.S. & Nolan, C., 2001. "Supply Shocks and the ‘Natural Rate of Interest': an Exploration," Cambridge Working Papers in Economics 0103, Faculty of Economics, University of Cambridge.
    18. Miquel Faig & Min Zhang, 2010. "Labor Market Cycles and Unemployment Insurance Eligibility," Working Papers tecipa-404, University of Toronto, Department of Economics.
    19. Juan Paez-Farrell, 2008. "Assessing sticky price models using the Burns and Mitchell approach," Applied Economics, Taylor & Francis Journals, vol. 40(11), pages 1387-1397.
    20. Kalwig, A.S. & Gregory, M., 2000. "Overtime Hours in Great Britain Over the Period 1975-1999: A panel Data Analysis," Economics Series Working Papers 9927, University of Oxford, Department of Economics.
    21. Hasan Bakhshi & Jens Larsen, 2001. "Investment-specific technological progress in the United Kingdom," Bank of England working papers 129, Bank of England.
    22. Kangasharju, Aki & Pekkala, Sari, 2002. "Adjustment to Regional Labour Market Shocks," Discussion Papers 274, VATT Institute for Economic Research.
    23. Jiun-Nan Pan & Kuang-Ta Lo & Jr-Tsung Huang, 2008. "Are Rich Earners Time-Privileged in Taiwan? The Evidence from 1981 to 2006," Journal of Family and Economic Issues, Springer, vol. 29(4), pages 584-600, December.
    24. Martin Janíčko & Marek Mičúch & Zdeněk Chytil, 2012. "Possible Impact of the 2008-2009 Economic Crisis on Czech Potential Output Through the Labour Market," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2012(4), pages 3-25.
    25. Anderton, Robert & Aranki, Ted & Bonthuis, Boele & Jarvis, Valerie, 2014. "Disaggregating Okun's law: decomposing the impact of the expenditure components of GDP on euro area unemployment," Working Paper Series 1747, European Central Bank.
    26. Juan Paez-Farrell, 2005. "New Keynesian Models and the test of Kydland and Prescott," Money Macro and Finance (MMF) Research Group Conference 2005 83, Money Macro and Finance Research Group.
    27. Davies, Rhys & Jones, Paul & Nuñez, Imanol, 2009. "The impact of the business cycle on occupational injuries in the UK," Social Science & Medicine, Elsevier, vol. 69(2), pages 178-182, July.

  22. Allison Holland & Andrew Scott, 1997. "The determinants of UK business cycles," Bank of England working papers 58, Bank of England.

    Cited by:

    1. Ellison, Martin & Scott, Andrew, 2000. "Sticky prices and volatile output," Journal of Monetary Economics, Elsevier, vol. 46(3), pages 621-632, December.
    2. Aurélien Goutsmedt & Francesco Sergi & Béatrice Cherrier & Juan Acosta & Clément Fontan & François Claveau, 2024. "To change or not to change. The evolution of forecasting models at the Bank of England," Post-Print hal-04431044, HAL.
    3. Dudley Cooke, 2019. "Consumer Search, Incomplete Exchange Rate Pass‐Through, and Optimal Interest Rate Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 455-484, March.
    4. Peter N. Ireland, 2009. "On the Welfare Cost of Inflation and the Recent Behavior of Money Demand," American Economic Review, American Economic Association, vol. 99(3), pages 1040-1052, June.
    5. Jens D J Larsen & Jack McKeown, 2003. "The informational content of empirical measures of real interst rate and output gaps for the United Kingdom," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 414-442, Bank for International Settlements.
    6. Jordi Galí & Mark Gertler & J. David López-Salido, 2005. "Markups, gaps and the welfare costs of business fluctuations," Economics Working Papers 836, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Bank for International Settlements, 2003. "Monetary policy in a changing environment," BIS Papers, Bank for International Settlements, number 19.
    8. Nakajima, Tomoyuki, 2005. "A business cycle model with variable capacity utilization and demand disturbances," European Economic Review, Elsevier, vol. 49(5), pages 1331-1360, July.
    9. Zanetti, Francesco, 2008. "Labor and investment frictions in a real business cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3294-3314, October.
    10. Jones, John Bailey, 2002. "Has fiscal policy helped stabilize the postwar U.S. economy?," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 709-746, May.
    11. Ravi Balakrishnan & J David Lopez-Salido, 2002. "Understanding UK inflation: the role of openness," Bank of England working papers 164, Bank of England.
    12. Bakhshi, Hasan & Ben Martin & Tony Yates, 2002. "How uncertain are the welfare costs of inflation?," Royal Economic Society Annual Conference 2002 12, Royal Economic Society.
    13. Alfred Maussner & Julius Spatz, 2006. "Determinants of business cycles in small scale macroeconomic models: the German case," Empirical Economics, Springer, vol. 31(4), pages 921-950, November.
    14. Zhang, Yixin & Zhao, Feng & Zhang, Jie & Wang, Zhicheng, 2021. "Fluctuation in the transformation of economic development and the coupling mechanism with the environmental quality of resource-based cities – A case study of Northeast China," Resources Policy, Elsevier, vol. 72(C).
    15. Hirata, Hideaki, 2014. "Preference shocks, international frictions, and international business cycles," Journal of Asian Economics, Elsevier, vol. 34(C), pages 92-104.
    16. Wang, Miao & Wong, M.C. Sunny & Granato, Jim, 2015. "International Comovement of Economic Fluctuations: A Spatial Analysis," World Development, Elsevier, vol. 67(C), pages 186-201.
    17. Erik Britton & Jens D J Larsen & Ian Small, 2000. "Imperfect competition and the dynamics of mark-ups," Bank of England working papers 110, Bank of England.
    18. Peter Ireland & Scott Schuh, 2008. "Productivity and U.S. Macroeconomic Performance: Interpreting the Past and Predicting the Future with a Two-Sector Real Business Cycle Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 473-492, July.
    19. Mark S Astley & Tony Yates, 1999. "Inflation and real disequilibria," Bank of England working papers 103, Bank of England.
    20. Paul-Emmanuel Micolet, 1998. "Positionnement conjoncturel du Royaume-Uni et UEM," Revue de l'OFCE, Programme National Persée, vol. 66(1), pages 127-169.
    21. Bhattacharjee, Arnab & Sun, Qi & Chadha, Jagjit S., 2008. "Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model," SIRE Discussion Papers 2008-53, Scottish Institute for Research in Economics (SIRE).
    22. Narayan, Paresh Kumar, 2008. "Understanding the importance of permanent and transitory shocks at business cycle horizons for the UK," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2879-2888.
    23. Weder Mark, 2006. "Some Observations on the Great Depression in Germany," German Economic Review, De Gruyter, vol. 7(1), pages 113-133, February.
    24. Gonzalo Hernández, 2011. "Terms of Trade and Output Fluctuations in Colombia," UMASS Amherst Economics Working Papers 2011-04, University of Massachusetts Amherst, Department of Economics.
    25. Mark S Astley & Anthony Garratt, 1998. "Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94," Bank of England working papers 85, Bank of England.
    26. Jack McKeown & Jens McKeown, 2004. "The informational content of empirical measures of real interest rate and output gaps for the United Kingdom," Money Macro and Finance (MMF) Research Group Conference 2003 62, Money Macro and Finance Research Group.
    27. Alvarez-Lois, Pedro & Harrison, Richard & Piscitelli, Laura & Scott, Alasdair, 2008. "On the application and use of DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 32(8), pages 2428-2452, August.
    28. Jiang, Mingming, 2016. "By force of demand: Explaining cyclical fluctuations of international trade and government spending," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 249-267.
    29. Juan Paez-Farrell, 2003. "Monetary Policy and Business Cycle Analysis in an Optimising Model with Expectations Lags," Macroeconomics 0312002, University Library of Munich, Germany.
    30. Cover, James P. & Mallick, Sushanta K., 2012. "Identifying sources of macroeconomic and exchange rate fluctuations in the UK," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1627-1648.
    31. Stephen P Millard, 2000. "The effects of increased labour market flexibility in the United Kingdom: theory and practice," Bank of England working papers 109, Bank of England.
    32. Keshab Raj Bhattarai & Jonathan Haughton & David Tuerck, 2015. "Fiscal Policy, Growth and Income Distribution in the UK and the US," EcoMod2015 8607, EcoMod.

  23. Scott, Andrew, 1996. "Consumption, 'Credit Crunches' and Financial Deregulation," CEPR Discussion Papers 1389, C.E.P.R. Discussion Papers.

    Cited by:

    1. Emilio Fernandez-Corugedo & Simon Price, 2002. "Financial liberalisation and consumers' expenditure: 'FLIB' re-examined," Bank of England working papers 157, Bank of England.
    2. A. Bayar & K. Mc Morrow, 1999. "Determinants of private consumption," European Economy - Economic Papers 2008 - 2015 135, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    3. David M. Williams, 2010. "Consumption, wealth and credit liberalisation in Australia," Economics Series Working Papers 492, University of Oxford, Department of Economics.
    4. Emilio Fernandez-Corugedo & John Muellbauer, 2006. "Consumer credit conditions in the United Kingdom," Bank of England working papers 314, Bank of England.
    5. Williams, David M, 2009. "House prices and financial liberalisation in Australia," MPRA Paper 15212, University Library of Munich, Germany.
    6. John Muellbauer & Emilio Fernandez-Corugedo, 2004. "Consumer credit conditions in the UK," Money Macro and Finance (MMF) Research Group Conference 2003 70, Money Macro and Finance Research Group.
    7. Emilio Fernandez-Corugedo, 2002. "Soft liquidity constraints and precautionary saving," Bank of England working papers 158, Bank of England.

  24. Andrew Scott, 1995. "Why is consumption so seasonal?," Economics Working Papers 122, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Rodrigues, Paulo M. M. & Taylor, A. M. Robert, 2004. "Alternative estimators and unit root tests for seasonal autoregressive processes," Journal of Econometrics, Elsevier, vol. 120(1), pages 35-73, May.
    2. Ran Abramitzky & Liran Einav & Oren Rigbi, 2010. "Is Hanukkah Responsive to Christmas?," Economic Journal, Royal Economic Society, vol. 120(545), pages 612-630, June.
    3. Alan Carruth & Andrew Dickerson, 2003. "An asymmetric error correction model of UK consumer spending," Applied Economics, Taylor & Francis Journals, vol. 35(6), pages 619-630.
    4. Steven Cook, 2000. "Frequency domain and time series properties of asymmetric error correction terms," Applied Economics, Taylor & Francis Journals, vol. 32(3), pages 297-304.
    5. Smith, Richard J. & Robert Taylor, A. M., 2001. "Recursive and rolling regression-based tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 105(2), pages 309-336, December.
    6. Steven Cook, 2000. "Seasonal adjustment and the univariate testing of asymmetry," Applied Economics Letters, Taylor & Francis Journals, vol. 7(10), pages 649-652.
    7. Steven Cook, 2000. "Seasonal adjustment and cointegrating relationships: consumption and income," Applied Economics Letters, Taylor & Francis Journals, vol. 7(8), pages 549-551.
    8. John Ashworth & Barry Thomas, 1999. "Patterns of seasonality in employment in tourism in the UK," Applied Economics Letters, Taylor & Francis Journals, vol. 6(11), pages 735-739.

  25. Daron Acemoglu & Andrew Scott, 1995. "Asymmetric Business Cycles: Theory and Evidence," Working papers 95-24, Massachusetts Institute of Technology (MIT), Department of Economics.

    Cited by:

    1. Martin Chalkley & In Ho Lee, 1998. "Learning and Asymmetric Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 623-645, July.

  26. Scott, A. & Acemoglu, D., 1995. "Asymmetric Business Cycles: Theory and Time-series Evidence," Economics Series Working Papers 99173, University of Oxford, Department of Economics.

    Cited by:

    1. Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly Default And Asymmetric Real Business Cycles," LIDAM Discussion Papers IRES 2019018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    2. Chang-Jin Kim & Jeremy Piger, 2000. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Discussion Papers in Economics at the University of Washington 0021, Department of Economics at the University of Washington.
    3. Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2006. "Spurious Regression Under Broken‐Trend Stationarity," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 671-684, September.
    4. M Sensier & D van Dijk, 2001. "Short-term Volatility versus Long-term Growth: Evidence in US Macroeconomic Time Series," Centre for Growth and Business Cycle Research Discussion Paper Series 08, Economics, The University of Manchester.
    5. Edoardo GAFFEO & Ivan PETRELLA & Damjan PFAJFAR & Emiliano SANTORO, 2010. "Reference-dependent preferences and the transmission of monetary policy," Working Papers of Department of Economics, Leuven ces10.28, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
    6. František Brazdik & Michal Hlavacek & Aleš Marsal, 2012. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(3), pages 252-277, July.
    7. Martin Chalkley & In Ho Lee, 1998. "Learning and Asymmetric Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(3), pages 623-645, July.
    8. Li, Shuyun May & Dressler, Scott, 2011. "Business cycle asymmetry via occasionally binding international borrowing constraints," Journal of Macroeconomics, Elsevier, vol. 33(1), pages 33-41, March.
    9. Kiminori Matsuyama, 2007. "Aggregate Implications of Credit Market Imperfections," NBER Working Papers 13209, National Bureau of Economic Research, Inc.
    10. Ruge-Murcia, Francisco, 2012. "Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 914-938.
    11. Antonella Tutino, 2012. "Online Appendix to "Rationally inattentive consumption choices"," Online Appendices 11-143, Review of Economic Dynamics.
    12. Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2008. "Dating EU15 monthly business cycle jointly using GDP and IPI," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2007(3), pages 333-366.
    13. Ravn, Søren Hove, 2014. "Asymmetric monetary policy towards the stock market: A DSGE approach," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 24-41.
    14. Tenreyro, Silvana & Thwaites, Gregory, 2016. "Pushing on a string: US monetary policy is less powerful in recessions," LSE Research Online Documents on Economics 69214, London School of Economics and Political Science, LSE Library.
    15. Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso, 2011. "A assimetria dos ciclos económicos: Evidência internacional usando o teste triples [The asymmetry of business cycles: International evidence using triples test]," MPRA Paper 35208, University Library of Munich, Germany.
    16. Toni Ahnert & Christoph Bertsch, 2015. "A Wake-Up-Call Theory of Contagion," Staff Working Papers 15-14, Bank of Canada.
    17. Matthew Canzoneri & Fabrice Collard & Harris Dellas & Behzad Diba, 2012. "Fiscal Multipliers in Recessions," Diskussionsschriften dp1204, Universitaet Bern, Departement Volkswirtschaft.
    18. Burgess, Matthew G. & Langendorf, Ryan E. & Ippolito, Tara & Pielke, Roger Jr, 2020. "Optimistically biased economic growth forecasts and negatively skewed annual variation," SocArXiv vndqr, Center for Open Science.
    19. Boyan Jovanovic & Sai Ma, 2020. "Uncertainty and Growth Disasters," NBER Working Papers 28024, National Bureau of Economic Research, Inc.
    20. Kang, Kee-Youn & Jang, Inkee, 2020. "Dynamic Adverse Selection and Belief Update in Credit Markets," MPRA Paper 99071, University Library of Munich, Germany.
    21. Van Nieuwerburgh, Stijn & Veldkamp, Laura, 2006. "Learning asymmetries in real business cycles," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 753-772, May.
    22. W A Razzak, 1998. "Business cycle asymmetries and the nominal exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G98/4, Reserve Bank of New Zealand.
    23. Chang‐Jin Kim & Jeremy M. Piger & Richard Startz, 2007. "The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 187-204, February.
    24. Verbrugge, Randal, 2000. "Risk aversion, learning spillovers, and path-dependent economic growth," Economics Letters, Elsevier, vol. 68(2), pages 197-202, August.
    25. De Santis, Roberto A. & Tornese, Tommaso, 2024. "US monetary policy is more powerful in low economic growth regimes," Working Paper Series 2919, European Central Bank.
    26. Martin Kuncl, 2014. "Securitization under Asymmetric Information over the Business Cycle," CERGE-EI Working Papers wp506, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    27. Nicolas Magud, 2002. "On Asymmetric Business Cycles and the Effectiveness of Counter-Cyclical Fiscal Policies," University of Oregon Economics Department Working Papers 2005-20, University of Oregon Economics Department, revised 01 May 2005.
    28. Paul Beaudry & Tim Willems, 2018. "On the Macroeconomic Consequences of Over-Optimism," IMF Working Papers 2018/122, International Monetary Fund.
    29. Byoung‐Kyu Min & Yuchao Xiao, 2021. "Momentum, Reversals, and Business Cycle Turning Points," Abacus, Accounting Foundation, University of Sydney, vol. 57(4), pages 679-708, December.
    30. Spiros Bougheas & David I. Harvey & Alan Kirman & Douglas Nelson & Alan P. Kirman & Douglas R. Nelson, 2024. "Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters," CESifo Working Paper Series 10991, CESifo.
    31. Shen, Wenyi, 2015. "News, disaster risk, and time-varying uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 459-479.
    32. Kiss, Tamas & Nguyen, Hoang & Österholm, Pär, 2022. "Modelling Okun’s Law – Does non-Gaussianity Matter?," Working Papers 2022:1, Örebro University, School of Business.
    33. Richard Startz, 1998. "Growth States and Shocks," Discussion Papers in Economics at the University of Washington 0064, Department of Economics at the University of Washington.
    34. Kocaarslan, Baris & Soytas, Mehmet Ali & Soytas, Ugur, 2020. "The asymmetric impact of oil prices, interest rates and oil price uncertainty on unemployment in the US," Energy Economics, Elsevier, vol. 86(C).
    35. Geert Bekaert & Alexander Popov, 2019. "On the Link Between the Volatility and Skewness of Growth," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 746-790, December.
    36. Zacharias Psaradakis & Marián Vávra, 2015. "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
    37. Popov, Alexander & Rocholl, Jörg, 2015. "Financing constraints, employment, and labor compensation: evidence from the subprime mortgage crisis," Working Paper Series 1821, European Central Bank.
    38. McKay, Alisdair, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers 5756, C.E.P.R. Discussion Papers.
    39. Boyan Jovanovic, 2006. "Asymmetric Cycles," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(1), pages 145-162.
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    23. Stephen Bazen & Velayoudom Marimoutou, 2000. "Looking for a Needle in a Haystack? A Structural Time Series Model of the Relationship Between Teenage Employment and Minimum Wages in the United States," Econometric Society World Congress 2000 Contributed Papers 0495, Econometric Society.
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    1. Scott, A. & Acemoglu, D., 1995. "Asymmetric Business Cycles: Theory and Time-series Evidence," Economics Series Working Papers 99173, University of Oxford, Department of Economics.
    2. Yaya, OlaOluwa S. & Gil-Alana, Luis A., 2014. "The persistence and asymmetric volatility in the Nigerian stock bull and bear markets," Economic Modelling, Elsevier, vol. 38(C), pages 463-469.

  29. Daron Acemoglu & Andrew Scott, 1993. "Asymmetries in the Cyclical Behaviour of UK Markets," CEP Discussion Papers dp0146, Centre for Economic Performance, LSE.

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  30. Daron Acemoglu & Andrew Scott, 1993. "Consumer Confidence and Rational Expectations: Are Agents Beliefs Consistent with the Theory?," CEP Discussion Papers dp0119, Centre for Economic Performance, LSE.

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    1. Dées, Stéphane & Soares Brinca, Pedro, 2011. "Consumer confidence as a predictor of consumption spending: evidence for the United States and the euro area," Working Paper Series 1349, European Central Bank.
    2. Zuzana Rakovska & Dominika Ehrenbergerova & Martin Hodula, 2020. "The Power of Sentiment: Irrational Beliefs of Households and Consumer Loan Dynamics," Working Papers 2020/10, Czech National Bank.
    3. Easaw, Joshy Z. & Garratt, Dean & Heravi, Saeed M., 2005. "Does consumer sentiment accurately forecast UK household consumption? Are there any comparisons to be made with the US?," Journal of Macroeconomics, Elsevier, vol. 27(3), pages 517-532, September.
    4. Assaf, Ata & Charif, Husni & Mokni, Khaled, 2021. "Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?," Resources Policy, Elsevier, vol. 72(C).
    5. Chew Lian Chua & Sarantis Tsiaplias, 2008. "Can Consumer Sentiment and Its Components Forecast Australian GDP and Consumption?," Melbourne Institute Working Paper Series wp2008n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    6. Kyungbo Park & Hangook Kim & Jeonghwa Cha, 2023. "An Exploratory Study on the Development of a Crisis Index: Focusing on South Korea’s Petroleum Industry," Energies, MDPI, vol. 16(14), pages 1-24, July.
    7. Juhro, Solikin M. & Iyke, Bernard Njindan, 2020. "Consumer confidence and consumption expenditure in Indonesia," Economic Modelling, Elsevier, vol. 89(C), pages 367-377.
    8. Sarah Brown & Gaia Garino & Karl Taylor, 2008. "Mortgages and Financial Expectations: A Household‐Level Analysis," Southern Economic Journal, John Wiley & Sons, vol. 74(3), pages 857-878, January.
    9. W. Anthony Bryant & Joseph Macri, 2005. "Does sentiment explain consumption?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 29(1), pages 97-110, March.
    10. Bob McNabb & Karl Taylor, 2002. "Business Cycles and the Role of Confidence: Evidence from Europe," Discussion Papers in Economics 02/3, Division of Economics, School of Business, University of Leicester.
    11. Haozhe Shi & Ziming Jiao, 2023. "The Research on the Relationship between Consumption Downturn and COVID-19—Analysis of Survey Data from China," International Journal of Business and Management, Canadian Center of Science and Education, vol. 17(12), pages 1-90, February.
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    15. Juan A. Correa & Raúl Morales & Francisco Parro, 2018. "The Effects of Protests on Agents’ Expectations: Evidence from Students’ Demonstrations in Chile," The Developing Economies, Institute of Developing Economies, vol. 56(3), pages 221-235, September.
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    22. Kajal Lahiri & Yongchen Zhao, 2016. "Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers," Working Papers 2016-14, Towson University, Department of Economics, revised Jul 2016.
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    24. Andrzej Cieślik & Mahdi Ghodsi, 2021. "Economic Sentiment Indicators and Foreign Direct Investment: Empirical Evidence from European Union Countries," wiiw Working Papers 203, The Vienna Institute for International Economic Studies, wiiw.
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Articles

  1. Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott, 2019. "Government Debt Management: The Long and the Short of It," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(6), pages 2554-2604.
    See citations under working paper version above.
  2. Ellison, Martin & Scott, Andrew, 2013. "Learning and price volatility in duopoly models of resource depletion," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 806-820.
    See citations under working paper version above.
  3. Elisa Faraglia & Albert Marcet & Rigas Oikonomou & Andrew Scott, 2013. "The Impact of Debt Levels and Debt Maturity on Inflation," Economic Journal, Royal Economic Society, vol. 0, pages 164-192, February.
    See citations under working paper version above.
  4. Michael Joyce & David Miles & Andrew Scott & Dimitri Vayanos, 2012. "Quantitative Easing and Unconventional Monetary Policy – an Introduction," Economic Journal, Royal Economic Society, vol. 122(564), pages 271-288, November.

    Cited by:

    1. Bryane Michael, 2020. "Understanding the effects of growing central bank balance sheets on investment," Economic Affairs, Wiley Blackwell, vol. 40(3), pages 385-394, October.
    2. Eladio Febrero & Jorge Uxó & Óscar Dejuán, 2015. "The ECB During the Financial Crisis. Not so Unconventional!," Metroeconomica, Wiley Blackwell, vol. 66(4), pages 715-739, November.
    3. Reis, Ricardo, 2016. "Funding quantitative easing to target inflation," LSE Research Online Documents on Economics 67883, London School of Economics and Political Science, LSE Library.
    4. Anastasios Evgenidis & Stephanos Papadamou, 2021. "The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5684-5703, October.
    5. Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
    6. Zinn, Jesse Aaron, 2018. "An alternative framework for a textbook analysis of the money multiplier," SocArXiv ngrcz, Center for Open Science.
    7. Taiga Saito & Akihiko Takahashi, 2019. "A novel approach to asset pricing with choice of probability measures," CARF F-Series CARF-F-471, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Jan 2021.
    8. Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2018. "Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 94-109.
    9. M. Hashem Pesaran & Ron P Smith, 2014. "Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing," Birkbeck Working Papers in Economics and Finance 1406, Birkbeck, Department of Economics, Mathematics & Statistics.
    10. Lloyd, S. P., 2017. "Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing," Cambridge Working Papers in Economics 1735, Faculty of Economics, University of Cambridge.
    11. Josh Ryan-Collins, 2015. "Is Monetary Financing Inflationary? A Case Study of the Canadian Economy, 1935-75," Economics Working Paper Archive wp_848, Levy Economics Institute.
    12. Massimo Guidolin & Manuela Pedio, 2019. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers 19118, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    13. Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," CEPR Discussion Papers 13411, C.E.P.R. Discussion Papers.
    14. Kinateder, Harald & Wagner, Niklas, 2017. "Quantitative easing and the pricing of EMU sovereign debt," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 1-12.
    15. Anaya, Pablo & Hachula, Michael & Offermanns, Christian, 2015. "Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows," Discussion Papers 2015/35, Free University Berlin, School of Business & Economics.
    16. Coën, Alain & Lefebvre, Benoit & Simon, Arnaud, 2018. "International money supply and real estate risk premium: The case of the London office market," Journal of International Money and Finance, Elsevier, vol. 82(C), pages 120-140.
    17. Richard H. Clarida, 2019. "The Federal Reserve's Review of Its Monetary Policy Strategy, Tools, and Communication Practices : a speech the 2019 U.S. Monetary Policy Forum, sponsored by the Initiative on Global Markets at the Un," Speech 1038, Board of Governors of the Federal Reserve System (U.S.).
    18. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015. "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers 562, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    19. PANAGIOTIS Anastasiadis & EFTHIMIOS Katsaros & ANASTASIOS-TAXIARCHIS KOUTSIOUKIS, 2020. "Performance-Risk Nexus Of Global Low-Rated Etfs During The Qe-Tapering Period," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 15(1), pages 194-211, April.
    20. Sabri Boubaker & Duc Khuong Nguyen & Nikos Paltalidis, 2016. "Fiscal Policy Interventions at the Zero Lower Bound," Working Papers 2016-002, Department of Research, Ipag Business School.
    21. Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Papers wuwp222, Vienna University of Economics and Business, Department of Economics.
    22. Joyce, Michael & Liu, Zhuoshi & Tonks, Ian, 2014. "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England working papers 510, Bank of England.
    23. Dana Kiseľáková & Paulina Filip & Erika Onuferová & Tomáš Valentiny, 2020. "The Impact of Monetary Policies on the Sustainable Economic and Financial Development in the Euro Area Countries," Sustainability, MDPI, vol. 12(22), pages 1-21, November.
    24. Aleksandra Fedajev & Danijela Pantović & Isidora Milošević & Tamara Vesić & Aleksandra Jovanović & Magdalena Radulescu & Maria Cristina Stefan, 2023. "Evaluating the Outcomes of Monetary and Fiscal Policies in the EU in Times of Crisis: A PLS-SEM Approach," Sustainability, MDPI, vol. 15(11), pages 1-14, May.
    25. Ellen Ryan & Karl Whelan, 2021. "A Model of QE, Reserve Demand and the Money Multiplier," Working Papers 202107, School of Economics, University College Dublin.
    26. Döhrn, Roland & Barabas, György & Blagov, Boris & Fuest, Angela & Gebhardt, Heinz & Jäger, Philipp & Micheli, Martin & Rujin, Svetlana, 2017. "Die wirtschaftliche Entwicklung im Inland: Konjunktur weiter von Binnenwirtschaft getragen," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 68(1), pages 33-91.
    27. Chang, Jui-Chuan Della & Chang, Kuang-Liang, 2018. "The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 15-28.
    28. Neely, Christopher J., 2022. "How persistent are unconventional monetary policy effects?," Journal of International Money and Finance, Elsevier, vol. 126(C).
    29. Nicholas Crafts, 2013. "Returning to Growth: Policy Lessons from History," Fiscal Studies, Institute for Fiscal Studies, vol. 34(2), pages 255-282, June.
    30. Blattner, Tobias Sebastian & Joyce, Michael A. S., 2016. "Net debt supply shocks in the euro area and the implications for QE," Working Paper Series 1957, European Central Bank.
    31. Igor Živko & Mile Bošnjak, 2017. "Time Series Modeling of Inflation and its Volatility in Croatia," Notitia - journal for economic, business and social issues, Notitia Ltd., vol. 1(3), pages 1-10, December.
    32. Philippas, Dionisis & Papadamou, Stephanos & Tomuleasa, Iuliana, 2019. "The role of leverage in quantitative easing decisions: Evidence from the UK," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 308-324.
    33. Avalos, Fernando & Mamatzakis, Emmanuel, 2023. "Is bank resilience affected by unconventional monetary policy in the Euro area?," Journal of International Money and Finance, Elsevier, vol. 130(C).
    34. de Mendonça, Helder Ferreira & Nascimento, Natalia Cunha, 2020. "Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    35. Martin Feldkircher & Florian Huber & Michael Pfarrhofer, 2020. "Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession," Papers 2007.15419, arXiv.org.
    36. Miles, David & Schanz, Jochen, 2015. "The relevance or otherwise of the central bank’s balance sheet," Discussion Papers 41, Monetary Policy Committee Unit, Bank of England.
    37. Amendola, Nicola & Carbonari, Lorenzo & Ferraris, Leo, 2024. "Three liquid assets," Macroeconomic Dynamics, Cambridge University Press, vol. 28(3), pages 675-698, April.
    38. Yasuhiro Yamamoto, 2020. "Less competitive bank markets: Conventional and unconventional monetary policies through bank‐lending channels," International Finance, Wiley Blackwell, vol. 23(2), pages 277-296, August.
    39. Matthias Neuenkirch & Matthias Nöckel, 2017. "The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics 2017-02, University of Trier, Department of Economics.
    40. Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios, 2015. "Intraday exchange rate volatility transmissions across QE announcements," Finance Research Letters, Elsevier, vol. 14(C), pages 128-134.
    41. Schilirò, Daniele, 2017. "Imbalances and policies in the Eurozone," MPRA Paper 82847, University Library of Munich, Germany.
    42. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 42-52.
    43. Castle, Jennifer L. & Kurita, Takamitsu, 2021. "A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
    44. Kutlu, Levent & Mamatzakis, Emmanuel & Tsionas, Mike G., 2022. "A principal–agent approach for estimating firm efficiency: Revealing bank managerial behavior," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    45. Thibaud Cargoet & Jean-Christophe Poutineau, 2018. "Financial Disruption and State Dependant Credit Policy," Post-Print halshs-01683785, HAL.
    46. Stephen Anthony & Hamid Yahyaei, 2022. "Bringing Credibility Back to Macroeconomic Policy Frameworks," Economic Papers, The Economic Society of Australia, vol. 41(3), pages 276-295, September.
    47. Hanming Fang & Yongqin Wang & Xian Wu, 2020. "The Collateral Channel of Monetary Policy: Evidence from China," NBER Working Papers 26792, National Bureau of Economic Research, Inc.
    48. Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
    49. Francois John Nana, 2020. "Foreign official holdings of US treasuries, stock effect and the economy: a DSGE approach," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-28, January.
    50. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    51. Nady Rapelanoro, 2016. "Spillover effects of global liquiditys expansion on emerging countries: evidences from a Panel VAR approach," EconomiX Working Papers 2016-17, University of Paris Nanterre, EconomiX.
    52. Carlos Garriga & Aaron Hedlund, 2019. "Crises in the Housing Market: Causes, Consequences, and Policy Lessons," Working Papers 2019-33, Federal Reserve Bank of St. Louis.
    53. Koráb, Petr & Saadaoui Mallek, Ray & Dibooglu, Sel, 2021. "Effects of quantitative easing on firm performance in the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    54. Josh Ryan-Collins & Frank van Lerven, 2018. "Bringing the helicopter to ground: a historical review of fiscal-monetary coordination to support economic growth in the 20th century," Working Papers PKWP1810, Post Keynesian Economics Society (PKES).
    55. Mitsuru Katagiri & Koji Takahashi, 2017. "Do Term Premiums Matter? Transmission via Exchange Rate Dynamics," Bank of Japan Working Paper Series 17-E-7, Bank of Japan.
    56. Sofya Kolesnik & Elizaveta Dobronravova, 2022. "Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 3-22, March.
    57. Robin Greenwood & Samuel Hanson & Dimitri Vayanos, 2015. "Forward Guidance in the Yield Curve: Short Rates versus Bond Supply," NBER Working Papers 21750, National Bureau of Economic Research, Inc.
    58. Rui Wang, 2021. "Evaluating the Unconventional Monetary Policy of the Bank of Japan: A DSGE Approach," JRFM, MDPI, vol. 14(6), pages 1-18, June.
    59. Wang, Ling, 2022. "The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    60. Sinitskaya, Ekaterina, 2014. "Computational modeling of an economy using elements of artificial intelligence," ISU General Staff Papers 201401010800005291, Iowa State University, Department of Economics.
    61. Jörg Bibow, 2015. "The euro's savior? Assessing the ECB's crisis management performance and potential for crisis resolution," IMK Studies 42-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
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    63. Martin, Feldkircher & Thomas, Gruber & Florian, Huber, 2019. "International effects of a compression of euro area yield curves," Working Papers in Economics 2019-1, University of Salzburg.
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    65. Yeboah, Samuel, 2022. "A Systematic Review of the Association between Fiscal Policy and Monetary Policy: Interactions, Challenges, and Implications," MPRA Paper 117530, University Library of Munich, Germany, revised 15 Dec 2022.
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    141. Juhro, Solikin M. & Anglingkusumo, Reza, 2021. "The Impact of Post-GFC Monetary Policy in the US on Capital Flows to the SEACEN Economies," MPRA Paper 115721, University Library of Munich, Germany.
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    143. Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio, 2023. "Unconventional monetary policies and credit co-movement in the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
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    147. Bo, Lijun & Li, Tongqing & Yu, Xiang, 2022. "Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 622-654.
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    150. Michal Jurek & Pawel Marszalek, 2015. "Policy alternatives for the relationship between ECB monetary and financial policies and new member states," Working papers wpaper112, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
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    152. Salachas, Evangelos N. & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017. "The bank-lending channel and monetary policy during pre- and post-2007 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 176-187.
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  5. Faraglia, Elisa & Marcet, Albert & Scott, Andrew, 2010. "In search of a theory of debt management," Journal of Monetary Economics, Elsevier, vol. 57(7), pages 821-836, October.
    See citations under working paper version above.
  6. Chen, Natalie & Imbs, Jean & Scott, Andrew, 2009. "The dynamics of trade and competition," Journal of International Economics, Elsevier, vol. 77(1), pages 50-62, February.
    See citations under working paper version above.
  7. Marcet, Albert & Scott, Andrew, 2009. "Debt and deficit fluctuations and the structure of bond markets," Journal of Economic Theory, Elsevier, vol. 144(2), pages 473-501, March.
    See citations under working paper version above.
  8. Elisa Faraglia & Albert Marcet & Andrew Scott, 2008. "Fiscal Insurance and Debt Management in OECD Economies," Economic Journal, Royal Economic Society, vol. 118(527), pages 363-386, March.
    See citations under working paper version above.
  9. Scott, Andrew, 2007. "Optimal taxation and OECD labor taxes," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 925-944, April.

    Cited by:

    1. Gervais, Martin & Mennuni, Alessandro, 2015. "Optimal fiscal policy in the neoclassical growth model revisited," European Economic Review, Elsevier, vol. 73(C), pages 1-17.
    2. Marcet, Albert & Scott, Andrew & Faraglia, Elisa, 2008. "In Search of a Theory of Debt Management," CEPR Discussion Papers 6859, C.E.P.R. Discussion Papers.
    3. Faraglia, Elisa & Oikonomou, Rigas & Equiza-Goñi, Juan, 2016. "Union Debt Management," CEPR Discussion Papers 11181, C.E.P.R. Discussion Papers.
    4. James M. Nason & Shaun P. Vahey, 2011. "UK World War I and interwar data for business cycle and growth analysis," Working Papers 11-10, Federal Reserve Bank of Philadelphia.
    5. Grechyna, Daryna, 2015. "Debt and Deficit Fluctuations in a Time-Consistent Setup," MPRA Paper 63729, University Library of Munich, Germany.
    6. Mireille Chiroleu-Assouline & Mouez Fodha, 2010. "Double Dividend and Distribution of Welfare : Advanced Results and Empirical Considerations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00519529, HAL.
    7. Boris Chafwehé & François Courtoy, 2021. "Optimal Taxes and Transfers with Household Heterogeneity," LIDAM Discussion Papers IRES 2021009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    8. Mireille Chiroleu-Assouline & Mouez Fodha, 2011. "Verdissement de la fiscalité : à qui profite le double dividende ?," Post-Print halshs-00601768, HAL.
    9. Albert Marcet & Albert Scott, 2007. "Debt and Deficit Fluctuations and the Structure of Bond Markets," Working Papers 332, Barcelona School of Economics.
    10. Arseneau, David M. & Chugh, Sanjay K., 2008. "Optimal fiscal and monetary policy with costly wage bargaining," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1401-1414, November.
    11. Květa Kubátová, 2009. "Optimal Taxation - Review of Theory [Optimální zdanění - přehled dosavadní teorie]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2009(3), pages 24-36.
    12. Yves Nosbusch, 2008. "Interest Costs and the Optimal Maturity Structure Of Government Debt," Economic Journal, Royal Economic Society, vol. 118(527), pages 477-498, March.
    13. Caprioli, Francesco, 2015. "Optimal fiscal policy under learning," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 101-124.
    14. Mireille Chiroleu-Assouline, 2015. "La fiscalité environnementale en France peut-elle devenir réellement écologique ?. État des lieux et conditions d’acceptabilité," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 129-165.
    15. Canzoneri, Matthew & Cumby, Robert & Diba, Behzad, 2016. "Optimal money and debt management: Liquidity provision vs tax smoothing," Journal of Monetary Economics, Elsevier, vol. 83(C), pages 39-53.

  10. Chryssi Giannitsarou & Andrew Scott & Eric M. Leeper, 2006. "Inflation Implications of Rising Government Debt [with Comments]," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 2006(1), pages 393-439.

    Cited by:

    1. Hasko, Harri, 2007. "Some unpleasant fiscal arithmetic: the role of monetary and fiscal policy in public debt dynamics since the 1970s," Bank of Finland Research Discussion Papers 28/2007, Bank of Finland.

  11. Ellison, Martin & Scott, Andrew, 2000. "Sticky prices and volatile output," Journal of Monetary Economics, Elsevier, vol. 46(3), pages 621-632, December.
    See citations under working paper version above.
  12. Scott, Andrew, 2000. "Optimal consumption when capital markets are imperfect," Economics Letters, Elsevier, vol. 66(1), pages 65-70, January.

    Cited by:

    1. Besley, Tim & Surico, Paolo & Meads, Neil, 2008. "Household External Finance and Consumption," CEPR Discussion Papers 6934, C.E.P.R. Discussion Papers.
    2. Roy Chowdhury, Sahana, 2010. "Technology and outsourcing: An explanation to the rising wage gap," Economic Modelling, Elsevier, vol. 27(1), pages 380-387, January.

  13. Scott, Andrew & Uhlig, Harald, 1999. "Fickle investors: An impediment to growth?," European Economic Review, Elsevier, vol. 43(7), pages 1345-1370, June.
    See citations under working paper version above.
  14. Holland, Allison & Scott, Andrew, 1998. "The Determinants of UK Business Cycles," Economic Journal, Royal Economic Society, vol. 108(449), pages 1067-1092, July.
    See citations under working paper version above.
  15. Millard, Stephen & Scott, Andrew & Sensier, Marianne, 1997. "The Labour Market over the Business Cycle: Can Theory Fit the Facts?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 13(3), pages 70-92, Autumn.
    See citations under working paper version above.
  16. Acemoglu, Daron & Scott, Andrew, 1997. "Asymmetric business cycles: Theory and time-series evidence," Journal of Monetary Economics, Elsevier, vol. 40(3), pages 501-533, December.
    See citations under working paper version above.
  17. Barber, Colin & Robertson, Donald & Scott, Andrew, 1997. "Property and Inflation: The Hedging Characteristics of U.K. Commercial Property, 1967-1994," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 59-76, July.

    Cited by:

    1. Charles Nelson & Jeremy Piger & Eric Zivot, 1999. "Unit Root Tests in the Presence of Markov Regime-Switching," Discussion Papers in Economics at the University of Washington 0040, Department of Economics at the University of Washington.
    2. Gary John Rangel & Jason Wei Jian Ng, 2017. "Macroeconomic Drivers of Singapore Private Residential Prices: A Markov-Switching Approach," Capital Markets Review, Malaysian Finance Association, vol. 25(2), pages 15-31.

  18. Acemoglu, Daron & Scott, Andrew, 1994. "Consumer Confidence and Rational Expectations: Are Agents' Beliefs Consistent with the Theory?," Economic Journal, Royal Economic Society, vol. 104(422), pages 1-19, January.
    See citations under working paper version above.
  19. Acemoglu, Daron & Scott, Andrew, 1994. "Asymmetries in the Cyclical Behaviour of UK Labour Markets," Economic Journal, Royal Economic Society, vol. 104(427), pages 1303-1323, November.

    Cited by:

    1. 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.
    2. Jorge Andrés Tamayo Castaño, 2012. "Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico," Borradores de Economia 9286, Banco de la Republica.
    3. Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2010. "Asymmetric unemployment rate dynamics in Australia," CREATES Research Papers 2010-02, Department of Economics and Business Economics, Aarhus University.
    4. Clements, M.C. & Krolzig, H.-M., 2001. "Modelling Business Cycle Features Using Switching Regime Models," Economics Series Working Papers 9958, University of Oxford, Department of Economics.
    5. Luis Eduardo Arango & Luis Fernando Melo, 2001. "Expansions and Contractions in Some Latin American Countries: A View Throught Non- Linear Models," Borradores de Economia 2691, Banco de la Republica.
    6. Akram,Q.F. & Nymoen,R., 2001. "Employment behaviour in slack and tight labour markets," Memorandum 27/2001, Oslo University, Department of Economics.
    7. Philip Stevens, 2004. "Skill Shortages and Firms' Employment Behaviour," National Institute of Economic and Social Research (NIESR) Discussion Papers 240, National Institute of Economic and Social Research.
    8. Philip Arestis & Iris Biefang-Frisancho Mariscal, "undated". "Capital Shortages and Asymmetries in UK Unemployment," Working Papers 9607, University of East London, Department of Economics.
    9. Adjemian, Stéphane & Karamé, Frédéric & Langot, François, 2021. "Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics," Dynare Working Papers 71, CEPREMAP.
    10. Burgess, Matthew G. & Langendorf, Ryan E. & Ippolito, Tara & Pielke, Roger Jr, 2020. "Optimistically biased economic growth forecasts and negatively skewed annual variation," SocArXiv vndqr, Center for Open Science.
    11. Tim Willems, 2010. "Labor Market Matching under Imperfect Information," Tinbergen Institute Discussion Papers 10-098/2, Tinbergen Institute, revised 13 May 2011.
    12. Clements, Michael P & Smith, Jeremy, 1999. "A Monte Carlo Study of the Forecasting Performance of Empirical SETAR Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 123-141, March-Apr.
    13. Karen Mumford & Peter N. Smith, 2000. "Men, Women and the Hiring Function," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 374-385, December.
    14. Nikolaos Mylonidis, 2003. "Financial variables as leading indicators in Greece," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 9(4), pages 268-278, November.
    15. Philip M. Bodman, 1998. "Asymmetry and Duration Dependence in Australian GDP and Unemployment," The Economic Record, The Economic Society of Australia, vol. 74(227), pages 399-411, December.
    16. Jorge Andrés Tamayo Castaño, 2012. "Asimetrías en la demanda por trabajo en Colombia: el papel del ciclo económico," Borradores de Economia 689, Banco de la Republica de Colombia.
    17. Brian Tavonga Mazorodze & Noureen Siddiq, 2018. "On the Unemployment Output Relation in South Africa: A Non-Linear ARDL Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 10(5), pages 167-178.
    18. Geert Bekaert & Alexander Popov, 2019. "On the Link Between the Volatility and Skewness of Growth," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 746-790, December.
    19. Feve, Patrick, 2002. "Solving labor demand models under asymmetric adjustment costs," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 797-809, May.
    20. Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002. "A Markov-switching vector equilibrium correction model of the UK labour market," Empirical Economics, Springer, vol. 27(2), pages 233-254.
    21. Arango, Luis E. & Melo, Luis F., 2006. "Expansions and contractions in Brazil, Colombia and Mexico: A view through nonlinear models," Journal of Development Economics, Elsevier, vol. 80(2), pages 501-517, August.
    22. Frédéric Karamé, 2015. "Asymmetries and Markov-switching structural VAR," Post-Print hal-02296101, HAL.
    23. McKay, Alisdair, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers 5756, C.E.P.R. Discussion Papers.
    24. Colleen Carey & Stephen H. Shore, 2013. "From the Peaks to the Valleys: Cross-State Evidence on Income Volatility over the Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 95(2), pages 549-562, May.
    25. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008. "Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks," Faculty Working Papers 11/08, School of Economics and Business Administration, University of Navarra.
    26. Tamayo Castaño, Jorge Andrés, 2012. "Asimetrías en la demanda por trabajo en Colombia : el papel del ciclo económico," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 12, pages 487-542, Banco de la Republica de Colombia.
    27. Guglielmo Maria Caporale & Marinko Škare, 2011. "Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel," CESifo Working Paper Series 3502, CESifo.
    28. Peat, Maurice & Stevenson, Max, 1996. "Asymmetry in the business cycle: Evidence from the Australian labour market," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 353-368, September.
    29. D. Jones & Maurice Peat & Max Stevenson, 1996. "Does the Process of Spatial Aggregation of U.K. Unemplyment Rate Series Serve to Induce or Remove Evidence of Asymmetry in the Business Cycle," Working Paper Series 67, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    30. Jesús Crespo Cuaresma, 2003. "Okun's Law Revisited," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 439-451, September.
    31. Skalin, Joakim & Teräsvirta, Timo, 1998. "Modelling asymmetries and moving equilibria in unemployment rates," SSE/EFI Working Paper Series in Economics and Finance 262, Stockholm School of Economics, revised Jul 1999.
    32. Narayan, Paresh Kumar, 2008. "Understanding the importance of permanent and transitory shocks at business cycle horizons for the UK," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2879-2888.
    33. Gilles Dufrénot & Valérie Mignon, 2002. "La cointégration non linéaire : une note méthodologique," Économie et Prévision, Programme National Persée, vol. 155(4), pages 117-137.
    34. Yaya, OlaOluwa S. & Gil-Alana, Luis A., 2014. "The persistence and asymmetric volatility in the Nigerian stock bull and bear markets," Economic Modelling, Elsevier, vol. 38(C), pages 463-469.
    35. Öcal Nadir, 2000. "Nonlinear Models for U.K. Macroeconomic Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(3), pages 1-15, October.
    36. Akram, Q. Farooq & Nymoen, Ragnar, 2006. "Econometric modelling of slack and tight labour markets," Economic Modelling, Elsevier, vol. 23(4), pages 579-596, July.
    37. João Sousa Andrade, 2007. "Uma Aplicação da Lei de Okun em Portugal," GEMF Working Papers 2007-04, GEMF, Faculty of Economics, University of Coimbra.
    38. Michael P. Clements & Hans-Martin Krolzig, 2004. "Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 1-14.
    39. Olorunsola E. Olowofeso & Sani Doguwa, 2013. "Consumer sentiment and confidence indices in Nigeria: a panel data analysis," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 191-216, Bank for International Settlements.
    40. Alogoskoufis, George & Malliaris, A.G. & Stengos, Thanasis, 2023. "The scope and methodology of economic and financial asymmetries," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    41. Corinne Perraudin, 1995. "La dynamique asymétrique de l'emploi au cours du cycle," Économie et Prévision, Programme National Persée, vol. 120(4), pages 121-139.
    42. Oleksii Romanko & Mary O'Mahony, 2022. "The Use of Online Job Sites for Measuring Skills and Labour Market Trends: A Review," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-19, Economic Statistics Centre of Excellence (ESCoE).
    43. Spyros Andreopoulos, 2006. "The real interest rate, the real oil price, and US unemployment revisited," Bristol Economics Discussion Papers 06/592, School of Economics, University of Bristol, UK.
    44. Gunnar Bårdsen & Stan Hurn & Zoë McHugh, 2002. "A smooth-transition model of the Australian unemployment rate," Working Paper Series 1002, Department of Economics, Norwegian University of Science and Technology, revised 01 Jul 2003.

  20. Harvey, Andrew & Scott, Andrew, 1994. "Seasonality in Dynamic Regression Models," Economic Journal, Royal Economic Society, vol. 104(427), pages 1324-1345, November.
    See citations under working paper version above.
  21. Robertson, Donald & Scott, Andrew, 1993. "The Estimation of Single Equation Rational Expectations Models: An Application to UK Consumption," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(2), pages 237-244, May.

    Cited by:

    1. Groom, Ben & Maddison, David, 2018. "New estimates of the elasticity of marginal utility for the UK," LSE Research Online Documents on Economics 87526, London School of Economics and Political Science, LSE Library.

  22. Dinenis, Elias & Scott, Andrew, 1993. "What Determines Institutional Investment? An Examination of UK Pension Funds in the 1980s," Oxford Economic Papers, Oxford University Press, vol. 45(2), pages 292-310, April.

    Cited by:

    1. Michael A.S. Joyce & Zhuoshi Liu & Ian Tonks, 2017. "Institutional Investors and the QE Portfolio Balance Channel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1225-1246, September.
    2. Joyce, Michael & Liu, Zhuoshi & Tonks, Ian, 2014. "Institutional investor portfolio allocation, quantitative easing and the global financial crisis," Bank of England working papers 510, Bank of England.
    3. Bonizzi, Bruno, 2015. "Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand," MPRA Paper 61784, University Library of Munich, Germany.
    4. Douglas, Graeme & Roberts-Sklar, Matt, 2018. "What drives UK defined benefit pension funds' investment behaviour?," Bank of England working papers 757, Bank of England.
    5. George, Donald A R, 2012. "A two-sector growth model with institutional saving and investment," SIRE Discussion Papers 2012-28, Scottish Institute for Research in Economics (SIRE).
    6. Blake, David, 2003. "Modelling the composition of personal sector wealth in the United Kingdom," LSE Research Online Documents on Economics 24866, London School of Economics and Political Science, LSE Library.
    7. Donald George, 2017. "A Pasinetti model of savings and growth," Edinburgh School of Economics Discussion Paper Series 278, Edinburgh School of Economics, University of Edinburgh.
    8. D. Peter Broer & W. Jos Jansen, 1998. "Dynamic Portfolio Adjustment and Capital Controls: A Euler Equation Approach," Southern Economic Journal, John Wiley & Sons, vol. 64(4), pages 902-921, April.

Chapters

  1. Elisa Faraglia & Albert Marcet & Andrew Scott, 2012. "Debt management and optimal fiscal policy with long bonds," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 177-212, Bank for International Settlements.

    Cited by:

    1. Marcet, Albert & Scott, Andrew & Faraglia, Elisa & Oikonomou, Rigas, 2012. "The Impact of Debt Levels and Debt Maturity on Inflation," CEPR Discussion Papers 9257, C.E.P.R. Discussion Papers.
    2. Thomas Sargent & Mikhail Golosov & David Evans & anmol bhandari, 2014. "Optimal Taxation with Incomplete Markets," 2014 Meeting Papers 1276, Society for Economic Dynamics.
    3. Thomas Sargent & Mikhail Golosov & David Evans & anmol bhandari, 2016. "Fiscal Policy and Debt Management with Incomplete Markets," 2016 Meeting Papers 1284, Society for Economic Dynamics.
    4. Richhild Moessner & Philip Turner, 2012. "Threat of fiscal dominance? Workshop summary," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 1-12, Bank for International Settlements.
    5. Fabrizio Zampolli, 2012. "Sovereign debt management as an instrument of monetary policy: an overview," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 97-118, Bank for International Settlements.
    6. Richhild Moessner, 2012. "Comment," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 239-241, Bank for International Settlements.

  2. Chryssi Giannitsarou & Andrew Scott, 2008. "Inflation Implications of Rising Government Debt," NBER Chapters, in: NBER International Seminar on Macroeconomics 2006, pages 393-442, National Bureau of Economic Research, Inc.
    See citations under working paper version above.

Books

  1. Marimon, Ramon & Scott, Andrew (ed.), 2001. "Computational Methods for the Study of Dynamic Economies," OUP Catalogue, Oxford University Press, number 9780199248278.

    Cited by:

    1. Yann Algan & Edouard Challe & Xavier Ragot, 2011. "Incomplete markets and the output-inflation tradeoff," SciencePo Working papers Main hal-01169657, HAL.
    2. Mikhail Ossama, 2005. "Economic Freedom and the Business Cycle: The Egyptian Experience," Review of Middle East Economics and Finance, De Gruyter, vol. 3(1), pages 1-19, April.
    3. Miroljub Labus & Milica Labus, 2019. "Monetary Transmission Channels in DSGE Models: Decomposition of Impulse Response Functions Approach," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 27-50, January.
    4. Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 207-223, April.
    5. Jenö Pál & John Stachurski, 2011. "Fitted Value Function Iteration With Probability One Contractions," ANU Working Papers in Economics and Econometrics 2011-560, Australian National University, College of Business and Economics, School of Economics.
    6. Maurizio Bovi & Roy Cerqueti, 2016. "Forecasting macroeconomic fundamentals in economic crises," Annals of Operations Research, Springer, vol. 247(2), pages 451-469, December.
    7. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, December.
    8. Robert Kirkby, 2017. "A Toolkit for Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 1-15, January.
    9. Keyvan Eslami & Tom Phelan, 2023. "The Art of Temporal Approximation An Investigation into Numerical Solutions to Discrete and Continuous-Time Problems in Economics," Working Papers 23-10, Federal Reserve Bank of Cleveland.
    10. Robert Kirkby Author-Email: robertkirkby@gmail.com|, 2017. "Convergence of Discretized Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 117-153, January.
    11. Robert Kirkby, 2016. "Value Function Iteration Toolkit: In Matlab, on the GPU," EcoMod2016 9122, EcoMod.

  2. Marimon, Ramon & Scott, Andrew (ed.), 1999. "Computational Methods for the Study of Dynamic Economies," OUP Catalogue, Oxford University Press, number 9780198294979.

    Cited by:

    1. Haider, Adnan & Khan, Safdar Ullah, 2008. "A Small Open Economy DSGE Model for Pakistan," MPRA Paper 12977, University Library of Munich, Germany, revised 17 Jan 2009.
    2. Xiaoji Lin, 2009. "Endogenous Technological Progress and the Cross Section of Stock Returns," FMG Discussion Papers dp634, Financial Markets Group.
    3. Robert E. Lucas Jr. & Benjamin Moll, 2014. "Knowledge Growth and the Allocation of Time," Journal of Political Economy, University of Chicago Press, vol. 122(1), pages 1-51.
    4. Tan, Fei, 2018. "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper 90487, University Library of Munich, Germany.
    5. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2006. "Economic and VAR Shocks: What Can Go Wrong?," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 466-474, 04-05.
    6. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
    7. Gian Luca Clementi & Berardino Palazzo, 2013. "Entry, Exit, Firm Dynamics, and Aggregate Fluctuations," NBER Working Papers 19217, National Bureau of Economic Research, Inc.
    8. Harald Uhlig, 2006. "Approximate Solutions to Dynamic Models - Linear Methods," SFB 649 Discussion Papers SFB649DP2006-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    9. Kobayashi, Keiichiro & Nakajima, Tomoyuki & Inaba, Masaru, 2012. "Collateral Constraint And News-Driven Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 16(5), pages 752-776, November.
    10. Richard Dennis, 2000. "Steps toward identifying central bank policy preferences," Working Paper Series 2000-13, Federal Reserve Bank of San Francisco.
    11. Cavallo, Michele & Ghironi, Fabio, 2002. "Net foreign assets and the exchange rate: Redux revived," Journal of Monetary Economics, Elsevier, vol. 49(5), pages 1057-1097, July.
    12. Matteo Iacoviello, 2008. "Household Debt and Income Inequality, 1963-2003," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(5), pages 929-965, August.
    13. Richard W. Evans & Kerk L. Phillips, 2012. "OLG Life Cycle Model Transition Paths: Alternate Model Forecast Method," BYU Macroeconomics and Computational Laboratory Working Paper Series 2012-04, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
    14. 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.
    15. Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
    16. Keisuke Otsu, 2007. "A Neoclassical Analysis of the Postwar Japanese Economy," IMES Discussion Paper Series 07-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
    17. Falato, Antonio, 2009. "Happiness maintenance and asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1247-1262, June.
    18. Claus, Iris, 2013. "Is the value added tax a useful macroeconomic stabilization instrument?," Economic Modelling, Elsevier, vol. 30(C), pages 366-374.
    19. Barthélemy, Jean & Clerc, Laurent & Marx, Magali, 2011. "A two-pillar DSGE monetary policy model for the euro area," Economic Modelling, Elsevier, vol. 28(3), pages 1303-1316, May.
    20. Zheng Liu & Daniel F. Waggoner & Tao Zha, 2007. "Asymmetric expectation effects of regime shifts and the Great Moderation," Working Papers 653, Federal Reserve Bank of Minneapolis.
    21. Dionissi Aliprantis & Daniel R. Carroll, 2018. "Neighborhood dynamics and the distribution of opportunity," Quantitative Economics, Econometric Society, vol. 9(1), pages 247-303, March.
    22. Viktor Tsyrennikov & Serguei Maliar & Lilia Maliar & Cristina Arellano, 2015. "Envelope Condition Method with an Application to Default Risk Models," 2015 Meeting Papers 1239, Society for Economic Dynamics.
    23. Massimo Franchi & Paolo Paruolo, 2015. "Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation," Computational Economics, Springer;Society for Computational Economics, vol. 46(4), pages 613-626, December.
    24. Francesco Busato & Bruno Chiarini & Elisabetta Marzano, 2008. "Consumption and income smoothing," Applied Economics, Taylor & Francis Journals, vol. 40(17), pages 2191-2207.
    25. Matteo Iacoviello, 2002. "House prices, borrowing constraints and monetary policy in the business cycle," Boston College Working Papers in Economics 542, Boston College Department of Economics, revised 06 Dec 2004.
    26. Esther Eiling & Raymond Kan & Ali Sharifkhani, 2018. "Sectoral Labor Reallocation and Return Predictability," Working Papers 2018-006, Human Capital and Economic Opportunity Working Group.
    27. Galí, Jordi & Rabanal, Pau, 2004. "Technology Shocks and Aggregate Fluctuations: How Well Does the RBC Model Fit Post-War US Data?," CEPR Discussion Papers 4522, C.E.P.R. Discussion Papers.
    28. Federico Bonetto & Maurizio Iacopetta, 2018. "A Dynamic Analysis of Nash Equilibria in Search Models with Fiat Money," Papers 1805.04733, arXiv.org.
    29. Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Discussion Paper 2011-090, Tilburg University, Center for Economic Research.
    30. Lombardi, Marco J. & Sgherri, Silvia, 2007. "(Un)naturally low? Sequential Monte Carlo tracking of the US natural interest rate," Working Paper Series 794, European Central Bank.
    31. Lans Bovenberg & Harald Uhlig, 2008. "Pension Systems and the Allocation of Macroeconomic Risk," NBER Chapters, in: NBER International Seminar on Macroeconomics 2006, pages 241-344, National Bureau of Economic Research, Inc.
    32. Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006. "Comparing solution methods for dynamic equilibrium economies," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
    33. Dennis, Richard & Kirsanova, Tatiana, 2014. "Computing Markov-Perfect Optimal Policies in Business-Cycle Models," SIRE Discussion Papers 2015-64, Scottish Institute for Research in Economics (SIRE).
    34. Linnemann, Ludger & Schabert, Andreas, 2003. "Fiscal Policy in the New Neoclassical Synthesis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(6), pages 911-929, December.
    35. Christian Bustamante, 2011. "Política monetaria contracíclica y encaje bancario," Borradores de Economia 646, Banco de la Republica de Colombia.
    36. U. Devrim Demirel, 2020. "Labor Market Effects of Tax Changes in Times of High and Low Unemployment: Working Paper 2020-05," Working Papers 56522, Congressional Budget Office.
    37. Paul Gomme & Paul Klein, 2009. "Second-order approximation of dynamic models without the use of tensors," Working Papers 09004, Concordia University, Department of Economics, revised 28 Apr 2010.
    38. Marcelo Veracierto, 2020. "Computing Equilibria of Stochastic Heterogeneous Agent Models Using Decision Rule Histories," Working Paper Series WP 2020-05, Federal Reserve Bank of Chicago.
    39. Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018. "Generalized exogenous processes in DSGE: A Bayesian approach," IMFS Working Paper Series 125, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    40. Orazio P. Attanasio & Guglielmo Weber, 2010. "Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policy," NBER Working Papers 15756, National Bureau of Economic Research, Inc.
    41. Michael Creel, 2008. "Using Parallelization to Solve a Macroeconomic Model: A Parallel Parameterized Expectations Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 343-352, November.
    42. Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006. "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers 2006-FE-01, University of Oxford, Department of Economics.
    43. Jim Malley & Apostolis Philippopoulos & Ulrich Woitek, 2007. "To React or Not? Fiscal Policy, Volatility and Welfare in the EU-3," Working Papers 2007_02, Business School - Economics, University of Glasgow.
    44. Rafael Gerke & Jens Rubart, 2006. "The Role Of Money Demand In A Business Cycle Model With Staggered Wage Contracts," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 52-72, May.
    45. Klein, Alexander & Otsuy, Keisuke, 2013. "Efficiency, Distortions and Factor Utilization during the Interwar Period," CAGE Online Working Paper Series 147, Competitive Advantage in the Global Economy (CAGE).
    46. S. Sirakaya & Stephen Turnovsky & M. Alemdar, 2006. "Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 185-206, May.
    47. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2007. "Estimating Macroeconomic Models: A Likelihood Approach," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1059-1087.
    48. Frederico Belo & Xiaoji Lin & Jun Li & Xiaofei Zhao, 2015. "Labor-Force Heterogeneity and Asset Prices: the Importance of Skilled Labor," NBER Working Papers 21487, National Bureau of Economic Research, Inc.
    49. Chryssi Giannitsarou & Eva Carceles-Poveda, 2004. "Adaptive Learning in Practice," Computing in Economics and Finance 2004 271, Society for Computational Economics.
    50. Marco Cozzi, 2013. "Equilibrium Heterogeneous-agent Models As Measurement Tools: Some Monte Carlo Evidence," Working Paper 1277, Economics Department, Queen's University.
    51. Giannitsarou, Chryssi, 2006. "Supply-side reforms and learning dynamics," Journal of Monetary Economics, Elsevier, vol. 53(2), pages 291-309, March.
    52. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013. "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers 201313, University of Pretoria, Department of Economics.
    53. Andrew Bauer & Nicholas Haltom & Juan F. Rubio-Ramirez, 2003. "Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model," FRB Atlanta Working Paper 2003-32, Federal Reserve Bank of Atlanta.
    54. Bo Hyun Chang & Yongsung Chang & Sun-Bin Kim, 2015. "Pareto Weights in Practice: Income Inequality and Tax reform," RCER Working Papers 590, University of Rochester - Center for Economic Research (RCER).
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