IDEAS home Printed from https://ideas.repec.org/f/pmo975.html
   My authors  Follow this author

Alban Moura

Personal Details

First Name:Alban
Middle Name:
Last Name:Moura
Suffix:
RePEc Short-ID:pmo975
[This author has chosen not to make the email address public]
https://sites.google.com/site/albanjmoura/
Terminal Degree:2017 Toulouse School of Economics (TSE) (from RePEc Genealogy)

Affiliation

Banque Centrale du Luxembourg

Luxembourg, Luxembourg
http://www.bcl.lu/
RePEc:edi:bclgvlu (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Pierre Beck & Pablo Garcia Sanchez & Alban Moura & Julien Pascal & Olivier Pierrard, 2024. "Deep learning solutions of DSGE models: A technical report," BCL working papers 184, Central Bank of Luxembourg.
  2. Patrick Fève & Alban Moura, 2023. "Frictionless house-price momentum," BCL working papers 177, Central Bank of Luxembourg.
  3. Alban Moura & Olivier Pierrard, 2022. "How well do DSGE models with real estate and collateral constraints fit the data?," BCL working papers 168, Central Bank of Luxembourg.
  4. Alban Moura, 2022. "Why you should never use the Hodrick-Prescott Filter: Comment," BCL working papers 162, Central Bank of Luxembourg.
  5. Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.
  6. Moura, Alban, 2021. "Trend breaks and the long-run implications of investment-specific technological progress," MPRA Paper 112350, University Library of Munich, Germany.
  7. Alban Moura, 2021. "Are neutral and investment-specific technology shocks correlated?," BCL working papers 152, Central Bank of Luxembourg.
  8. Alban Moura, 2020. "Total factor productivity and the measurement of neutral technology," BCL working papers 143, Central Bank of Luxembourg.
  9. Alban Moura, 2020. "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers 147, Central Bank of Luxembourg.
  10. Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly default and asymmetric real business cycles," BCL working papers 134, Central Bank of Luxembourg.
  11. Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow banking and the Great Recession: Evidence from an estimated DSGE model," BCL working papers 125, Central Bank of Luxembourg.
  12. Pablo Garcia Sanchez & Alban Moura, 2019. "The LU-EAGLE model with disaggregated public expenditure," BCL working papers 135, Central Bank of Luxembourg.
  13. Paolo Guarda & Alban Moura, 2019. "Measuring real and financial cycles in Luxembourg: An unobserved components approach," BCL working papers 126, Central Bank of Luxembourg.
  14. Alban Moura & Kyriacos Lambrias, 2018. "LU-EAGLE: A DSGE model for Luxembourg within the euro area and global economy," BCL working papers 122, Central Bank of Luxembourg.
  15. Patrick Fève & Alban Moura & Olivier Pierrard, 2018. "Predetermined interest rates in an analytical RBC model," BCL working papers 123, Central Bank of Luxembourg.
  16. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2017. "Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective," TSE Working Papers 17-829, Toulouse School of Economics (TSE), revised Aug 2018.
  17. Alban Moura, 2017. "Online Appendix to "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment"," Online Appendices 16-315, Review of Economic Dynamics.
  18. Alban Moura, 2017. "Investment price rigidity and business cycles," BCL working papers 105, Central Bank of Luxembourg.
  19. Moura, Alban, 2015. "The effects of government spending endogeneity on estimated multipliers in the US," TSE Working Papers 15-610, Toulouse School of Economics (TSE).
  20. Portier, Franck & Beaudry, Paul & Moura, Alban, 2014. "Reexamining the Cyclical Behavior of the Relative Price of Investment," CEPR Discussion Papers 10128, C.E.P.R. Discussion Papers.

Articles

  1. Alban Moura & Olivier Pierrard, 2024. "Bayesian Evaluation of DSGE Models with Housing and Collateral Effects," Annals of Economics and Statistics, GENES, issue 155, pages 91-124.
  2. Moura, Alban, 2024. "Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (The Review of Economics and Statistics, 2018)," Journal of Comments and Replications in Economics (JCRE), ZBW - Leibniz Information Centre for Economics, vol. 3(2024-1), pages 1-17.
  3. Alban Moura, 2023. "Trend breaks and the long-run implications of investment-specific technological progress," Applied Economics Letters, Taylor & Francis Journals, vol. 30(16), pages 2270-2275, September.
  4. Pablo Garcia Sanchez & Alban Moura, 2022. "La politique budgétaire et les stabilisateurs automatiques," BCL Bulletin Analyses, Central Bank of Luxembourg, vol. 2022, pages 27-38.
  5. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022. "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
  6. Pablo Garcia Sanchez & Luca Marchiori & Alban Moura & Olivier Pierrard, 2021. "Impact de la crise COVID-19 sur l’économie luxembourgeoise – Analyses avec les modèles d’équilibre général LU-EAGLE et LOLA," BCL Bulletin Analyses, Central Bank of Luxembourg, vol. 2021, pages 36-51.
  7. Moura, Alban, 2021. "Are neutral and investment-specific technology shocks correlated?," European Economic Review, Elsevier, vol. 139(C).
  8. Fève, Patrick & Sanchez, Pablo Garcia & Moura, Alban & Pierrard, Olivier, 2021. "Costly default and skewed business cycles," European Economic Review, Elsevier, vol. 132(C).
  9. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow banking and financial regulation: A small-scale DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 130-144.
  10. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2018. "Predetermined interest rates in an analytical RBC model," Economics Letters, Elsevier, vol. 172(C), pages 12-15.
  11. Alban Moura, 2018. "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 48-63, January.
  12. Alban Moura, 2016. "The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S," Annals of Economics and Statistics, GENES, issue 121-122, pages 359-384.
  13. Beaudry, Paul & Moura, Alban & Portier, Franck, 2015. "Reexamining the cyclical behavior of the relative price of investment," Economics Letters, Elsevier, vol. 135(C), pages 108-111.

Software components

  1. Alban Moura, 2017. "Code and data files for "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment"," Computer Codes 16-315, Review of Economic Dynamics.

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. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2017. "Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective," TSE Working Papers 17-829, Toulouse School of Economics (TSE), revised Aug 2018.

    Mentioned in:

    1. Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective
      by Christian Zimmermann in NEP-DGE blog on 2017-09-13 21:32:40

Working papers

  1. Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.

    Cited by:

    1. Darmouni, Olivier & Papoutsi, Melina, 2022. "Europe's growing league of small corporate bond issuers: new players, different game dynamics," Research Bulletin, European Central Bank, vol. 96.
    2. Holm-Hadulla, Fédéric & Mazelis, Falk & Rast, Sebastian, 2023. "Bank and non-bank balance sheet responses to monetary policy shocks," Economics Letters, Elsevier, vol. 222(C).
    3. Joost Bats & Giovanna Bua & Daniel Kapp, 2023. "Physical and transition risk premiums in euro area corporate bond markets," Working Papers 761, DNB.
    4. Pana Alves & Sergio Mayordomo & Manuel Ruiz-García, 2022. "Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier," Occasional Papers 2209, Banco de España.
    5. Gabriele Beccari & Francesco Marchionne & Beniamino Pisicoli, 2022. "Alternative financing and investment in intangibles: evidence from Italian firms," Mo.Fi.R. Working Papers 174, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    6. Feinstein, Zachary & Hałaj, Grzegorz, 2023. "Interbank asset-liability networks with fire sale management," Working Paper Series 2806, European Central Bank.

  2. Moura, Alban, 2021. "Trend breaks and the long-run implications of investment-specific technological progress," MPRA Paper 112350, University Library of Munich, Germany.

    Cited by:

    1. Prados de la Escosura, Leandro & Rodríguez-Caballero, C. Vladimir, 2022. "War, pandemics, and modern economic growth in Europe," Explorations in Economic History, Elsevier, vol. 86(C).

  3. Alban Moura, 2021. "Are neutral and investment-specific technology shocks correlated?," BCL working papers 152, Central Bank of Luxembourg.

    Cited by:

    1. Moura, Alban, 2021. "Trend breaks and the long-run implications of investment-specific technological progress," MPRA Paper 112350, University Library of Munich, Germany.

  4. Alban Moura, 2020. "Total factor productivity and the measurement of neutral technology," BCL working papers 143, Central Bank of Luxembourg.

    Cited by:

    1. Moura, Alban, 2021. "Are neutral and investment-specific technology shocks correlated?," European Economic Review, Elsevier, vol. 139(C).

  5. Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2019. "Costly default and asymmetric real business cycles," BCL working papers 134, Central Bank of Luxembourg.

    Cited by:

    1. Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2021. "Aggregate Skewness and the Business Cycle," Cardiff Economics Working Papers E2021/30, Cardiff University, Cardiff Business School, Economics Section.
    2. Yu, Baojun & Li, Changming & Mirza, Nawazish & Umar, Muhammad, 2022. "Forecasting credit ratings of decarbonized firms: Comparative assessment of machine learning models," Technological Forecasting and Social Change, Elsevier, vol. 174(C).
    3. Aubhik Khan & Soyoung Lee, 2023. "Persistent Debt and Business Cycles in an Economy with Production Heterogeneity," Staff Working Papers 23-17, Bank of Canada.

  6. Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow banking and the Great Recession: Evidence from an estimated DSGE model," BCL working papers 125, Central Bank of Luxembourg.

    Cited by:

    1. Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow banking and the Great Recession: Evidence from an estimated DSGE model," BCL working papers 125, Central Bank of Luxembourg.
    2. Gebauer, Stefan & Mazelis, Falk, 2023. "Macroprudential regulation and leakage to the shadow banking sector," European Economic Review, Elsevier, vol. 154(C).
    3. Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.
    4. Hodula, Martin & Libich, Jan, 2023. "Has monetary policy fueled the rise in shadow banking?," Economic Modelling, Elsevier, vol. 123(C).
    5. Philipp Kirchner, 2020. "On shadow banking and fiÂ…nancial frictions in DSGE modeling," MAGKS Papers on Economics 202019, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    6. Lei, Ningze & Huang, Liqiang, 2023. "Corporate financing from shadow banking and bond credit spreads," Finance Research Letters, Elsevier, vol. 58(PB).

  7. Pablo Garcia Sanchez & Alban Moura, 2019. "The LU-EAGLE model with disaggregated public expenditure," BCL working papers 135, Central Bank of Luxembourg.

    Cited by:

    1. Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Paper Series 2603, European Central Bank.
    2. Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
    3. Alban Moura, 2020. "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers 147, Central Bank of Luxembourg.

  8. Paolo Guarda & Alban Moura, 2019. "Measuring real and financial cycles in Luxembourg: An unobserved components approach," BCL working papers 126, Central Bank of Luxembourg.

    Cited by:

    1. Jaromir Baxa & Jan Zacek, 2022. "Monetary Policy and the Financial Cycle: International Evidence," Working Papers 2022/4, Czech National Bank.

  9. Alban Moura & Kyriacos Lambrias, 2018. "LU-EAGLE: A DSGE model for Luxembourg within the euro area and global economy," BCL working papers 122, Central Bank of Luxembourg.

    Cited by:

    1. Garcia, Pablo & Jacquinot, Pascal & Lenarčič, Črt & Lozej, Matija & Mavromatis, Kostas, 2021. "Global models for a global pandemic: the impact of COVID-19 on small euro area economies," Working Paper Series 2603, European Central Bank.
    2. Alban Moura, 2020. "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers 147, Central Bank of Luxembourg.
    3. Pablo Garcia Sanchez & Alban Moura, 2019. "The LU-EAGLE model with disaggregated public expenditure," BCL working papers 135, Central Bank of Luxembourg.

  10. Patrick Fève & Alban Moura & Olivier Pierrard, 2018. "Predetermined interest rates in an analytical RBC model," BCL working papers 123, Central Bank of Luxembourg.

    Cited by:

    1. Patrick Fève & Alban Moura & Olivier Pierrard, 2018. "Predetermined interest rates in an analytical RBC model," BCL working papers 123, Central Bank of Luxembourg.

  11. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2017. "Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective," TSE Working Papers 17-829, Toulouse School of Economics (TSE), revised Aug 2018.

    Cited by:

    1. Zhang, Qiuyue & Que, Jiangjing & Qin, Xiuting, 2023. "Regional financial technology and shadow banking activities of non-financial firms: Evidence from China," Journal of Asian Economics, Elsevier, vol. 86(C).
    2. Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
    3. Olatunji A. Shobande & Oladimeji T. Shodipe & Simplice A. Asongu, 2019. "Global Shocks Alert and Monetary Policy Responses," Research Africa Network Working Papers 19/066, Research Africa Network (RAN).
    4. Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow Banking and the great recession : evidence from an estimated DSGE model," Working Papers hal-04058856, HAL.
    5. Ridoy Deb Nath & Mohammad Ashraful Ferdous Chowdhury, 2021. "Shadow banking: a bibliometric and content analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-29, December.
    6. Ibrahima Sangaré, 2019. "Housing sector and optimal macroprudential policy in an estimated DSGE model for Luxembourg," BCL working papers 129, Central Bank of Luxembourg.
    7. Guo, Shen & Lin, Guiting & Ouyang, Alice Y., 2023. "Are pro-SME credit policies effective? Evidence from shadow banking in China," Economic Modelling, Elsevier, vol. 119(C).
    8. Hongjie Pan & Hong Fan, 2024. "Systemic Risk Arising from Shadow Banking and Sustainable Development: A Study of Wealth Management Products in China," Sustainability, MDPI, vol. 16(10), pages 1-26, May.
    9. Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valério Scalone & Michael Straughan, 2024. "Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models," Post-Print hal-04459638, HAL.
    10. Christian Calmès & Raymond Théoret, 2021. "Portfolio analysis of big US banks’ performance: the fee business lines factor," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(2), pages 112-132, June.
    11. Emmanuel Farhi & Jean Tirole, 2021. "Shadow Banking and the Four Pillars of Traditional Financial Intermediation [Securitization without Risk Transfer]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(6), pages 2622-2653.
    12. Gebauer, Stefan & Mazelis, Falk, 2023. "Macroprudential regulation and leakage to the shadow banking sector," European Economic Review, Elsevier, vol. 154(C).
    13. Ugochi Emenogu & Brian Peterson, 2022. "Unregulated Lending, Mortgage Regulations and Monetary Policy," Staff Working Papers 22-28, Bank of Canada.
    14. di Iasio, Giovanni & Kaufmann, Christoph & Wicknig, Florian, 2022. "Macroprudential regulation of investment funds," Working Paper Series 2695, European Central Bank.
    15. C. Bora Durdu & Molin Zhong, 2023. "Understanding Bank and Nonbank Credit Cycles: A Structural Exploration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 103-142, February.
    16. Eric Jondeau & Jean-Guillaume Sahuc, 2022. "Bank capital shortfall in the euro area," Post-Print hal-03771767, HAL.
    17. Zarei , Mehran & esfandiari , marziyeh & Mirjalili , Seyed Hossein, 2021. "The Impact of Shadow Banking on the Financial Stability: Evidence from G20 Countries," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(2), pages 237-252, June.
    18. Croicu Andreea-Elena & Iancu Laura Andreea & Rogojan Luana Cristina, 2023. "A Review on the Impact of Shadow Banking on Financial Markets Prudential Regulation," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 17(1), pages 1596-1602, July.
    19. Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.
    20. Lubello, Federico & Rouabah, Abdelaziz, 2024. "Securitization, shadow banking system and macroprudential regulation: A DSGE approach," Economic Modelling, Elsevier, vol. 131(C).
    21. Gebauer, Stefan & Mazelis, Falk, 2018. "The Role of Shadow Banking for Financial Regulation," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181581, Verein für Socialpolitik / German Economic Association.
    22. Jiang, Chun & Chang, Ya-Qi & Ge, Xinyu & Si, Deng-Kui, 2023. "Identifying the impact of bank competition on corporate shadow banking: Evidence from China," Economic Modelling, Elsevier, vol. 126(C).
    23. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022. "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    24. Georgios Magkonis & Eun Young Oh & Shuonan Zhang, 2022. "On the Macroeconomic Effects of Shadow Banking Development," Working Papers in Economics & Finance 2022-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
    25. Wang, Xinjie & (Ken) Zhong, Zhaodong, 2022. "Post-crisis regulations, market making, and liquidity in over-the-counter markets," Journal of Banking & Finance, Elsevier, vol. 134(C).
    26. Philipp Kirchner & Benjamin Schwanebeck, 2020. "Shadow banking and the design of macroprudential policy in a monetary union," MAGKS Papers on Economics 202024, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    27. David M. Arseneau & Grace Brang & Matt Darst & Jacob M. M. Faber & David E. Rappoport & Alexandros Vardoulakis, 2022. "A Macroprudential Perspective on the Regulatory Boundaries of U.S. Financial Assets," Finance and Economics Discussion Series 2022-002, Board of Governors of the Federal Reserve System (U.S.).
    28. Gebauer Stefan, 2021. "Welfare-Based Optimal Macroprudential Policy with Shadow Banks," Working papers 817, Banque de France.
    29. An, Hui & Yang, Ruibo & Ma, Xuejiao & Zhang, Siqi & Islam, Sardar M.N., 2021. "An evolutionary game theory model for the inter-relationships between financial regulation and financial innovation," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    30. Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
    31. Krenz, Johanna & Verma, Akhilesh K, 2023. "A leaky pipeline: Macroprudential policy shocks, non-bank financial intermediation and systemic risk in Europe," WiSo-HH Working Paper Series 79, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    32. Olatunji Abdul Shobande & Oladimeji Tomiwa Shodipe, 2021. "Monetary Policy Interdependency in Fisher Effect: A Comparative Evidence," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 203-226.
    33. Lei, Ningze & Huang, Liqiang, 2023. "Corporate financing from shadow banking and bond credit spreads," Finance Research Letters, Elsevier, vol. 58(PB).
    34. Zhidong Liu & Yang Cai & Xiaojing Hao, 2020. "The Agglomeration of Manufacturing Industry, Innovation and Haze Pollution in China: Theory and Evidence," IJERPH, MDPI, vol. 17(5), pages 1-28, March.
    35. Yang, Liu & van Wijnbergen, S. & Qi, Xiaotong & Yi, Yuhuan, 2019. "Chinese shadow banking, financial regulation and effectiveness of monetary policy," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    36. Donadelli, Michael & Jüppner, Marcus & Prosperi, Lorenzo, 2019. "Risk weighting, private lending and macroeconomic dynamics," Discussion Papers 30/2019, Deutsche Bundesbank.
    37. Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
    38. Shobande Olatunji Abdul & Shodipe Oladimeji Tomiwa, 2019. "New Keynesian Liquidity Trap and Conventional Fiscal Stance: An Estimated DSGE Model," Economics and Business, Sciendo, vol. 33(1), pages 152-169, January.
    39. Phuong Mai Le, Vo & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2022. "Regulatory arbitrage, shadow banking and monetary policy in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).

  12. Alban Moura, 2017. "Online Appendix to "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment"," Online Appendices 16-315, Review of Economic Dynamics.

    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. Yury N. Vorobyov & Elena I. Vorobyova, 2019. "Investment potential of Russia’s economy: Opportunities for financing the development," Journal of New Economy, Ural State University of Economics, vol. 20(1), pages 41-60, March.
    3. Cho, Daeha & Kim, Kwang Hwan, 2022. "Inefficient relative price fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    4. Moura, Alban, 2021. "Trend breaks and the long-run implications of investment-specific technological progress," MPRA Paper 112350, University Library of Munich, Germany.
    5. Aydan Dogan, 2019. "Online Appendix to "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics"," Online Appendices 18-377, Review of Economic Dynamics.
    6. Moura, Alban, 2020. "Total factor productivity and the measurement of neutral technology," MPRA Paper 99357, University Library of Munich, Germany.
    7. Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow Banking and the great recession : evidence from an estimated DSGE model," Working Papers hal-04058856, HAL.
    8. Kim, Jongsoo & Kim, Kwang Hwan & Shim, Myungkyu, 2023. "Are all economic fluctuations bad for consumers?," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    9. Moura, Alban, 2021. "Are neutral and investment-specific technology shocks correlated?," European Economic Review, Elsevier, vol. 139(C).
    10. Takuji Fueki & Shinnosuke Katsuki & Ichiro Muto & Yu Sugisaki, 2023. "Automation and Nominal Rigidities," IMES Discussion Paper Series 23-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
    11. Alban Moura & Olivier Pierrard, 2022. "How well do DSGE models with real estate and collateral constraints fit the data?," BCL working papers 168, Central Bank of Luxembourg.
    12. Sergey Ivashchenko & Willi Mutschler, 2019. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," CQE Working Papers 8319, Center for Quantitative Economics (CQE), University of Muenster.
    13. Aydan Dogan, 2017. "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics," UB School of Economics Working Papers 2017/359, University of Barcelona School of Economics.
    14. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022. "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    15. Nikolaos Charalampidis, 2020. "The U.S. Labor Income Share And Automation Shocks," Economic Inquiry, Western Economic Association International, vol. 58(1), pages 294-318, January.
    16. Emanuele Colombo Azimonti & Luca Portoghese & Patrizio Tirelli, 2022. "Covid-19 supply-side fiscal policies to escape the health-vs-economy dilemma," DEM Working Papers Series 208, University of Pavia, Department of Economics and Management.
    17. Nadav Ben Zeev, 2019. "Is There A Single Shock That Drives The Majority Of Business Cycle Fluctuations?," Working Papers 1906, Ben-Gurion University of the Negev, Department of Economics.
    18. Fabio Massimo Piersanti & Patrizio Tirelli, 2020. "Endogenous Productivity Dynamics in a Two-Sector Business Cycle Model," Working Papers 434, University of Milano-Bicocca, Department of Economics, revised Feb 2020.
    19. Daeha Cho & Kwang Hwan Kim, 2020. "Inefficient Relative Price Fluctuations," Working papers 2020rwp-171, Yonsei University, Yonsei Economics Research Institute.
    20. Ma, Xiaohan & Samaniego, Roberto, 2022. "Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable," Journal of Mathematical Economics, Elsevier, vol. 101(C).
    21. Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2021. "Costly default and skewed business cycle," Post-Print hal-03346173, HAL.
    22. Alban Moura, 2020. "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers 147, Central Bank of Luxembourg.
    23. Seunghoon Na & Hyunseung Oh, 2020. "Computerizing Households and the Role of Investment-Specific Productivity in Business Cycles," International Finance Discussion Papers 1292, Board of Governors of the Federal Reserve System (U.S.).

  13. Alban Moura, 2017. "Investment price rigidity and business cycles," BCL working papers 105, Central Bank of Luxembourg.

    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. Yury N. Vorobyov & Elena I. Vorobyova, 2019. "Investment potential of Russia’s economy: Opportunities for financing the development," Journal of New Economy, Ural State University of Economics, vol. 20(1), pages 41-60, March.
    3. Cho, Daeha & Kim, Kwang Hwan, 2022. "Inefficient relative price fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    4. Moura, Alban, 2021. "Trend breaks and the long-run implications of investment-specific technological progress," MPRA Paper 112350, University Library of Munich, Germany.
    5. Aydan Dogan, 2019. "Online Appendix to "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics"," Online Appendices 18-377, Review of Economic Dynamics.
    6. Moura, Alban, 2020. "Total factor productivity and the measurement of neutral technology," MPRA Paper 99357, University Library of Munich, Germany.
    7. Patrick Fève & Alban Moura & Olivier Pierrard, 2019. "Shadow Banking and the great recession : evidence from an estimated DSGE model," Working Papers hal-04058856, HAL.
    8. Kim, Jongsoo & Kim, Kwang Hwan & Shim, Myungkyu, 2023. "Are all economic fluctuations bad for consumers?," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    9. Moura, Alban, 2021. "Are neutral and investment-specific technology shocks correlated?," European Economic Review, Elsevier, vol. 139(C).
    10. Takuji Fueki & Shinnosuke Katsuki & Ichiro Muto & Yu Sugisaki, 2023. "Automation and Nominal Rigidities," IMES Discussion Paper Series 23-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
    11. Alban Moura & Olivier Pierrard, 2022. "How well do DSGE models with real estate and collateral constraints fit the data?," BCL working papers 168, Central Bank of Luxembourg.
    12. Sergey Ivashchenko & Willi Mutschler, 2019. "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," CQE Working Papers 8319, Center for Quantitative Economics (CQE), University of Muenster.
    13. Aydan Dogan, 2017. "Investment Specific Technology Shocks and Emerging Market Business Cycle Dynamics," UB School of Economics Working Papers 2017/359, University of Barcelona School of Economics.
    14. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022. "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    15. Nikolaos Charalampidis, 2020. "The U.S. Labor Income Share And Automation Shocks," Economic Inquiry, Western Economic Association International, vol. 58(1), pages 294-318, January.
    16. Emanuele Colombo Azimonti & Luca Portoghese & Patrizio Tirelli, 2022. "Covid-19 supply-side fiscal policies to escape the health-vs-economy dilemma," DEM Working Papers Series 208, University of Pavia, Department of Economics and Management.
    17. Nadav Ben Zeev, 2019. "Is There A Single Shock That Drives The Majority Of Business Cycle Fluctuations?," Working Papers 1906, Ben-Gurion University of the Negev, Department of Economics.
    18. Fabio Massimo Piersanti & Patrizio Tirelli, 2020. "Endogenous Productivity Dynamics in a Two-Sector Business Cycle Model," Working Papers 434, University of Milano-Bicocca, Department of Economics, revised Feb 2020.
    19. Daeha Cho & Kwang Hwan Kim, 2020. "Inefficient Relative Price Fluctuations," Working papers 2020rwp-171, Yonsei University, Yonsei Economics Research Institute.
    20. Ma, Xiaohan & Samaniego, Roberto, 2022. "Business cycle dynamics when neutral and investment-specific technology shocks are imperfectly observable," Journal of Mathematical Economics, Elsevier, vol. 101(C).
    21. Patrick Fève & Pablo Garcia Sanchez & Alban Moura & Olivier Pierrard, 2021. "Costly default and skewed business cycle," Post-Print hal-03346173, HAL.
    22. Alban Moura, 2020. "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers 147, Central Bank of Luxembourg.
    23. Seunghoon Na & Hyunseung Oh, 2020. "Computerizing Households and the Role of Investment-Specific Productivity in Business Cycles," International Finance Discussion Papers 1292, Board of Governors of the Federal Reserve System (U.S.).

  14. Portier, Franck & Beaudry, Paul & Moura, Alban, 2014. "Reexamining the Cyclical Behavior of the Relative Price of Investment," CEPR Discussion Papers 10128, C.E.P.R. Discussion Papers.

    Cited by:

    1. Cho, Daeha & Kim, Kwang Hwan, 2022. "Inefficient relative price fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
    2. Correa-López, Mónica & de Blas, Beatriz, 2021. "Faraway, so close! International transmission in the medium-term cycle of advanced economies," Journal of International Economics, Elsevier, vol. 132(C).
    3. Moura, Alban, 2020. "Total factor productivity and the measurement of neutral technology," MPRA Paper 99357, University Library of Munich, Germany.
    4. Alban Moura, 2018. "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 48-63, January.
    5. Moura, Alban, 2021. "Are neutral and investment-specific technology shocks correlated?," European Economic Review, Elsevier, vol. 139(C).
    6. Hashmat Khan & Christopher R. Knittel & Konstantinos Metaxoglou & Maya Papineau, 2016. "Carbon Emissions and Business Cycles," NBER Working Papers 22294, National Bureau of Economic Research, Inc.
    7. Guerrazzi, Marco & Candido, Giuseppe, 2023. "The determination of the price of capital goods: A differential game approach," MPRA Paper 119118, University Library of Munich, Germany.
    8. Cep Jandi Anwar & Indra Suhendra, 2023. "Measuring Response of Stock Market to Central Bank Independence Shock," SAGE Open, , vol. 13(1), pages 21582440231, February.
    9. Bee-Lon Chen & Shian-Yu Liao, 2017. "Durable Goods, Investment Shocks and the Comovement Problem," IEAS Working Paper : academic research 17-A007, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    10. Liao, Shian-Yu & Chen, Been-Lon, 2023. "News shocks to investment-specific technology in business cycles," European Economic Review, Elsevier, vol. 152(C).

Articles

  1. Alban Moura, 2023. "Trend breaks and the long-run implications of investment-specific technological progress," Applied Economics Letters, Taylor & Francis Journals, vol. 30(16), pages 2270-2275, September.
    See citations under working paper version above.
  2. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022. "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    See citations under working paper version above.
  3. Moura, Alban, 2021. "Are neutral and investment-specific technology shocks correlated?," European Economic Review, Elsevier, vol. 139(C).
    See citations under working paper version above.
  4. Fève, Patrick & Sanchez, Pablo Garcia & Moura, Alban & Pierrard, Olivier, 2021. "Costly default and skewed business cycles," European Economic Review, Elsevier, vol. 132(C).
    See citations under working paper version above.
  5. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow banking and financial regulation: A small-scale DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 130-144.
    See citations under working paper version above.
  6. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2018. "Predetermined interest rates in an analytical RBC model," Economics Letters, Elsevier, vol. 172(C), pages 12-15.
    See citations under working paper version above.
  7. Alban Moura, 2018. "Investment Shocks, Sticky Prices, and the Endogenous Relative Price of Investment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 48-63, January.
    See citations under working paper version above.
  8. Beaudry, Paul & Moura, Alban & Portier, Franck, 2015. "Reexamining the cyclical behavior of the relative price of investment," Economics Letters, Elsevier, vol. 135(C), pages 108-111.
    See citations under working paper version above.Sorry, no citations of articles recorded.

Software components

    Sorry, no citations of software components recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (24) 2014-12-03 2014-12-24 2015-11-21 2016-02-23 2017-04-09 2017-08-27 2018-08-20 2018-10-08 2018-11-05 2019-03-18 2019-03-25 2019-04-08 2019-10-14 2019-11-18 2019-11-18 2019-11-25 2019-11-25 2020-04-20 2020-07-27 2020-09-14 2021-03-01 2021-09-27 2021-09-27 2022-04-25. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (17) 2016-02-23 2017-04-09 2017-08-27 2018-08-20 2018-10-08 2018-11-05 2019-03-18 2019-03-25 2019-10-14 2019-11-18 2019-11-18 2019-11-25 2020-09-14 2021-09-27 2022-11-21 2023-03-20 2024-06-10. Author is listed
  3. NEP-FDG: Financial Development and Growth (7) 2019-03-18 2019-03-25 2019-10-14 2019-11-18 2019-11-25 2021-09-27 2022-11-21. Author is listed
  4. NEP-BAN: Banking (4) 2017-08-27 2019-03-18 2019-03-25 2019-10-14
  5. NEP-EEC: European Economics (4) 2018-08-20 2019-04-08 2019-11-18 2021-09-27
  6. NEP-URE: Urban and Real Estate Economics (4) 2022-11-21 2023-03-20 2023-12-18 2024-01-01
  7. NEP-CBA: Central Banking (2) 2017-08-27 2021-09-27
  8. NEP-EFF: Efficiency and Productivity (2) 2020-04-20 2020-07-27
  9. NEP-ETS: Econometric Time Series (2) 2019-04-08 2022-10-10
  10. NEP-GRO: Economic Growth (2) 2020-04-20 2022-04-25
  11. NEP-HIS: Business, Economic and Financial History (2) 2020-04-20 2022-04-25
  12. NEP-ISF: Islamic Finance (2) 2021-09-27 2021-09-27
  13. NEP-TID: Technology and Industrial Dynamics (2) 2020-04-20 2020-07-27
  14. NEP-AIN: Artificial Intelligence (1) 2024-06-10
  15. NEP-BIG: Big Data (1) 2024-06-10
  16. NEP-CMP: Computational Economics (1) 2024-06-10
  17. NEP-CWA: Central and Western Asia (1) 2021-09-27
  18. NEP-ECM: Econometrics (1) 2022-10-10
  19. NEP-IFN: International Finance (1) 2021-09-27
  20. NEP-MON: Monetary Economics (1) 2021-09-27
  21. NEP-OPM: Open Economy Macroeconomics (1) 2019-03-25
  22. NEP-ORE: Operations Research (1) 2019-11-18

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alban Moura should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.