Report NEP-MAC-2006-08-05

This is the archive for NEP-MAC, a report on new working papers in the area of Macroeconomics. Soumitra Kumar Mallick issued this report. It is usually issued weekly.

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Other reports in NEP-MAC

The following items were announced in this report:

• Christoffel, Kai & Linzert, Tobias, 2006, "The role of real wage rigidity and labor market frictions for unemployment and inflation dynamics," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,11.
• Hofmann, Boris, 2006, "Do monetary indicators (still) predict euro area inflation?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,18.
• Item repec:imf:imfwpa:06/111 is not listed on IDEAS anymore

• Iris Claus & Aaron Gill & Boram Lee & Nathan McLellan, 2006, "An empirical investigation of fiscal policy in New Zealand," Treasury Working Paper Series, New Zealand Treasury, number 06/08, Jul.
• Christoffel, Kai Philipp & Küster, Keith & Linzert, Tobias, 2006, "Identifying the role of labor markets for monetary policy in an estimated DSGE model," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,17.
• Item repec:hep:macppr:2006 is not listed on IDEAS anymore

• Scharff, Juliane & Nautz, Dieter, 2006, "Inflation and relative price variability in the euro area: evidence from a panel threshold model," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,14.
• Item repec:imf:imfwpa:06/135 is not listed on IDEAS anymore

• Clausen, Volker & Wohltmann, Hans-Werner, 2005, "Monetary and Fiscal Policy in a Large Asymmetric Monetary Union - A Dynamic Three-Country Analysis," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-18.
• Item repec:imf:imfwpa:06/61 is not listed on IDEAS anymore

• Lemke, Wolfgang & Greiber, Claus, 2005, "Money demand and macroeconomic uncertainty," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,26.
• Item repec:imf:imfwpa:06/122 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/159 is not listed on IDEAS anymore

• Agnès Bénassy-Quéré, 2006, "Short-Term Fiscal Spillovers in a Monetary Union," Working Papers, CEPII research center, number 2006-13, Jul.
• Item repec:imf:imfwpa:06/60 is not listed on IDEAS anymore

• Paustian, Matthias, 2005, "The role of contracting schemes for the welfare costs of nominal rigidities over the business cycle," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,22.
• Aleksander Berentsen & Cyril Monet, 2006, "Monetary Policy in a Channel System," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 295, Jul.
• Wohltmann, Hans-Werner, 2005, "Dynamische Effekte der Geld-und Fiskalpolitik in einem asymmetrischen Drei-Länder-Modell mit einer Währungsunion," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-19.
• Michael J. Lamla & Sarah M. Rupprecht, 2006, "The Impact of ECB Communication on Financial Market Expectations," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-135, Apr, DOI: 10.3929/ethz-a-005187503.
• Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005, "Consumption, wealth and business cycles: why is Germany different?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,16.
• Tillmann, Peter, 2005, "The New Keynesian Phillips Curve in Europe: does it fit or does it fail?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,04.
• Wohltmann, Hans-Werner & Winkler, Roland C., 2005, "Monetary Policy Dynamics in Large Oil-Dependent Economies," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-17.
• Offermanns, Christian J. & Nautz, Dieter, 2006, "The dynamic relationship between the Euro overnight rate, the ECB´s policy rate and the term spread," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,01.
• Wohltmann, Hans-Werner & Winkler, Roland C., 2005, "Oil Price Shocks and Currency Denomination," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-10.
• Item repec:imf:imfwpa:06/81 is not listed on IDEAS anymore

• Markku Lanne & Helmut Lütkepohl, 2006, "Identifying Monetary Policy Shocks via Changes in Volatility," CESifo Working Paper Series, CESifo, number 1744.
• Erkki Koskela & Mikko Puhakka, 2006, "Cycles and Indeterminacy in Overlapping Generations Economies with Stone-Geary Preferences," CESifo Working Paper Series, CESifo, number 1737.
• Item repec:imf:imfwpa:06/115 is not listed on IDEAS anymore

• Eickmeier, Sandra & Breitung, Jörg, 2005, "How synchronized are central and east European economies with the euro area? Evidence from a structural factor model," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,20.
• Leith, Campbell & von Thadden, Leopold, 2006, "Monetary and fiscal policy interactions in a New Keynesian model with capital accumulation and non-Ricardian consumers," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,21.
• Wohltmann, Hans-Werner & Winkler, Roland C., 2005, "Dynamic Effects of Raw Materials Price Shocks for Large Oil-Dependent Economies," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-01.
• Item repec:imf:imfwpa:06/80 is not listed on IDEAS anymore

• Mark Crosby & Tim Kam & Kirdan Lees, 2006, "How costly is exchange rate stabilisation for an inflation targeter? The case of Australia," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/07, Jun.
• Item repec:imf:imfwpa:06/84 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/145 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/121 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/116 is not listed on IDEAS anymore

• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Forecasting stock market volatility with macroeconomic variables in real time," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,01.
• Álvarez, Luis J. & Dhyne, Emmanuel & Hoeberichts, Marco & Kwapil, Claudia & Le Bihan, Hervé & Lünnemann, Patrick & Martins, Fernando & Sabbatini, Roberto & Stahl, Harald & Vermeulen, Philip & Vilmunen, 2006, "Sticky prices in the euro area: a summary of new micro evidence," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,02.
• Item repec:pas:camaaa:2006-17 is not listed on IDEAS anymore

• Balazs Egert & Ronald MacDonald, 2006, "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," CESifo Working Paper Series, CESifo, number 1739.
• Greg Tkacz & Carolyn A. Wilkins, 2006, "Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices," Staff Working Papers, Bank of Canada, number 06-25, DOI: 10.34989/swp-2006-25.
• Pytlarczyk, Ernest, 2005, "An estimated DSGE model for the German economy within the euro area," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,33.
• Anton Burger & Martin Zagler, 2007, "Reasons for the U.S. growth period in the nineties: non-keynesian effects, asset wealth and productivity," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp095, Aug.
• Kerstin Bernoth & Guntram B. Wolff, 2006, "Fool the Markets? Creative Accounting, Fiscal Transparency and Sovereign Risk Premia," CESifo Working Paper Series, CESifo, number 1732.
• Marco Del Negro & Frank Schorfheide, 2005, "Monetary policy analysis with potentially misspecified models," Working Papers, Federal Reserve Bank of Philadelphia, number 06-4.
• Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006, "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,10.
• Item repec:pas:camaaa:2006-18 is not listed on IDEAS anymore

• Ellen R. McGrattan, 2006, "Measurement with minimal theory," Working Papers, Federal Reserve Bank of Minneapolis, number 643.
• Slacalek, Jirka & Fritsche, Ulrich & Dovern, Jonas & Döpke, Jörg, 2005, "European inflation expectations dynamics," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,37.
• Hoffmann, Johannes & Kurz-Kim, Jeong-Ryeol, 2006, "Consumer price adjustment under the microscope: Germany in a period of low inflation," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,16.
• Item repec:imf:imfwpa:06/150 is not listed on IDEAS anymore

• Heid, Frank, 2005, "Cyclical implications of minimum capital requirements," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,06.
• Bernoth, Kerstin & Wolff, Guntram B., 2006, "Fool the markets? Creative accounting, fiscal transparency and sovereign risk premia," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,19.
• Masanao Aoki, , "Thermodynamic Limits of Macroeconomic or Financial Models: One- and Two-Parameter Poisson-Dirichlet Models," UCLA Economics Online Papers, UCLA Department of Economics, number 391.
• Nautz, Dieter & Ruth, Karsten, 2005, "Monetary disequilibria and the Euro/Dollar exchange rate," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,18.
• Item repec:kie:kieliw:1286 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/164 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/95 is not listed on IDEAS anymore

• Döpke, Jörg & Funke, Michael & Holly, Sean & Weber, Sebastian, 2005, "The cross-sectional dynamics of German business cycles: a bird's eye view," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,23.
• Item repec:imf:imfwpa:06/157 is not listed on IDEAS anymore

• Ansgar Belke & Frank Baumgärtner & Friedrich G. Schneider & Ralph Setzer, 2006, "The different extent of privatisation proceeds in EU countries: A preliminary explanation using a public choice approach," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2006-06, Jul.
• Item repec:imf:imfwpa:06/62 is not listed on IDEAS anymore

• Kremer, Jana & Braz, Cláudia Rodrigues & Brosens, Teunis & Langenus, Geert & Momigliano, Sandro & Spolander, Mikko, 2006, "A disaggregated framework for the analysis of structural developments in public finances," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,05.
• Item repec:imf:imfwpa:06/137 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/90 is not listed on IDEAS anymore

• Stahl, Harald, 2005, "Time-dependent or state-dependent price setting? Micro-evidence from German metal-working industries," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,25.
• Buch, Claudia M. & Lipponer, Alexander, 2005, "Business cycles and FDI: evidence from German sectoral data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,09.
• Engelbert Stockhammer, 2006, "Is the NAIRU theory a Monetarist, New Keynesian, Post Keynesian or a Marxist theory?," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp096, Mar.
• Bertrand Candelon & Gianluca Cubadda, 2006, "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper, Tor Vergata University, CEIS, number 82, May.
• Reto Foellmi & Joseph Zweim�ller, 2006, "Mass Consumption, Exclusion, and Unemployment," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 296, Jul.
• Herwartz, Helmut & Reimers, Hans-Eggert, 2006, "Modelling the Fisher hypothesis: World wide evidence," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-04.
• Knetsch, Thomas A., 2005, "Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,39.
• Antonio Diez de los Rios, 2006, "Can Affine Term Structure Models Help Us Predict Exchange Rates?," Staff Working Papers, Bank of Canada, number 06-27, DOI: 10.34989/swp-2006-27.
• Item repec:imf:imfwpa:06/141 is not listed on IDEAS anymore

• Olaf Posch & Klaus Wälde, 2006, "Natural Volatility, Welfare and Taxation," CESifo Working Paper Series, CESifo, number 1748.
• Item repec:imf:imfwpa:06/72 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/112 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/68 is not listed on IDEAS anymore

• Herwartz, Helmut & Xu, Fang, 2006, "Panel data model comparison for empirical saving-investment relations," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-06.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Modelling Structural Breaks in the US, UK and Japanese Unemployment Rates," CESifo Working Paper Series, CESifo, number 1734.
• Item repec:imf:imfwpa:06/166 is not listed on IDEAS anymore

• Stolz, Stéphanie & Wedow, Michael, 2005, "Banks' regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,07.
• Stamfort, Stefan, 2005, "Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,19.
• Bartzsch, Nikolaus & Craig, Ben R. & Fecht, Falko, 2005, "The eurosystem money market auctions: a banking perspective," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,10.
• Item repec:imf:imfwpa:06/97 is not listed on IDEAS anymore

• Schumacher, Christian, 2005, "Forecasting German GDP using alternative factor models based on large datasets," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,24.
• Item repec:imf:imfwpa:06/165 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/67 is not listed on IDEAS anymore

• Lilia Maliar & Serguei Maliar, 2006, "Capital-Skill Complementarity And Steady-State Growth," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-15, Jul.
• Blaskowitz, Oliver J. & Herwartz, Helmut & de Cadenas Santiago, Gonzalo, 2005, "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-04.
• Pradeep Dubey & John Geanakoplos, 2006, "Money and Production, and Liquidity Trap," Levine's Bibliography, UCLA Department of Economics, number 321307000000000261, Jul.
• Julie L. Hotchkiss & John C. Robertson, 2006, "Asymmetric labor force participation decisions over the business cycle: evidence from U.S. microdata," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-08.
• Item repec:imf:imfwpa:06/76 is not listed on IDEAS anymore

• Eric T. Swanson, 2006, "The relative price and relative productivity channels for aggregate fluctuations," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-20.
• Fecht, Falko & Grüner, Hans Peter, 2005, "Financial integration and systemic risk," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,11.
• Item repec:imf:imfwpa:06/63 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/142 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/131 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/168 is not listed on IDEAS anymore

• Fecht, Falko & Martin, Antoine, 2005, "Banks, markets, and efficiency," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,04.
• Item repec:imf:imfwpa:06/98 is not listed on IDEAS anymore

• Item repec:kie:kieliw:1282 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/113 is not listed on IDEAS anymore

• Øystein Thøgersen, 2006, "Intergenerational Risk Sharing by Means of Pay-as-you-go Programs – an Investigation of Alternative Mechanisms," CESifo Working Paper Series, CESifo, number 1759.
• Item repec:imf:imfwpa:06/79 is not listed on IDEAS anymore

• Hart, Robert A., 2006, "Piece Work Pay and Hourly Pay over the Cycle," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2210, Jul.
• Åsa Johansson, 2006, "Wage Setting in Finland: Increasing Flexibility in Centralised Wage Agreements," OECD Economics Department Working Papers, OECD Publishing, number 503, Jul, DOI: 10.1787/873363738433.
• Ben J. Heijdra & Ward E. Romp, 2006, "Ageing and Growth in the Small Open Economy," CESifo Working Paper Series, CESifo, number 1740.
• Stahl, Harald, 2005, "Price setting in German manufacturing: new evidence from new survey data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,43.
• Takeshi Kobayashi & Mark M. Spiegel & Nobuyoshi Yamori, 2006, "Quantitative easing and Japanese bank equity values," Working Paper Series, Federal Reserve Bank of San Francisco, number 2006-19.
• Fecht, Falko & Huang, Kevin & Martin, Antoine, 2005, "Financial intermediaries, markets and growth," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,03.
• Item repec:imf:imfwpa:06/120 is not listed on IDEAS anymore

• Fuentes, Raúl, 2005, "Aid, Policies and Growth: A Non-Canonical Alternative for solving This Puzzle," Proceedings of the German Development Economics Conference, Kiel 2005, Verein für Socialpolitik, Research Committee Development Economics, number 14.
• Lemke, Wolfgang & Archontakis, Theofanis, 2006, "Bond pricing when the short term interest rate follows a threshold process," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,06.
• Herwartz, Helmut & Xu, Fang, 2006, "Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-07.
• Campos, Nauro F. & Hsiao, Cheng & Nugent, Jeffrey B., 2006, "Crises, What Crises?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2217, Jul.
• Harry P. Bowen & Haris Munandar & Jean-Marie Viaene, 2006, "Evidence and Implications of Zipf’s Law for Integrated Economies," CESifo Working Paper Series, CESifo, number 1743.
• Bassanetti, Antonio & Döpke, Jörg & Torrini, Roberto & Zizza, Roberta, 2006, "Capital, labour and productivity: What role do they play in the potential GPD weakness of France, Germany and Italy?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,09.
• Item repec:imf:imfwpa:06/118 is not listed on IDEAS anymore

• Christopher F. Baum & Mustafa Caglayan & Oleksandr Talavera, 2006, "Uncertainty Determinants of Firm Investment," Boston College Working Papers in Economics, Boston College Department of Economics, number 646, Jul, revised 24 Feb 2007.
• Helge Berger & Michael Neugart, 2006, "Labor Courts, Nomination Bias, and Unemployment in Germany," CESifo Working Paper Series, CESifo, number 1752.
• Khoon Lek Goh & Daniel Lawrence, 2006, "Treasury’s Forecasting Performance: A Head-to-Head Comparison," Treasury Working Paper Series, New Zealand Treasury, number 06/10, Jul.
• Gafaar, Oluwatoyin Alade S & Osinubi, Tokunbo Simbowale, 2005, "Macroeconomic Policies and Pro-Poor Growth in Nigeria," Proceedings of the German Development Economics Conference, Kiel 2005, Verein für Socialpolitik, Research Committee Development Economics, number 24.
• Item repec:imf:imfwpa:06/59 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/87 is not listed on IDEAS anymore

Report NEP-MAC-2006-08-05

This is the archive for NEP-MAC, a report on new working papers in the area of Macroeconomics. Soumitra Kumar Mallick issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-MAC

The following items were announced in this report: