Report NEP-MAC-2016-09-25

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:

• Vladimir Asriyan & Luca Fornaro & Alberto Martin & Jaume Ventura, 2016, "Monetary Policy for a Bubbly World," NBER Working Papers, National Bureau of Economic Research, Inc, number 22639, Sep.
• Chris Garbers & Guangling Liu, 2016, "Credit market heterogeneity, balance sheet (in)dependence, financial shocks," Working Papers, Stellenbosch University, Department of Economics, number 15/2016.
• Marco Di Maggio & Amir Kermani & Christopher Palmer, 2016, "How Quantitative Easing Works: Evidence on the Refinancing Channel," NBER Working Papers, National Bureau of Economic Research, Inc, number 22638, Sep.
• Nick Buffie, 2016, "The Case for a Weak Labor Market," CEPR Reports and Issue Briefs, Center for Economic and Policy Research (CEPR), number 2016-16, Sep.
• John Nana Francois, 2016, "Foreign Official Holdings of U.S Treasuries, Stock Effect and the Economy: A DSGE Approach," 2016 Papers, Job Market Papers, number pfr351, Sep.
• Beck, Günter W. & Lein-Rupprecht, Sarah M., 2016, "Microeconometric evidence on demand-side real rigidity and implications for monetary non-neutrality," CFS Working Paper Series, Center for Financial Studies (CFS), number 534.
• Sienknecht, Sebastian, 2016, "Reassessing price adjustment costs in DSGE models," MPRA Paper, University Library of Munich, Germany, number 73763, Mar.
• Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2016, "Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China," NBER Working Papers, National Bureau of Economic Research, Inc, number 22650, Sep.
• Hilde C. Bjørnland & Vegard H. Larsen & Junior Maih, 2016, "Oil and macroeconomic (in)stability," Working Paper, Norges Bank, number 2016/12, Sep.
• Florian, David & Francis, Johanna L., 2016, "Unemployment and Gross Credit Flows in a New Keynesian Framework," Working Papers, Banco Central de Reserva del Perú, number 2016-007, Sep.
• Item repec:cpr:ceprdp:11505 is not listed on IDEAS anymore

• Moyen, Stéphane & Stähler, Nikolai & Winkler, Fabian, 2016, "Optimal unemployment insurance and international risk sharing," Discussion Papers, Deutsche Bundesbank, number 33/2016.
• Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2016, "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2016-10, Sep.
• Patrick J. Kehoe & Virgiliu Midrigan & Elena Pastorino, 2016, "Debt Constraints and Employment," Staff Report, Federal Reserve Bank of Minneapolis, number 536, Sep.
• Carolina Tuckwell & António Mendonça, 2016, "The global Crisis and Unconventional Monetary Policy: ECB versus Fed," CEsA Working Papers, CEsA - Centre for African and Development Studies, number 141, Apr.
• Jean-Luc Gaffard & Francesco Saraceno, 2016, "Anatomie du désordre européen," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2016-27, Sep.
• Björklund, Maria & Carlsson, Mikael & Nordström Skans, Oskar, 2016, "Fixed wage contracts and monetary non-neutrality," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2016:13, Sep.
• Montoro, Carlos & Ortiz, Marco, 2016, "Foreign exchange intervention and monetary policy design: a market microstructure analysis," Working Papers, Banco Central de Reserva del Perú, number 2016-008, Sep.
• Anh Nguyen & Efthymios Pavlidis & David Alan Peel, 2016, "Modeling changes in U.S. monetary policy," Working Papers, Lancaster University Management School, Economics Department, number 127876159.
• Fioramanti, Marco, 2016, "Potential Output, Output Gap and Fiscal Stance: is the EC estimation of the NAWRU too sensitive to be reliable?," MPRA Paper, University Library of Munich, Germany, number 73762, Apr, revised Sep 2016.
• Salvador Ortigueira & Joana Pereira, 2016, "Lack of Commitment, Retroactive Tax Changes, and Macroeconomic Instability," Working Papers, University of Miami, Department of Economics, number WP2016-05, 11.
• Fève, Patrick & Kass-Hanna, Tannous & Pietrunti, Mario, 2016, "An Analytical Characterization of Noisy Fiscal Policy," TSE Working Papers, Toulouse School of Economics (TSE), number 16-696, Sep.
• Olivier de Bandt & Mohammed Chahad, 2016, "A DGSE Model to Assess the Post-Crisis Regulation of Universal Banks," Working papers, Banque de France, number 602.
• Paula Lourdes Hernández Verme & Mónica Karina Rosales Pérez, 2016, "Applications of sudden stops of international capital to the Mexican economy," Working Papers, Peruvian Economic Association, number 74, Sep.
• Andrew B. Bernard & Toshihiro Okubo, 2016, "Product Switching and the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 22649, Sep.
• Bernard, Andrew & Okubo, Toshihiro, 2016, "Product Switching and the Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11509, Sep.
• Favilukis, Jack & Lin, Xiaoji & Zhao, Xiaofei, 2014, "The Elephant in the Room: The Impact of Labor Obligations on Credit Risk," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-17, Dec.
• Giorgio Canarella & Stephen M. Miller, 2016, "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers, University of Connecticut, Department of Economics, number 2016-11, Sep.
• G. Dosi & M.C. Pereira & A. Roventini & M.E. Virgillito Author-Workplace-Name Scuola Superiore Sant'Anna, 2016, "The effects of Labour Market Reforms upon Unemployment and Income Inequalities : an agent based model," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2016-24, Jul.
• Senzu, Emmanuel Tweneboah, 2016, "Market Phenomena Catallactics Misapplication: It’s Crucial Role in Africa’s Underdeveloped Economy," MPRA Paper, University Library of Munich, Germany, number 73867, May, revised Aug 2016.
• Hasan, Zubair, 2016, "Economic development and Islam revisited," MPRA Paper, University Library of Munich, Germany, number 73857, Sep.
• Lemke, Wolfgang & Vladu, Andreea L., 2016, "Below the zero lower bound: A shadow-rate term structure model for the euro area," Discussion Papers, Deutsche Bundesbank, number 32/2016.
• Stefano Bosi & Ngoc-Sang Pham, 2016, "Taxation, bubbles and endogenous growth," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 16-03.
• Sutherland, Alan & Senay, Ozge, 2016, "Country Portfolios, Collateral Constraints and Optimal Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11499, Sep.
• Item repec:bof:bofitp:2016_011 is not listed on IDEAS anymore

• luo, yinghao, 2016, "Nonlinear Trend and Purchasing Power Parity," MPRA Paper, University Library of Munich, Germany, number 73817, Sep.
• Giorgio Canarella & Stephen M. Miller, 2016, "Inflation Targeting: New Evidence from Fractional Integration and Cointegration," Working papers, University of Connecticut, Department of Economics, number 2016-08, Sep.
• Arturo L. Vásquez Cordano & Abdel M. Zellou, 2016, "Where are natural gas prices heading, and what are the environmental consequences for Latin America?," Working Papers, Peruvian Economic Association, number 71, Sep.
• Benjamin Eden & Maya Eden & Jonah Yuen, 2016, "Inside The Price Dispersion Box: Evidence From Us Scanner Data," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 16-00017, Sep.
• Juan Mauricio Ramírez & Leonardo Villar, 2015, "Macroeconomía de las concesiones de cuarta generación," Informes de Investigación, Fedesarrollo, number 15060, Mar.
• Jane E. Ihrig & Ellen E. Meade & Gretchen C. Weinbach, 2016, "The Federal Reserve's New Approach to Raising Interest Rates," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2016-02-12-1, Feb, DOI: 10.17016/2380-7172.1706.
• Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Stephen M. Miller & Rangan Gupta, 2016, "Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data," Working papers, University of Connecticut, Department of Economics, number 2016-12, Sep.
• Özge Dilaver & Robert Jump & Paul Levine, 2016, "Agent-based Macroeconomics and Dynamic Stochastic General Equilibrium Models: Where do we go from here?," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0116, Jan.
• Lages, André Maia Gomes & Santos, Fabrício Rios Nascimento & Ferreira, Humberto Barbosa, 2016, "Preference for Liquidity of Agents: An Analyse of Brasilian Case," MPRA Paper, University Library of Munich, Germany, number 73949, Jul.
• Candelaria, José Alberto, 2015, "A panel data analysis of temporary and permanent effects of fixed broadband penetration over economic growth," 2015 Regional ITS Conference, Los Angeles 2015, International Telecommunications Society (ITS), number 146312.
• Ibrahim D. Raheem & Simplice Asongu, 2016, "Extending the Determinants of Dollarization in Sub-Saharan Africa: The Role of Easy Access to Foreign Exchange Earnings," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 16/033, Sep.
• Didier Faivre, 2016, "Credit Aggregates, Countercyclical Buffer: stylised facts," Post-Print, HAL, number halshs-01281933, Feb.
• Erich Pinzón-Fuchs, 2016, "Macroeconometric modeling as a "photographic description of reality" or as an "engine for the discovery of concrete truth" ? Friedman and Klein on statistical illusions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01364812, Sep.
• Herman Stekler & Yongchen Zhao, 2016, "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers, Towson University, Department of Economics, number 2016-15, Sep, revised Sep 2016.
• John Ammer & Michiel De Pooter & Christopher J. Erceg & Steven B. Kamin, 2016, "International Spillovers of Monetary Policy," IFDP Notes, Board of Governors of the Federal Reserve System (U.S.), number 2016-02-08-1, Feb, DOI: 10.17016/2573-2129.15.
• Michael T. Kiley, 2016, "Macroeconomic Modeling of Financial Frictions for Macroprudential Policymaking : A Review of Pressing Challenges," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2016-05-26-2, May, DOI: 10.17016/2380-7172.1785.
• Russell Cooper & Antoine Camous, 2016, ""Whatever it takes" is all you need: monetary policy and debt fragility," 2016 Meeting Papers, Society for Economic Dynamics, number 863.
• Nolazco, José Luis & Lengua-Lafosse, Patricia & Céspedes, Nikita, 2016, "Contribución de los choques externos en el Crecimiento Económico del Perú: un modelo semi-estructural," Working Papers, Banco Central de Reserva del Perú, number 2016-006, Sep.
• Sitthiyot, Thitithep, 2015, "Macroeconomic and Financial Management in an Uncertain World: What Can We Learn from Complexity Science?," MPRA Paper, University Library of Munich, Germany, number 73753, Jul, revised 11 Dec 2015.
• Cai, Yifei, 2016, "货币供给数量、结构与经济增长—来自adl门限协整检验与时变格兰杰因果关系检验的证据
  [Quantity and Structure of Money Supply and Economic Growth— Evidence from ADL Test for Threshold Cointegration and Time-varying Granger Causality Relation," MPRA Paper, University Library of Munich, Germany, number 73750, Sep.
• Dominik Sachs & Aleh Tsyvinski & Nicolas Werquin, 2016, "Nonlinear Tax Incidence and Optimal Taxation in General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 22646, Sep.
• Cavallo, Eduardo & Sanchez, Gabriel & Valenzuela, Patricio, 2016, "Gone with the Wind: Demographic Transition and Domestic Saving," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 16-04, Apr.
• Aurélien Goutsmedt & Erich Pinzon-Fuchs & Matthieu Renault & Francesco Sergi, 2016, "Criticizing the Lucas Critique: Macroeconometricians’ Response to Robert Lucas," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01364814, Sep.
• Giorgio Canarella & Stephen M. Miller, 2016, "Did Okun's Law Die after the Great Recession?," Working papers, University of Connecticut, Department of Economics, number 2016-10, Sep.
• Item repec:imf:imfscr:16/297 is not listed on IDEAS anymore

• Item repec:imf:imfscr:16/295 is not listed on IDEAS anymore

• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2016, "Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach," Working papers, University of Connecticut, Department of Economics, number 2016-09, Sep.
• Fare, Rolf & Grosskopf, Shawna & Shang, Chenjun & Sickles, Robin, 2015, "Pricing Characteristics: An Application of Shepard's Dual Lemma," Working Papers, Rice University, Department of Economics, number 15-013, May.
• Bao, Jack & Hou, Kewei & Zhang, Shaojun A., 2016, "Systemic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-2, Jan.
• Abhishek Anand & Lekha S. Chakraborty, 2016, "'Engendering' Intergovernmental Transfers: Is There a Case for Gender-sensitive Horizontal Fiscal Equalization?," Economics Working Paper Archive, Levy Economics Institute, number wp_874, Sep.
• Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2016, "Interest rates, Eurobonds and intra-European exchange rate misalignments," Post-Print, HAL, number hal-01359820, Sep.
• Hamzeh Arabzadeh, 2016, "The political economy of twin deficits and wage setting centralization," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2016017, Aug.
• Massimiliano Croce, Mariano & Nguyen, Thien Tung & McGregor Raymond, Steve & Schmid, Lukas, 2016, "Government Debt and the Returns to Innovation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-10, May.
• Gantungalag Altansukha & Ralf Becker & George Bratsiotis & Denise R. Osborn, 2016, "What is the Globalisation of Inflation? ," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 224.
• Alexander Smirnov, 2016, "A Simple Model of Credit Expansion," Papers, arXiv.org, number 1609.05055, Jul.
• Quadrini, Vincenzo & Barattieri, Alessandro & Moretti, Laura, 2016, "Banks Interconnectivity and Leverage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11502, Sep.
• Leandro De Magalhães & Dongya Koh & Raül Santaeulàlia-Llopis, 2016, "Consumption and Expenditure in Sub-Saharan Africa," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 16/677, Sep, revised 07 Oct 2016.
• Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016, "Asset bubbles and efficiency in a generalized two-sector model," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 16-04.
• Ricardo Reis, 2016, "Funding Quantitative Easing to Target Inflation," Discussion Papers, Centre for Macroeconomics (CFM), number 1626, Sep.
• Khoza, Keorapetse & Thebe, Relebogile & Phiri, Andrew, 2016, "Nonlinear impact of inflation on economic growth in South Africa: A smooth transition regression (STR) analysis," MPRA Paper, University Library of Munich, Germany, number 73840, Sep.
• McDaid, David & Park, A-La, 2016, "Evidence on financing and budgeting mechanisms to support intersectoral actions between health, education, social welfare and labour sectors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67725.
• Andrew Jalil & Gisela Rua, 2016, "Inflation Expectations in the Recovery from the Great Depression," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2016-08-30, Aug, DOI: 10.17016/2380-7172.1831.
• Makuyana, Garikai & Odhiambo, Nicholas Mbaya, 2016, "Public and private investment and economic growth in Zambia: A dynamic approach," Working Papers, University of South Africa, Department of Economics, number 21377, Sep.
• Item repec:imf:imfscr:16/296 is not listed on IDEAS anymore

• Mark E. Schweitzer & Scott Shane, 2016, "The Ins and Outs of Self-Employment: An Estimate of Business Cycle and Trend Effects," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1621, Sep.
• Barney Hartman-Glaser & Hanno Lustig & Mindy Z. Xiaolan, 2016, "Capital Share Dynamics When Firms Insure Workers," NBER Working Papers, National Bureau of Economic Research, Inc, number 22651, Sep.
• Marta Gómez-Puig & Simón Javier Sosvilla-Rivero, 2016, "Debt-growth linkages in EMU across countries and time horizons," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1602.
• Elizabeth Ball Holmquist & Susan Hume McIntosh, 2015, "U.S. Net Wealth in the Financial Accounts of the United States," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2015-10-08-2, Oct, DOI: 10.17016/2380-7172.1642.
• Veldkamp, Laura & Kozeniauskas, Nicholas & Orlik, Anna, 2016, "What Are Uncertainty Shocks?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11501, Sep.
• Santaeulàlia-Llopis, Raül ; Zheng, Yu, 2016, "Missing Consumption Inequality: Direct Evidence from Individual Food Data," Economics Working Papers, European University Institute, number ECO2016/12.
• Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C., 2015, "A Spatial Autoregressive Stochastic Frontier Model for Panel Data with Asymmetric Efficiency Spillovers," Working Papers, Rice University, Department of Economics, number 15-014, Apr.
• Ho, Chi Pui, 2016, "GeoPopulation-Institution Hypothesis: Reconciling American Development Process and Reversal of Fortune within a Unified Growth Framework," MPRA Paper, University Library of Munich, Germany, number 73863, Sep.

Report NEP-MAC-2016-09-25

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: