Report NEP-MAC-2018-04-02

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:

• Jacquinot, Pascal & Lozej, Matija & Pisani, Massimiliano, 2018, "Labour tax reforms, cross-country coordination and the monetary policy stance in the euro area: a structural model-based approach," Working Paper Series, European Central Bank, number 2127, Feb.
• Simon Lloyd, 2018, "Overnight index swap market-based measures of monetary policy expectations," Bank of England working papers, Bank of England, number 709, Mar.
• Lien Laureys & Roland Meeks, 2017, "Monetary and macroprudential policies under rules and discretion," Bank of England working papers, Bank of England, number 702, Dec.
• Karadi, Peter & Jarocinski, Marek, 2018, "Deconstructing Monetary Policy Surprises - The Role of Information Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12765, Mar.
• Yosuke Okazaki & Nao Sudo, 2018, "Natural Rate of Interest in Japan -- Measuring its size and identifying drivers based on a DSGE model --," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-6, Mar.
• Christopher D. Carroll & Edmund Crawley & Jiri Slacalek & Kiichi Tokuoka & Matthew N. White, 2018, "Sticky Expectations and Consumption Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 24377, Mar.
• Hagedorn, Marcus, 2018, "Prices and Inflation when Government Bonds are Net Wealth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12769, Mar.
• Hyeongwoo Kim, 2018, "Fiscal Policy, Wages, and Jobs in the U.S," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2018-02, Mar.
• Raputsoane, Leroi, 2018, "Targeting financial stress as opposed to the exchange rate," MPRA Paper, University Library of Munich, Germany, number 84865, Feb.
• Eric Jondeau & Jean-Guillaume Sahuc, 2018, "A General Equilibrium Appraisal of Capital Shortfall," Working papers, Banque de France, number 668.
• Raputsoane, Leroi, 2018, "Monetary policy reaction function pre and post the global financial crisis," MPRA Paper, University Library of Munich, Germany, number 84866, Feb.
• Carrillo, Julio A. & Mendoza, Enrique G. & Nuguer, Victoria & Roldán-Peña, Jessica, 2018, "Tight money - tight credit: coordination failure in the conduct of monetary and financial policies," Working Paper Series, European Central Bank, number 2129, Feb.
• Marko Melolinna & Srdan Tatomir & Helen Miller, 2018, "Business investment, cost of capital and uncertainty in the United Kingdom — evidence from firm-level analysis," Bank of England working papers, Bank of England, number 717, Mar.
• Assadi, Marzieh, 2017, "The Implication of Monetary and Fiscal Policy Interactions for the Price Levels: the Fiscal Theory of the Price Level Revisited," MPRA Paper, University Library of Munich, Germany, number 84851, Oct.
• Item repec:efp:wpaper:2016-1 is not listed on IDEAS anymore

• Kuusi, Tero, 2018, "Does the structural budget balance guide fiscal policy pro-cyclically? Evidence from the Finnish Great Depression of the 1990s," MPRA Paper, University Library of Munich, Germany, number 84829, Feb.
• Mengheng Li & Siem Jan (S.J.) Koopman, 2018, "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-027/III, Mar.
• Kunovac, Davor & Mandler, Martin & Scharnagl, Michael, 2018, "Financial cycles in euro area economies: A cross-country perspective," Discussion Papers, Deutsche Bundesbank, number 04/2018.
• Zouhair Aït Benhamou, 2018, "Imperfect Governance and Price Stickiness in Emerging Economies," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-17.
• Gerlach, Stefan & Stuart, Rebecca, 2018, "Plotting interest rates: The FOMC’s projections and the economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12768, Mar.
• Peter Claeys & Borek Vasicek, 2017, "Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/13, Dec.
• Lourdes Güenaga, 2017, "Efectos de la dolarización parcial sobre la política monetaria en un modelo semi estructural de proyecciones macroeconómicas para el Uruguay," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1217, Dec.
• Item repec:efp:wpaper:2016-2 is not listed on IDEAS anymore

• John B. Taylor, 2018, "Rules Versus Discretion: Assessing the Debate Over the Conduct of Monetary Policy," Economics Working Papers, Hoover Institution, Stanford University, number 18102, Feb.
• Jeronimo Carballo & Kyle Handley & Nuno Limão, 2018, "Economic and Policy Uncertainty: Export Dynamics and the Value of Agreements," NBER Working Papers, National Bureau of Economic Research, Inc, number 24368, Mar.
• Julio Carrillo, 2017, "Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach," 2017 Meeting Papers, Society for Economic Dynamics, number 1509.
• Item repec:efp:wpaper:2016-3 is not listed on IDEAS anymore

• Ivo Maes & Rebeca Gomez Betancourt, 2018, "Paul van Zeeland and the first decade of the US Federal Reserve System : The analysis from a European central banker who was a student of Kemmerer," Working Paper Research, National Bank of Belgium, number 339, Mar.
• Hoi Wai Jackie Cheng & Ingo Pitterle, 2018, "Towards a more comprehensive assessment of fiscal space," Working Papers, United Nations, Department of Economics and Social Affairs, number 153, Jan.
• Farmer, Roger & Zabczyk, Pawel, 2018, "The Household Fallacy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12770, Mar.
• Item repec:imf:imfwpa:18/36 is not listed on IDEAS anymore

• Fujiwara, Ippei & Waki, Yuichiro, 2018, "Fiscal Forward Guidance:A Case for Selective Transparency," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2017-8, Mar.
• Koichi Futagami & Kunihiko Konishi, 2018, "Dynamic Analysis of Budget Policy Rules in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-3, Mar.
• Jiménez Polanco, Miguel Alejandro & Ramírez de Leon, Francisco Alberto, 2017, "Inflación Subyacente en la República Dominicana: Medición y Evaluación
  [Core Inflation in the Dominican Republic: Measurement and Evaluation]," MPRA Paper, University Library of Munich, Germany, number 84596, Dec.
• Dimitri Kroujiline & Maxim Gusev & Dmitry Ushanov & Sergey V. Sharov & Boris Govorkov, 2018, "An Endogenous Mechanism of Business Cycles," Papers, arXiv.org, number 1803.05002, Mar, revised Sep 2019.
• Vaclav Broz & Lukas Pfeifer & Dominika Kolcunova, 2017, "Are the Risk Weights of Banks in the Czech Republic Procyclical? Evidence from Wavelet Analysis," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/15, Dec.
• Ewa Karwowski & Marcos Centurion-Vicencio, 2018, "Financialising the state : recent developments in fiscal and monetary policy," Working Papers, HAL, number halshs-01713028, Mar.
• Sebastian Edwards, 2018, "Keynes on the Sequencing of Economic Policy: Recovery and Reform in 1933," NBER Working Papers, National Bureau of Economic Research, Inc, number 24367, Mar.
• Dasha Safonova, 2017, "Interbank Network Disruptions and The Real Economy," 2017 Meeting Papers, Society for Economic Dynamics, number 1568.
• Peter Benczur & Zsombor Cseres-Gergely & Peter Harasztosi, 2017, "EU-wide income inequality in the era of the Great Recession," Budapest Working Papers on the Labour Market, Institute of Economics, Centre for Economic and Regional Studies, number 1713, Nov.
• Francesca Carapella, 2017, "Credit markets, Limited commitment and Optimal monetary policy," 2017 Meeting Papers, Society for Economic Dynamics, number 1523.
• Liliana Rojas-Suarez, 2018, "Paraguay: Is Good Macro Policy Enough to Ensure Adequate Resilience to Adverse External Shocks? How Does It Compare to Other Emerging Markets?," Working Papers, Center for Global Development, number 477, Mar.
• Patrick Alexander & Louis Poirier, 2018, "Did U.S. Consumers Respond to the 2014–2015 Oil Price Shock? Evidence from the Consumer Expenditure Survey," Staff Working Papers, Bank of Canada, number 18-13, DOI: 10.34989/swp-2018-13.
• Item repec:ehl:lserod:86976 is not listed on IDEAS anymore

• Oriol Carreras & E Philip Davis & Ian Hurst & Iana Liadze & Rebecca Piggott & James Warren, 2018, "Implementing Macroprudential Policy in NiGEM," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 490, Mar.
• Item repec:imf:imfwpa:18/40 is not listed on IDEAS anymore

• David Aikman & Andrew Haldane & Marc Hinterschweiger & Sujit Kapadia, 2018, "Rethinking financial stability," Bank of England working papers, Bank of England, number 712, Feb.
• John B. Taylor, 2018, "Alternatives For Reserve Balances And The Fed's Balance Sheet In The Future," Economics Working Papers, Hoover Institution, Stanford University, number 18103, Mar.
• Item repec:dnb:dnbwpp:586 is not listed on IDEAS anymore

• Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2018, "Business Cycle Measurement in India," Working Papers, National Institute of Public Finance and Policy, number 18/221, Jan.
• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2018, "Estimating a Nonlinear New Keynesian Model with a Zero Lower Bound for Japan," Working Papers, Tokyo Center for Economic Research, number e120, Mar.
• Gauti Eggertsson & Neil Mehrotra, 2017, "Secular Stagnation and Inequality," 2017 Meeting Papers, Society for Economic Dynamics, number 1567.
• Marcelo Veracierto, 2017, "Adverse Selection, Risk Sharing and Business Cycles," 2017 Meeting Papers, Society for Economic Dynamics, number 1574.
• Adam Kucera & Michal Dvorak & Lubos Komarek & Zlatuse Komarkova, 2017, "Longer-term Yield Decomposition: An Analysis of the Czech Government Yield Curve," Working Papers, Czech National Bank, Research and Statistics Department, number 2017/12, Dec.
• Aubhik Khan, 2017, "Large Recessions in an Overlapping Generations with Unemployment," 2017 Meeting Papers, Society for Economic Dynamics, number 1559.
• Federico Belotti & Joanna Kopinska & Alessandro Palma & Andrea Piano Mortari, 2018, "Health Status and the Great Recession. Evidence from Electronic Health Records," CEIS Research Paper, Tor Vergata University, CEIS, number 425, Feb, revised 16 Dec 2020.
• Xisong Jin, 2018, "How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation," BCL working papers, Central Bank of Luxembourg, number 118, Feb.
• Forbes, Kristin & Ahnert, Toni & Friedrich, Christian & Reinhardt, Dennis, 2018, "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12766, Mar.
• Jennifer La'O & Luigi Iovino, 2017, "Informationally Sticky Nominal Wages," 2017 Meeting Papers, Society for Economic Dynamics, number 1517.
• Pablo A. Guerron-Quintana & Tomohiro Hirano & Ryo Jinnai, 2018, "Recurrent Bubbles, Economic Fluctuations, and Growth," Bank of Japan Working Paper Series, Bank of Japan, number 18-E-5, Mar.
• Paul J.J. Welfens, 2018, "International Risk Management in BREXIT and Policy Options," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei242, Mar.
• Tobias Neumann, 2018, "Mortgages: estimating default correlation and forecasting default risk," Bank of England working papers, Bank of England, number 708, Feb.
• Item repec:imf:imfwpa:18/39 is not listed on IDEAS anymore

• Kilhoffer, Zachary & Beblavý, Miroslav, 2017, "The Great Recession’s Biggest Losers: The euro area’s jobless," CEPS Papers, Centre for European Policy Studies, number 12771, Jul.
• Item repec:imf:imfhtn:16/04 is not listed on IDEAS anymore

• Juan Carlos Cuestas & Karsten Staehr & Javier Ordóñez, 2018, "Unit Labour Costs and the Dynamics of Output and Unemployment in the Southern European Crisis Countries," TUT Economic Research Series, Department of Finance and Economics, Tallinn University of Technology, number 41, Mar.
• Item repec:imf:imfwpa:18/44 is not listed on IDEAS anymore

• Kyunghun Kim & Soyoung Kim & Da Young Yang & Eunjung Kang, 2018, "The Effect of Financial Market Integration on Monetary Policy and Long-term Interest Rate in Korea and Its Policy Implications," World Economy Brief, Korea Institute for International Economic Policy, number 18-11, Mar.
• Hiroaki Sakamoto & Ken-Ichi Akao, 2018, "A theory of disasters and long-run growth," Discussion papers, Graduate School of Economics , Kyoto University, number e-17-014, Mar.
• Yongyang Cai & Simon Scheidegger & Sevin Yeltekin & Philipp Renner & Kenneth Judd, 2017, "Optimal Dynamic Fiscal Policy with Endogenous Debt Limits," 2017 Meeting Papers, Society for Economic Dynamics, number 1543.
• Gros, Daniel & Mayer, Thomas, 2017, "A European Monetary Fund: Why and how?," CEPS Papers, Centre for European Policy Studies, number 13267, Dec.
• Item repec:imf:imfwpa:18/49 is not listed on IDEAS anymore

• Damir Filipovi'c & Sander Willems, 2018, "A Term Structure Model for Dividends and Interest Rates," Papers, arXiv.org, number 1803.02249, Mar, revised May 2020.
• Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2017, "Revisiting Forecasting of Recessions via Dynamic Probit for Time Series by Kauppi and Saikkonen (2008)," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP032017, Jun.

Report NEP-MAC-2018-04-02

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: