Report NEP-MAC-2020-04-06

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:

• De Grauwe, Paul & Ji, Yuemei, 2020, "Structural reforms, animal spirits and monetary policies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103502, May.
• António Antunes & Valerio Ercolani, 2020, "Public debt expansions and the dynamics of the household borrowing constraint," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1268, Mar.
• Alex Tagliabracci, 2020, "Asymmetry in the conditional distribution of euro-area inflation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1270, Mar.
• Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers, University of Pretoria, Department of Economics, number 202023, Mar.
• Miroslav Gabrovski & Jang-Ting Guo, 2020, "Progressive Taxation as an Automatic Stabilizer under Nominal Wage Rigidity and Preference Shocks," Working Papers, University of California at Riverside, Department of Economics, number 202004, Mar.
• Robert J. Shiller, 2020, "Popular Economic Narratives Advancing the Longest U.S. Economic Expansion 2009-2019," NBER Working Papers, National Bureau of Economic Research, Inc, number 26857, Mar.
• Michael D. Bauer & Eric T. Swanson, 2020, "The Fed's Response to Economic News Explains the "Fed Information Effect"," CESifo Working Paper Series, CESifo, number 8151.
• Faryna, Oleksandr & Pham, Tho & Talavera, Oleksandr & Tsapin, Andriy, 2020, "Wage Setting and Unemployment: Evidence from Online Job Vacancy Data," GLO Discussion Paper Series, Global Labor Organization (GLO), number 503.
• Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2020, "The impact of SNB monetary policy on the Swiss franc and longer-term interest rates," Working Papers, Swiss National Bank, number 2020-01.
• Julián Alonso Cárdenas-Cárdenas & Edgar Caicedo-García & Eliana R. González Molano, 2020, "Estimación de la variación del precio de los alimentos con modelos de frecuencias mixtas," Borradores de Economia, Banco de la Republica de Colombia, number 1109, Mar, DOI: https://doi.org/10.32468/be.1109.
• Thibault Lemaire, 2020, "Fiscal Consolidations and Informality in Latin America and the Caribbean," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 20004, Jan.
• Sartorello Spinola, Danilo, 2020, "Uneven development and the balance of payments constrained model: Terms of trade, economic cycles, and productivity catching-up," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-003, Jan.
• Franz, Thorsten, 2020, "Central bank information shocks and exchange rates," Discussion Papers, Deutsche Bundesbank, number 13/2020.
• Eraslan, Sercan & Nöller, Marvin, 2020, "Recession probabilities falling from the STARs," Discussion Papers, Deutsche Bundesbank, number 08/2020.
• Cobham, David & Song, Mengdi, 2019, "How do countries choose their monetary policy frameworks?," MPRA Paper, University Library of Munich, Germany, number 99110, Jul.
• Vincenzo Cuciniello & Nicola di Iasio, 2020, "Determinants of the credit cycle: a flow analysis of the extensive margin," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1266, Mar.
• Alexander Ludwig & Christopher Busch, 2020, "Higher-Order Income Risk over the Business Cycle," Working Papers, Barcelona School of Economics, number 1159, Mar.
• Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2020, "Risk pooling, leverage, and the business cycle," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 271, DOI: 10.2139/ssrn.3560852.
• Mark Setterfield, 2020, "Editorial to the special issue: The monetary economics of Basil J. Moore," Working Papers, New School for Social Research, Department of Economics, number 2002, Mar.
• Malik, M. Fahad & Awan, Dr Masood Sarwar & Malik, Dr Waseem Shahid, 2020, "Macroeconomic Shocks: Short-Run versus Long-Run Perspectives," MPRA Paper, University Library of Munich, Germany, number 99103, Mar.
• Wolf, Elias & Mokinski, Frieder & Schüler, Yves, 2020, "On adjusting the one-sided Hodrick-Prescott filter," Discussion Papers, Deutsche Bundesbank, number 11/2020.
• Barbara Rossi, 2020, "Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them," Working Papers, Barcelona School of Economics, number 1162, Mar.
• Federico Bassi, 2020, "Growth without Full Capacity Utilization And Full Capacity Utilization Without Growth," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2020-02, Mar.
• Item repec:pre:wpaper:202021 is not listed on IDEAS anymore

• Nicolle Valentina Herrera Pinto, 2020, "La crisis argentina del 2002 desde la perspectiva del ciclo económico austriaco," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 18059, Mar.
• Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2020, "Long-term growth impact of climate change and policies: the Advanced Climate Change Long-term (ACCL) scenario building model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2007, Mar.
• Francesco D'Acunto & Ulrike M. Malmendier & Michael Weber & Michael Weber, 2020, "Gender Roles and the Gender Expectations Gap," CESifo Working Paper Series, CESifo, number 8158.
• Christian Grisse, 2020, "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers, Swiss National Bank, number 2020-02.
• Klein, Melanie, 2020, "Implications of negative interest rates for the net interest margin and lending of euro area banks," Discussion Papers, Deutsche Bundesbank, number 10/2020.
• Jaume Ventura & Alberto Martin & Fernando Broner, 2020, "On Public Spending and Economic Unions," Working Papers, Barcelona School of Economics, number 1167, Apr.
• Boris Hofmann & Anamaria Illes & Marco Jacopo Lombardi & Paul Mizen, 2020, "The impact of unconventional monetary policies on retail lending and deposit rates in the euro area," BIS Working Papers, Bank for International Settlements, number 850, Mar.
• Raquel Fonseca & Simon Lord & Simon C. Parker, 2020, "Self-Employment at Older Ages in Canada," Cahiers de recherche / Working Papers, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics, number 2003.
• Sartorello Spinola, Danilo, 2020, "The La Marca Model revisited: Structuralist Goodwin cycles with evolutionary supply side and balance of payments constraints," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-002, Jan.
• Jean Barthélemy & Guillaume Plantin, 2019, "Fiscal and Monetary Regimes: A Strategic Approach," Working papers, Banque de France, number 742.
• Salvatore Federico & Giorgio Ferrari & Patrick Schuhmann, 2019, "A Model for the Optimal Management of Inflation," Department of Economics University of Siena, Department of Economics, University of Siena, number 812, Oct.
• Stéphane Dees & Alessandro Galesi, 2019, "The Global Financial Cycle and US Monetary Policy in an Interconnected World," Working papers, Banque de France, number 744.
• Röhe, Oke & Stähler, Nikolai, 2020, "Demographics and the decline in firm entry: Lessons from a life-cycle model," Discussion Papers, Deutsche Bundesbank, number 15/2020.
• Marco Paolo Tucci, 2019, "The usual robust control framework in discrete time: Some interesting results," Department of Economics University of Siena, Department of Economics, University of Siena, number 815, Dec.
• Item repec:imf:imfscr:20/82 is not listed on IDEAS anymore

• Margherita Bottero & Enrico Sette, 2020, "Expansionary yet different: credit supply and real effects of negative interest rate policy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1269, Mar.
• Michał Brzoza-Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2020, "International information flows, sentiments and cross-country business cycle fluctuations," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-047, Mar.
• Noémie Lisack & Rana Sajedi & Gregory Thwaites, 2019, "Population Ageing and the Macroeconomy," Working papers, Banque de France, number 745.
• Christopher Hooton, 2020, "An Industry-Based Estimation Approach for Measuring the Cloud Economy," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2020-03, Feb.
• Simon Dikau & Ulrich Volz, 2020, "Central Bank Mandates, Sustainability Objectives and the Promotion of Green Finance," Working Papers, Department of Economics, SOAS University of London, UK, number 232, Mar.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Post-Print, HAL, number hal-01527872, Dec, DOI: 10.1017/S1365100519001032.
• William Ginn & Marc Pourroy, 2019, "Optimal Monetary Policy in the Presence of Food Price Subsidies," Post-Print, HAL, number hal-01830769, Sep, DOI: 10.1016/j.econmod.2018.06.012.
• Antonin Bergeaud & Gilbert Cette & Rémy Lecat, 2019, "The Circular Relationship Between Productivity Growth and Real Interest Rates," Working papers, Banque de France, number 734.
• Obrizan, Maksym & Karlsson, Martin & Matvieiev, Mykhailo, 2020, "The Macroeconomic Impact of the 1918–19 Influenza Pandemic in Sweden," MPRA Paper, University Library of Munich, Germany, number 98910, Mar.
• Filippo Gusella & Engelbert Stockhammer, 2020, "Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2009, Mar.
• Gasteiger, Emanuel & Prettner, Klaus, 2020, "Automation, stagnation, and the implications of a robot tax," ECON WPS - Working Papers in Economic Theory and Policy, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit, number 02/2020.
• Francesco D’Acunto & Thomas Rauter & Christoph K. Scheuch & Michael Weber, 2020, "Perceived Precautionary Savings Motives: Evidence from FinTech," NBER Working Papers, National Bureau of Economic Research, Inc, number 26817, Mar.
• Ewen Gallic & Gauthier Vermandel, 2020, "Weather Shocks," Post-Print, HAL, number hal-02498669, May, DOI: 10.1016/j.euroecorev.2020.103409.
• Hiro Ito & Masahiro Kawai, 2018, "Quantity and Quality Measures of Financial Development: Implications for Macroeconomic Performance," Discussion papers, ERINA - Economic Research Institute for Northeast Asia, number 1803e, Apr.
• Piotr Dybka & Bartosz OlesiÅ„ski & Marek Rozkrut & Andrzej Torój, 2020, "Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-046, Mar.
• Luca Baldo & Filippo Pasqualone & Antonio Scalia, 2020, "Repo market and leverage ratio in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 551, Mar.
• Robert N McCauley & Catherine R Schenk, 2020, "Central bank swaps then and now: swaps and dollar liquidity in the 1960s," BIS Working Papers, Bank for International Settlements, number 851, Apr.
• Item repec:imf:imfscr:20/76 is not listed on IDEAS anymore

• Robert Lehmann & Magnus Reif, 2020, "Tracking and Predicting the German Economy: ifo vs. PMI," CESifo Working Paper Series, CESifo, number 8145.
• Antonio Diez de los Rios, 2020, "A Portfolio-Balance Model of Inflation and Yield Curve Determination," Staff Working Papers, Bank of Canada, number 20-6, Mar, DOI: 10.34989/swp-2020-6.
• Ingo Fender & Mike McMorrow & Vahe Sahakyan & Omar Zulaica, 2020, "Reserve management and sustainability: the case for green bonds?," BIS Working Papers, Bank for International Settlements, number 849, Mar.
• R. Jason Faberman & Andreas I. Mueller & Ayşegül Şahin & Giorgio Topa, 2020, "The Shadow Margins of Labor Market Slack," NBER Working Papers, National Bureau of Economic Research, Inc, number 26852, Mar.
• Marwil J. Dávila-Fernández & Serena Sordi, 2019, "From open economies to attitudes towards change. Growth and institutions in Latin America and Asia," Department of Economics University of Siena, Department of Economics, University of Siena, number 809, Sep.
• Alain Venditti, 2019, "Competitive equilibrium cycles for small discounting in discrete-time two-sector optimal growth models," Post-Print, HAL, number hal-02352979, Sep, DOI: 10.1515/snde-2019-0021.
• Martin Wolf & Gianluca Benigno & Luca Fornaro, 2020, "The Global Financial Resource Curse," Working Papers, Barcelona School of Economics, number 1165, Apr.
• Schüler, Yves S., 2020, "The impact of uncertainty and certainty shocks," Discussion Papers, Deutsche Bundesbank, number 14/2020.
• Kris James Mitchener & Gary Richardson, 2020, "Contagion of Fear," NBER Working Papers, National Bureau of Economic Research, Inc, number 26859, Mar.
• Raquel Fonseca & François Langot & Pierre-Carl Michaud & Thepthida Sopraseuth, 2020, "Understanding Cross-country Differences in Health Status and Expenditures," Cahiers de recherche / Working Papers, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics, number 2004.
• Anna Cieslak & Semyon Malamud & Andreas Schrimpf, 2020, "Policy Announcement Design," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-17, Jan.
• Michael Bleaney & Atsuyoshi Morozumi & Zakari Mumuni, 2020, "Inflation targeting in low-income countries: Does IT work?," Discussion Papers, University of Nottingham, CREDIT, number 2020-01.
• Raquel Fonseca & François Langot & Pierre-Carl Michaud & Thepthida Sopraseuth, 2020, "Understanding Cross-Country Differences in Health Status and Expenditures," CIRANO Working Papers, CIRANO, number 2020s-16, Mar.
• Matthias Kehrig & Nicolas Vincent, 2020, "The Micro-Level Anatomy of the Labor Share Decline," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 20-12, Mar.
• Antonio Coppola & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2020, "Redrawing the Map of Global Capital Flows: The Role of Cross-Border Financing and Tax Havens," NBER Working Papers, National Bureau of Economic Research, Inc, number 26855, Mar.
• Mathieu Taschereau-Dumouchel & Edouard Schaal, 2020, "Herding Through Booms and Busts," Working Papers, Barcelona School of Economics, number 1166, Apr.
• Item repec:rim:rimwps:20-10 is not listed on IDEAS anymore

• Weinand, Sebastian, 2020, "Measuring spatial price differentials: A comparison of stochastic index number methods," Discussion Papers, Deutsche Bundesbank, number 12/2020.
• Bussolo, Maurizio & Checchi, Daniele & Peragine, Vito, 2020, "Long-Term Evolution of Inequality of Opportunity," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13044, Mar.
• Gilbert Mbara, 2020, "Price Transmission across Commodity Markets: Physical to Futures," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-07.
• Alexandros Botsis & Christoph Görtz & Plutarchos Sakellaris, 2020, "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," CESifo Working Paper Series, CESifo, number 8148.
• Item repec:bge:wpaper:1168 is not listed on IDEAS anymore

• Carol Corrado & Mary O'Mahony & Lea Samek, 2020, "Measuring education services using lifetime incomes," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2020-02, Jan.
• Marwil J. Dávila-Fernández, 2019, "Manufacture Content and Financialisation: An Empirical Assessment," Department of Economics University of Siena, Department of Economics, University of Siena, number 811, Oct.
• Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2020, "The dynamic impact of FX interventions on financial markets," Kiel Working Papers, Kiel Institute for the World Economy, number 2151.
• Massimiliano Caporin & Zahra Mohammadi Nikpour & Paola Valbonesi, 2020, "Oil Price Uncertainty and Conflicts: Evidence from the Middle East and North Africa," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0250, Mar.
• Stanislav Rabinovich & Ronald Wolthoff, 2020, "Misallocation Effects of Labor Market Frictions," Working Papers, University of Toronto, Department of Economics, number tecipa-662, Mar.
• Michael Bleaney & Atsuyoshi Morozumi & Zakari Mumuni, 2020, "When are fiscal deficits inflationary in low-income countries?," Discussion Papers, University of Nottingham, CREDIT, number 2020-02.
• Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2020, "Forecasting natural gas prices using highly flexible time-varying parameter models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-01.
• Wontke, Christoph & Seitz, Franz, 2020, "Derivate im Zinsmanagement: Eine Analyse der Hedging-Qualität von Bund Future Kontrakten und deren Einsatzmöglichkeiten in Theorie und Praxis," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 74.
• Kwon, Ohyun & Fleisher, Belton M. & McGuire, William H. & Zhao, Min Qiang, 2020, "Provincial Trade, Financial Friction and Misallocation in China," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13074, Mar.
• Hernando Matallana, 2020, "Keynes, Sraffa y la ley de grafeno de los salarios," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 18061, Mar.
• Sartorello Spinola, Danilo, 2020, "Debating the assumptions of the Thirlwall Model: A VECM analysis of the Balance of Payments for Argentina, Brazil, Colombia, and Mexico," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-001, Jan.
• Mauro Bucci & Ilaria De Angelis & Emilio Vadalà, 2020, "Don’t look back in anger: The use of derivatives in public debt management in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 550, Mar.
• Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020, "Measurement of Factor Strenght: Theory and Practice," CESifo Working Paper Series, CESifo, number 8146.
• Simplice A. Asongu & Joseph I. Uduji & Elda N. Okolo-Obasi, 2019, "Fighting African Capital Flight: Trajectories, Dynamics and Tendencies," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/089, Jan.

Report NEP-MAC-2020-04-06

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: