Report NEP-MAC-2020-10-19

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:

• Ian Dew-Becker & Stefano Giglio, 2020, "Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 27864, Sep.
• Cantore, C. & Freund, L. B., 2020, "Workers, Capitalists, and the Government: Fiscal Policy and Income (Re)Distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2095, Oct.
• Schupp, Fabian, 2020, "The (ir)relevance of the nominal lower bound for real yield curve analysis," Working Paper Series, European Central Bank, number 2476, Oct.
• Valerio Ercolani & Filippo Natoli, 2020, "Forecasting US recessions: the role of economic uncertainty," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1299, Sep.
• ALJARHI, Mabid, 2018, "The Islamic macroeconomic model: How to Apply it," MPRA Paper, University Library of Munich, Germany, number 103397, Dec, revised 01 Oct 2020.
• Gürkaynak, Refet S. & Kara, Ali Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2020, "Monetary policy surprises and exchange rate behavior," CFS Working Paper Series, Center for Financial Studies (CFS), number 642, DOI: 10.2139/ssrn.3696063.
• Carolin Pflueger & Gianluca Rinaldi, 2020, "Why Does the Fed Move Markets so Much? A Model of Monetary Policy and Time-Varying Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 27856, Sep.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2020, "Revising the Impact of Financial and Non-Financial Global Stock Market Volatility Shocks," MPRA Paper, University Library of Munich, Germany, number 103019.
• Hein, Eckhard, 2020, "Financialisation and stagnation: A macroeconomic regime perspective," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 149/2020.
• Gauti B. Eggertsson & Sergey K. Egiev & Alessandro Lin & Josef Platzer & Luca Riva, 2020, "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration," NBER Working Papers, National Bureau of Economic Research, Inc, number 27878, Oct.
• André Marine Charlotte & Dai Meixing, 2020, "The limits to robust monetary policy in a small open economy with learning agents," Working Papers, Banco de México, number 2020-12, Sep.
• Dixit, Shiv & Subramanian, Krishnamurthy, 2020, "Bank Coordination and Monetary Transmission: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 103169, Aug.
• Federico Bassi, 2020, "Chronic Excess Capacity and Unemployment Hysteresis in EU Countries. A Structural Approach," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def091, Oct.
• Takeshi Shinohara & Tatsushi Okuda & Jouchi Nakajima, 2020, "Characteristics of Uncertainty Indices in the Macroeconomy," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-6, Oct.
• Donato Masciandaro & Paola Profeta & Davide Romelli, 2020, "Do Women Matter in Monetary Policy Boards?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20148.
• Item repec:cpb:discus:416.rdf is not listed on IDEAS anymore

• Brian Fabo & Martina Jančoková & Elisabeth Kempf & Ľuboš Pástor, 2020, "Fifty Shades of QE: Comparing Findings of Central Bankers and Academics," NBER Working Papers, National Bureau of Economic Research, Inc, number 27849, Sep.
• Henkel, Lukas, 2020, "Sectoral output effects of monetary policy: do sticky prices matter?," Working Paper Series, European Central Bank, number 2473, Oct.
• Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2020, "Foreign exchange intervention and financial stability," BIS Working Papers, Bank for International Settlements, number 889, Sep.
• Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020, "Does Fiscal Policy Matter for Stock-Bond Return Correlation?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27861, Sep.
• Enrique Esteban García-Escudero & Elisa J. Sánchez Pérez, 2020, "Los swaps de divisas entre bancos centrales," Occasional Papers, Banco de España, number 2025, Sep.
• Sergii Kiiashko, 2019, "Optimal Time Consistent Government Debt Maturity, Fiscal Policy, and Default," Working Papers, National Bank of Ukraine, number 04/2019, Dec.
• Kyle Handley & J. Frank Li, 2020, "Measuring the Effects of Firm Uncertainty on Economic Activity: New Evidence from One Million Documents," NBER Working Papers, National Bureau of Economic Research, Inc, number 27896, Oct.
• Demary, Markus & Voigtländer, Michael, 2020, "The impact of Basel IV on real estate financing," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 18/2020.
• Hirschbühl, Dominik & Krustev, Georgi & Stoevsky, Grigor, 2020, "Financial drivers of the euro area business cycle: a DSGE-based approach," Working Paper Series, European Central Bank, number 2475, Oct.
• Kazuhiro Hiraki & Wataru Hirata, 2020, "Market-based Long-term Inflation Expectations in Japan: A Refinement on Breakeven Inflation Rates," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-5, Sep.
• Elien Meuleman & Rudi Vander Vennet, 2020, "Macroprudential policy, monetary policy and Eurozone bank risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 20/1004, Aug.
• Foltas, Alexander & Pierdzioch, Christian, 2020, "On the efficiency of German growth forecasts: An empirical analysis using quantile random forests," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 21, DOI: 10.18452/21910.
• Robert E. Hall & Marianna Kudlyak, 2020, "The Unemployed With Jobs and Without Jobs," NBER Working Papers, National Bureau of Economic Research, Inc, number 27886, Oct.
• Albertazzi, Ugo & Burlon, Lorenzo & Pavanini, Nicola & Jankauskas, Tomas, 2020, "The (unobservable) value of central bank’s refinancing operations," Working Paper Series, European Central Bank, number 2480, Oct.
• Michael Kumhof & Phurichai Rungcharoenkitkul & Andrej Sokol, 2020, "How does international capital flow?," BIS Working Papers, Bank for International Settlements, number 890, Oct.
• Christopher D. Carroll & Edmund Crawley & Jiri Slacalek & Matthew N. White, 2020, "Modeling the Consumption Response to the CARES Act," NBER Working Papers, National Bureau of Economic Research, Inc, number 27876, Sep.
• Mario Forni & Luca Sala & Luca Gambetti & Davide Debortoli, 2020, "Asymmetric Effects of Monetary Policy Easing and Tightening," Working Papers, Barcelona School of Economics, number 1205, Oct.
• Luca Metelli & Kevin Pallara, 2020, "Fiscal space and the size of the fiscal multiplier," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1293, Sep.
• Dall’Orto Mas, Rodolfo & Vonessen, Benjamin & Fehlker, Christian & Arnold, Katrin, 2020, "The case for central bank independence: a review of key issues in the international debate," Occasional Paper Series, European Central Bank, number 248, Oct.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2019, "Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries," MPRA Paper, University Library of Munich, Germany, number 103035, Dec.
• Cóndor Richard, 2020, "Shared-Appreciation Mortgages and Uninsurable Idiosyncratic Shocks," Working Papers, Banco de México, number 2020-11, Sep.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin, 2020, "Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-10.
• Claudia Pacella, 2020, "Essays on Forecasting," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/307579, Jun.
• Christopher S. Sutherland, 2020, "Forward Guidance and Expectation Formation: A Narrative Approach," Staff Working Papers, Bank of Canada, number 20-40, Sep, DOI: 10.34989/swp-2020-40.
• Tarek Alexander Hassan & Tony Zhang, 2020, "The Economics of Currency Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 27847, Sep.
• Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020, "Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27867, Sep.
• Lorenzo Codogno & Paul van den Noord, 2019, "The rationale for a safe asset and fiscal capacity for the Eurozone," LEQS – LSE 'Europe in Question' Discussion Paper Series, European Institute, LSE, number 144, May.
• Alberto Caruso, 2020, "Essays on Empirical Macroeconomics," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/308164, Jun.
• Item repec:hal:wpaper:hal-02944209 is not listed on IDEAS anymore

• Goenka, Aditya & Liu, Lin & Nguyen, Manh-Hung, 2020, "SIR Economic Epidemiological Models with Disease Induced Mortality," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1150, Oct.
• Aditya Goenka & Lin Liu & Nguyen, Manh-Hung, 2020, "Modeling optimal quarantines under infectious disease related mortality," Discussion Papers, Department of Economics, University of Birmingham, number 20-24, Oct.
• Farid, Moatazbellah, 2020, "The Effect of Brexit on UK Productivity: Synthetic Control Analysis," MPRA Paper, University Library of Munich, Germany, number 103165, Sep.
• Diop, Samba & Asongu, Simplice, 2020, "An Index of African Monetary Integration (IAMI)," MPRA Paper, University Library of Munich, Germany, number 103137, Jan.
• Aditya Goenka & Lin Liu & Nguyen, Manh-Hung, 2020, "SIR Economic Epidemiological Models with Disease Induced Mortality," Discussion Papers, Department of Economics, University of Birmingham, number 20-25, Oct.
• Michael D. Bordo, 2020, "Monetary Policy Cooperation/Coordination and Global Financial Crises in Historical Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 27898, Oct.
• Item repec:spo:wpmain:info:hdl:2441/2q9catktmn91sabau2l9qji1as is not listed on IDEAS anymore

• Muayad Ismail, 2020, "Evaluating the Macroeconomic Impact of IMF Programs in Sudan," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-21, Oct.
• Item repec:bof:bofitp:2020_022 is not listed on IDEAS anymore

• jallow, ousman & Joof, Foday, 2020, "Investigating the Asymmetric Effect of Sukuk Returns on Economic Growth - Evidence from Indonesia, a NARDL Perspective," MPRA Paper, University Library of Munich, Germany, number 102939, Sep.
• Ewelina Osowska & Piotr Wójcik, 2020, "The impact of the content of Federal Open Market Committee post-meeting statements on financial markets – text mining approach," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-33.
• -, 2020, "U.S. Economic Outlook: First Half 2020," Oficina de la CEPAL en Washington (Estudios e Investigaciones), Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 46077, Oct.
• Nauro Campos & Corrado Macchiarelli, 2020, "Brexit and the Euro," LEQS – LSE 'Europe in Question' Discussion Paper Series, European Institute, LSE, number 154, Mar.
• Pierre-Olivier Gourinchas & Ṣebnem Kalemli-Özcan & Veronika Penciakova & Nick Sander, 2020, "SME Failures Under Large Liquidity Shocks: An Application to the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27877, Sep.
• Hinterlang, Natascha & Hollmayr, Josef, 2020, "Classification of monetary and fiscal dominance regimes using machine learning techniques," Discussion Papers, Deutsche Bundesbank, number 51/2020.
• Cheng, Terence Chai & Kim, Seonghoon & Koh, Kanghyock, 2020, "The Impact of COVID-19 on Subjective Well-Being: Evidence from Singapore," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13702, Sep.
• Nissilä, Wilma, 2020, "Probit based time series models in recession forecasting – A survey with an empirical illustration for Finland," BoF Economics Review, Bank of Finland, number 7/2020.
• Roger Guesnerie, 2020, "Understanding expectational coordination as a major intellectual challenge : the “eductive” guide line," Working Papers, HAL, number halshs-02951022, Sep.
• Roger Guesnerie, 2020, "Understanding expectational coordination as a major intellectual challenge : the “eductive” guide line," PSE Working Papers, HAL, number halshs-02951022, Sep.
• Andreas Tryphonides & Chara Papioti & Grégory Claeys, 2020, "Liquidity Risk, Market Power and the Informational Effects of Policy," Working Papers, Barcelona School of Economics, number 1206, Oct.
• Benavides Guillermo, 2020, "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers, Banco de México, number 2020-10, Sep.
• Charles Yuji Horioka, 2020, "Is the Selfish Life-Cycle Model More Applicable in Japan and, If So, Why? A Literature Survey," NBER Working Papers, National Bureau of Economic Research, Inc, number 27869, Sep.
• Charles M. Kahn & Francisco Rivadeneyra, 2020, "Security and convenience of a central bank digital currency," Staff Analytical Notes, Bank of Canada, number 2020-21, Oct, DOI: 10.34989/san-2020-21.
• Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020, "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2020-01.
• Mototsugu Shintani & Naoto Soma, 2020, "The Effects of QQE on Long-run Inflation Expectations in Japan," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-494, Oct.
• Tarciso Gouveia da Silva & Osmani Teixeira de Carvalho Guillén & George Augusto Noronha Morcerf & Andre de Melo Modenesi, 2020, "Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17)," Working Papers Series, Central Bank of Brazil, Research Department, number 536, Sep.
• Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020, "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27855, Sep.
• Daniele Bianchi & Mykola Babiak, 2020, "On the Performance of Cryptocurrency Funds," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp672, Sep.
• Tim Bulman, 2020, "Rejuvenating Greece’s labour market to generate more and higher-quality jobs," OECD Economics Department Working Papers, OECD Publishing, number 1622, Oct, DOI: 10.1787/8ea5033a-en.
• Simon Chazel & Sophie Bernard & Hassan Benchekroun, 2020, "Energy Transition Under Mineral Constraints and Recycling," CIRANO Working Papers, CIRANO, number 2020s-51, Oct.
• Metiu, Norbert, 2020, "Anticipation effects of protectionist U.S. trade policies," Discussion Papers, Deutsche Bundesbank, number 52/2020.
• Dermot Hodson, 2019, "The New Intergovernmentalism and the Euro Crisis: A Painful Case?," LEQS – LSE 'Europe in Question' Discussion Paper Series, European Institute, LSE, number 145, Jun.
• Samba Diop & Simplice A. Asongu & Joseph Nnanna, 2020, "Covid-19 Economic Vulnerability and Resilience Indexes: Global Evidence," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 20/070, Oct.
• Shai Bernstein & Richard R. Townsend & Ting Xu, 2020, "Flight to Safety: How Economic Downturns Affect Talent Flows to Startups," NBER Working Papers, National Bureau of Economic Research, Inc, number 27907, Oct.
• Asongu, Simplice & Acha-Anyi, Paul, 2020, "Enhancing ICT for Productivity in Sub-Saharan Africa: Thresholds for Complementary Policies," MPRA Paper, University Library of Munich, Germany, number 103140, Jan.
• Grym, Aleksi, 2020, "Lessons learned from the world's first CBDC," BoF Economics Review, Bank of Finland, number 8/2020.
• Patrick Baylis & Pierre-Loup Beauregard & Marie Connolly & Nicole Fortin & David A. Green & Pablo Gutierrez Cubillos & Sam Gyetvay & Catherine Haeck & Timea Laura Molnar & Gaëlle Simard-Duplain & Henr, 2020, "The Distribution of COVID-19 Related Risks," NBER Working Papers, National Bureau of Economic Research, Inc, number 27881, Oct.
• Santiago Caicedo & Miguel Espinosa & Arthur Seibold, 2020, "Unwilling to train? Firm responses to the Colombian apprenticeship regulation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1743, Aug.
• Michael Callaghan & Thomas van Florenstein Mulder, 2020, "GDP Plus: An Economic Activity Indicator for New Zealand," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2020/01, Jan.
• Arthur Seibold & Santiago Caicedo & Miguel Espinosa, 2020, "Unwilling to Train? Firm Responses to the Colombian Apprenticeship Regulation," Working Papers, Barcelona School of Economics, number 1204, Oct.
• Kuikeu, Oscar, 2020, "Le Confinement à l’épreuve des faits: quel est donc l’intérêt économique attendu?
  [The factsheets of the lockdown: what is the real economic interest?]," MPRA Paper, University Library of Munich, Germany, number 103313, Oct.
• Breithaupt, Patrick & Kesler, Reinhold & Niebel, Thomas & Rammer, Christian, 2020, "Intangible capital indicators based on web scraping of social media," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-046.
• Sangmin Aum & Sang Yoon (Tim) Lee & Yongseok Shin, 2020, "Who Should Work from Home during a Pandemic? The Wage-Infection Trade-off," NBER Working Papers, National Bureau of Economic Research, Inc, number 27908, Oct.
• Bagis, Bilal & Yumurtaci, Aynur, 2020, "Welfare Perceptions of the Youth: A Turkish Case Study," GLO Discussion Paper Series, Global Labor Organization (GLO), number 671.
• Juan C. Palomino & Juan G. Rodríguez & Raquel Sebastian, 2020, "Wage inequality and poverty effects of lockdown and social distancing in Europe," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2020-03, Jul.
• Asongu, Simplice & Nnanna, Joseph & Acha-Anyi, Paul, 2020, "On the Simultaneous Openness Hypothesis: FDI, Trade and TFP Dynamics in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 103135, Jan.

Report NEP-MAC-2020-10-19

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: