Report NEP-MAC-2020-11-23

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 Koning, Kees, 2020, "U.K.’s economic variables over the last decade in the context of the current corona crisis," MPRA Paper, University Library of Munich, Germany, number 103763, Oct.
• Raphael A. Auer & Giulio Cornelli & Jon Frost, 2020, "Rise of the Central Bank Digital Currencies: Drivers, Approaches and Technologies," CESifo Working Paper Series, CESifo, number 8655.
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2020, "The macroeconomics of hedging income shares," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1283, Jun.
• Alisdair McKay & Johannes F. Wieland, 2020, "Forward Guidance and Durable Goods Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 28066, Nov.
• Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020, "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224546.
• Eser, Fabian & Lane, Philip & Moretti, Laura & Osbat, Chiara & Karadi, Peter, 2020, "The Phillips Curve at the ECB," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224627.
• Balleer, Almut & Zorn, Peter, 2020, "The Micro-level Price Response to Monetary Policy," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224557.
• Jia, Pengfei, 2020, "Negative Interest Rates on Central Bank Digital Currency," MPRA Paper, University Library of Munich, Germany, number 103828, Oct.
• Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea, 2020, "Tracing the impact of the ECB's asset purchase programme on the yield curve," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224540.
• Tillmann, Peter, 2020, "Macroeconomic Surprises and the Demand for Information about Monetary Policy," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224545.
• Salzmann, Leonard, 2020, "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224588.
• Ogawa, Shogo & Sasaki, Hiroaki, 2020, "Numerical Analysis of the Disequilibrium Monetary Growth Model: Secular Stagnation, Slow Convergence, and Cyclical Fluctuations," MPRA Paper, University Library of Munich, Germany, number 103845, Oct.
• Galo Nuño & Carlos Thomas, 2020, "Optimal Monetary Policy with Heterogeneous Agents," CESifo Working Paper Series, CESifo, number 8670.
• Jan-Egbert Sturm & Frank Bohn, 2020, "Do Expected Downturns Kill Political Budget Cycles?," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-481, Jun, DOI: 10.3929/ethz-b-000421602.
• Lilian Muchimba & Alexis Stenfors, 2020, "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2020-13, Nov.
• Nicoletta Batini & Alessandro Cantelmo & Giovanni Melina & Stefania Villa, 2020, "How Loose, how tight? A measure of monetary and fiscal stance for the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1295, Sep.
• Behringer, Jan, 2020, "Factor shares and the rise in corporate net lending," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224620.
• Christian Stettler, 2020, "Loss Averse Depositors and Monetary Policy around Zero," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-476, Apr, DOI: 10.3929/ethz-b-000409517.
• Wischnewsky, Arina & Jansen, David-Jan & Neuenkirch, Matthias, 2020, "Financial Stability and the Fed: Evidence from Congressional Hearings," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224527.
• Martin Larch & Eloïse Orseau & Wouter van der Wielen, 2020, "Do EU Fiscal Rules Support or Hinder Counter-Cyclical Fiscal Policy?," CESifo Working Paper Series, CESifo, number 8659.
• Hartwig, Benny, 2020, "Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224528.
• Elliott, David & Meisenzahl, Ralf & Peydró, José-Luis & Turner, Bryce, 2020, "Nonbanks, Banks, and Monetary Policy: U.S. Loan-Level Evidence since the 1990s," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224554.
• Carlino, Gerald & Drautzburg, Thorsten & Inman, Robert & Zarra, Nicholas, 2020, "Partisanship and Fiscal Policy in Federal Unions: Evidence from US States," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224550.
• Samad Sarferaz & Andreas Dibiasi, 2020, "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-479, Jun, DOI: 10.3929/ethz-b-000420180.
• DAS, PIYALI & Ghate, Chetan, 2020, "Public Debt in India: A Security Level Analysis," MPRA Paper, University Library of Munich, Germany, number 103746, Oct.
• Gries, Thomas & Naude, Wim, 2020, "Artificial Intelligence, Income Distribution and Economic Growth," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224623.
• Joshua K. Hausman & Paul W. Rhode & Johannes F. Wieland, 2020, "Farm Product Prices, Redistribution, and the Early U.S. Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 28055, Nov.
• Bitter, Lea, 2020, "Banking Crises under a Central Bank Digital Currency (CBDC)," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224600.
• Fantazzini, Dean & Kolodin, Nikita, 2020, "Does the hashrate affect the bitcoin price?," MPRA Paper, University Library of Munich, Germany, number 103812.
• Ozge Akinci & Gianluca Benigno & Marco Del Negro & Albert Queraltó, 2020, "The Financial (In)Stability Real Interest Rate, R*," Staff Reports, Federal Reserve Bank of New York, number 946, Nov.
• Soh, Ann-Ni, 2020, "A Review on the Leading Indicator Approach towards Economic Forecasting," MPRA Paper, University Library of Munich, Germany, number 103854, Oct.
• Lutz, Flora & Zessner-Spitzenberg, Leopold, 2020, "Sudden Stops and Reserve Accumulation in the Presence of International Liquidity Risk," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224520.
• Grömling, Michael, 2020, "COVID-19 and the growth potential," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 53/2020.
• Tanaka, Yasuhito, 2020, "Involuntary unemployment under ongoing nominal wage rate decline in overlapping generations model," MPRA Paper, University Library of Munich, Germany, number 103803, Oct.
• Boyan Jovanovic & Julien Prat, 2020, "Reputation and Earnings Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 28052, Nov.
• Röhe, Oke & Stähler, Nikolai, 2020, "Demographics and the Decline in Firm Entry: Lessons from a Life-Cycle Model," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224603.
• Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2020, "Uncertainty matters: evidence from a high-frequency identification strategy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1284, Jun.
• Okotori, Tonprebofa Waikumo & Ayunku, Peter, 2020, "The Mundell-Fleming Trilemma: Implications for the CBN and the financial markets," MPRA Paper, University Library of Munich, Germany, number 103880, Sep.
• Aymeric Ortmans & Fabien Tripier, 2020, "COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?," Working Papers, CEPII research center, number 2020-11, Oct.
• Gilbert CETTE & Jimmy LOPEZ & Jacques MAIRESSE & Giuseppe NICOLETTI, 2020, "Economic Adjustment during the Great Recession: The Role of Managerial Quality," Working Papers, Center for Research in Economics and Statistics, number 2020-26, Nov.
• Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2020, "Fifty Shades of QE: Conflicts of Interest in Economic Research," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 5/2020, Oct.
• Pasch, Sandra & Dany-Knedlik, Geraldine, 2020, "On the cyclicity of the income distribution," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224654.
• Andrej Cupák & Ján Klacso & Martin Suster, 2020, "Surveying the Impact of the Covid-19 Recession on the Financial Situation of Indebted Households," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 6/2020, Nov.
• Neele Balke & Thibaut Lamadon, 2020, "Productivity Shocks, Long-Term Contracts and Earnings Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 28060, Nov.
• Andrew Atkeson & Michael Droste & Michael J. Mina & James H. Stock, 2020, "Economic Benefits of COVID-19 Screening Tests," Staff Report, Federal Reserve Bank of Minneapolis, number 616, Nov, DOI: 10.21034/sr.616.
• Sergio Clavijo, 2020, "Pol√≠tica Monetaria Expansiva: Efectos sobre m√°rgenes, tasas de inter√©s y subsidios crediticios," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 18504, Nov.
• Christiane Baumeister & Pierre Guérin, 2020, "A Comparison of Monthly Global Indicators for Forecasting Growth," CESifo Working Paper Series, CESifo, number 8656.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Persistence and Long Memory in Monetary Policy Spreads," CESifo Working Paper Series, CESifo, number 8664.
• Anne Kathrin Funk & Daniel Kaufmann, 2020, "Do Sticky Wages Matter? New Evidence from Matched Firm-Survey and Register Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-480, Jun, DOI: 10.3929/ethz-b-000420479.
• Martin F. Hellwig, 2020, "Property Taxes and Dynamic Inefficiency: A Correction of a "Correction"," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2020_15, Jun.
• Matthew Read, 2020, "Monetary Policy and Firm Dynamics," Papers, arXiv.org, number 2011.03514, Nov.
• Süssmuth, Bernd & Irmen, Andreas & Heer, Burkhard, 2020, "Taxation, Automation Capital, and the Functional Income Distribution," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224572.
• Lochner, Benjamin & Merkl, Christian & Stüber, Heiko & Gürtzgen, Nicole, 2020, "Recruiting Intensity and Hiring Practices: Cross-Sectional and Time-Series Evidence," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224559.
• Zhang, Bo & Nguyen, Bao H., 2020, "Real-time forecasting of the Australian macroeconomy using Bayesian VARs," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-12.
• Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020, "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper, University Library of Munich, Germany, number 103870, Oct.
• Jannsen, Nils, 2019, "Hat die Fehlallokation von Produktionsfaktoren zur Produktivitätsschwäche in Deutschland beigetragen?," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 225298, DOI: 10.1515/zfwp-2019-2001.
• Julian di Giovanni & Galina Hale, 2020, "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Staff Reports, Federal Reserve Bank of New York, number 945, Nov.
• Emanuele Franceschi, 2020, "A simple model of liquidity," Working Papers, HAL, number halshs-02978552, Oct.
• Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1296, Sep.
• Andrea L. Eisfeldt & Edward Kim & Dimitris Papanikolaou, 2020, "Intangible Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 28056, Nov.
• Schmidt, Vanessa & Schreiber, Sven, 2020, "Missing growth measurement in Germany," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224616.
• Sébastien Bock & Idriss Fontaine, 2020, "Routine-Biased Technological Change and Hours Worked over the Business Cycle," Working Papers, HAL, number halshs-02982145, Oct.
• Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2020, "Instrumental Variable Identification of Dynamic Variance Decompositions," Papers, arXiv.org, number 2011.01380, Nov, revised Jul 2021.
• Beissinger, Thomas & Hellier, Joël & Marczak, Martyna, 2020, "Divergence in labour force growth: Should wages and prices grow faster in Germany?," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 09-2020.
• Kuikeu, Oscar, 2020, "Épidémiologie de l’économie et confinement de l’Organisation COVID-19
  [Epidemiologic aspect of the economy and Covid-19 lockdown as an Organisation]," MPRA Paper, University Library of Munich, Germany, number 103939, Nov.
• Dimitriadis, Timo & Patton, Andrew J. & Schmidt, Patrick W., 2020, "Testing forecast rationality for measures of central tendency," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 12-2020.
• Oslington, Paul & Assistant, JHET, 2020, "The Economics of Bernard Lonergan: Context, Modelling and Assessment," OSF Preprints, Center for Open Science, number wytpq, Nov, DOI: 10.31219/osf.io/wytpq.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Learning from Forecast Errors: A New Approach to Forecast Combinations," Papers, arXiv.org, number 2011.02077, Nov, revised May 2021.
• Shvets, Serhii, 2019, "Parametric early warning system model for Ukraine," MPRA Paper, University Library of Munich, Germany, number 103819.
• Zhao Chen & Yuxuan He & Zhikuo Liu & Juan Carlos Suárez Serrato & Daniel Yi Xu, 2020, "The Structure of Business Taxation in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 28051, Nov.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages," Working Papers, HAL, number halshs-02978527, Oct.
• Yothin Jinjarak & Ilan Noy & Quy Ta, 2020, "Pandemics and Economic Growth: Evidence from the 1968 H3N2 Influenza," CESifo Working Paper Series, CESifo, number 8672.

Report NEP-MAC-2020-11-23

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: