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Citations for "Introducing Financial Frictions and Unemployment into a Small Open Economy Model"

by Mathias Trabandt & Karl Walentin & Lawrence J. Christiano

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  1. Michael Kumhof & Jaromir Benes, 2012. "The Chicago Plan Revisited," IMF Working Papers 12/202, International Monetary Fund.
  2. Gerke, Rafael & Jonsson, Magnus & Kliem, Martin & Kolasa, Marcin & Lafourcade, Pierre & Locarno, Alberto & Makarski, Krzysztof & McAdam, Peter, 2012. "Assessing macro-financial linkages: A model comparison exercise," Discussion Papers 02/2012, Deutsche Bundesbank, Research Centre.
  3. Tovar, Camilo Ernesto, 2008. "DSGE Models and Central Banks," Economics Discussion Papers 2008-30, Kiel Institute for the World Economy.
  4. Walentin, Karl, 2013. "Business Cycle Implications of Mortgage Spreads," Working Paper Series 275, Sveriges Riksbank (Central Bank of Sweden), revised 01 Mar 2014.
  5. Lawrence J. Christiano & Martin S. Eichenbaum & Mathias Trabandt, 2013. "Unemployment and business cycles," International Finance Discussion Papers 1089, Board of Governors of the Federal Reserve System (U.S.).
  6. Yuki Teranishi, 2013. "Smoothed Interest Rate Setting by Central Banks and Staggered Loan Contracts," CAMA Working Papers 2013-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Svensson, Lars E O, 2009. "Transparency under Flexible Inflation Targeting: Experiences and Challenges," CEPR Discussion Papers 7213, C.E.P.R. Discussion Papers.
  8. Kliem, Martin & Uhlig, Harald, 2013. "Bayesian estimation of a DSGE model with asset prices," Discussion Papers 37/2013, Deutsche Bundesbank, Research Centre.
  9. Christiano, Lawrence & Trabandt, Mathias & Walentin, Karl, 2010. "Involuntary unemployment and the business cycle," Working Paper Series 1202, European Central Bank.
  10. Chin, Michael & Filippeli, Thomai & Theodoridis, Konstantinos, 2015. "Cross-country co-movement in long-term interest rates: a DSGE approach," Bank of England working papers 530, Bank of England.
  11. William D. Craighead, 2012. "Monetary Rules and Sectoral Unemployment in Open Economies," Wesleyan Economics Working Papers 2012-001, Wesleyan University, Department of Economics.
  12. Zheng Liu & Pengfei Wang & Tao Zha, 2011. "Land-price dynamics and macroeconomic fluctuations," Working Paper 2011-11, Federal Reserve Bank of Atlanta.
  13. Joao Madeira, 2012. "Evaluating the Role of Firm-Specific Capital in New Keynesian models," Discussion Papers 1204, Exeter University, Department of Economics.
  14. Virginia Queijo von Heideken & Ferre De Graeve, 2012. "Fiscal policy in contemporary DSGE models," 2012 Meeting Papers 74, Society for Economic Dynamics.
  15. Erceg, Christopher J. & Lindé, Jesper, 2013. "Fiscal consolidation in a currency union: Spending cuts vs. tax hikes," Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 422-445.
  16. Senbeta, Sisay, 2011. "How applicable are the new keynesian DSGE models to a typical low-income economy?," MPRA Paper 30931, University Library of Munich, Germany.
  17. Kolasa, Marcin & Rubaszek, Michał, 2014. "Forecasting with DSGE models with financial frictions," Dynare Working Papers 40, CEPREMAP.
  18. João Valle e Azevedo, 2011. "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  19. Lawrence J. Christiano & Mathias Trabandt & Karl Walentin, 2010. "DSGE models for monetary policy analysis," CQER Working Paper 2010-02, Federal Reserve Bank of Atlanta.
  20. Mumtaz, Haroon & Theodoridis, Konstantinos, 2012. "The international transmission of volatility shocks: an empirical analysis," Bank of England working papers 463, Bank of England.
  21. Gunter Coenen & Roland Straub & Mathias Trabandt, 2012. "Gauging the effects of fiscal stimulus packages in the Euro area," International Finance Discussion Papers 1061, Board of Governors of the Federal Reserve System (U.S.).
  22. Sala, Luca & Söderström, Ulf & Trigari, Antonella, 2012. "Structural and Cyclical Forces in the Labor Market During the Great Recession: Cross-Country Evidence," CEPR Discussion Papers 9167, C.E.P.R. Discussion Papers.
  23. Adolfson, Malin & Laseén, Stefan & Lindé, Jesper & Svensson, Lars E.O., 2008. "Optimal Monetary Policy in an Operational Medium-Sized DSGE Model," Working Paper Series 225, Sveriges Riksbank (Central Bank of Sweden).
  24. Francesco Furlanetto & Nicolas Groshenny, 2014. "Mismatch Shocks and Unemployment During the Great Recession," CAMA Working Papers 2014-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  25. Pascal Michaillat, 2012. "Fiscal Multipliers over the Business Cycle," CEP Discussion Papers dp1115, Centre for Economic Performance, LSE.
  26. Christopher J. Erceg & Jesper Lind�, 2011. "Asymmetric Shocks in a Currency Union with Monetary and Fiscal Handcuffs," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 7(1), pages 95 - 136.
  27. Vasco Cúrdia & Ricardo Reis, 2010. "Correlated disturbances and U.S. business cycles," Staff Reports 434, Federal Reserve Bank of New York.
  28. Francesco Furlanetto & Nicolas Groshenny, 2012. "Matching efficiency and business cycle fluctuations," Working Paper 2012/07, Norges Bank.
  29. Szabolcs Deák & Lionel Fontagné & Marco Maffezzoli & Massimiliano Marcellino, 2012. "The banking and distribution sectors in a small open economy DSGE Model," Working Papers 454, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  30. Liu, Zheng & Miao, Jianjun & Zha, Tao, 2013. "Land prices and unemployment," Working Paper 2013-06, Federal Reserve Bank of Atlanta.
  31. Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance 706, Stockholm School of Economics, revised 02 Dec 2009.
  32. Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2011. "The anatomy of standard DSGE models with financial frictions," National Bank of Poland Working Papers 80, National Bank of Poland, Economic Institute.
  33. Drago Bergholt & Tommy Sveen, 2014. "Sectoral Interdependence and Business Cycle Synchronization in Small Open Economies," Working Papers 0020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  34. Pierre-Richard Agénor & K. Alper & L. Pereira da Silva, 2012. "Sudden Floods, Prudential Regulation and Stability in an Open Economy," Working Papers Series 267, Central Bank of Brazil, Research Department.
  35. Sören Radde, 2012. "Flight-to-Liquidity and the Great Recession," Discussion Papers of DIW Berlin 1242, DIW Berlin, German Institute for Economic Research.
  36. Eriksson, Stefan & Stadin, Karolina, 2011. "The Determinants of Hiring in Local Labor Markets: The Role of Demand and Supply Factors," Working Paper Series 2011:19, Uppsala University, Department of Economics.
  37. Christoffel, Kai & Warne, Anders & Coenen, Günter, 2010. "Forecasting with DSGE models," Working Paper Series 1185, European Central Bank.
  38. Andrea Ajello, 2012. "Financial intermediation, investment dynamics and business cycle fluctuations," Finance and Economics Discussion Series 2012-67, Board of Governors of the Federal Reserve System (U.S.).
  39. Jaromir Benes & Michael Kumhof, 2011. "Risky Bank Lending and Optimal Capital Adequacy Regulation," IMF Working Papers 11/130, International Monetary Fund.
  40. Yahong Zhang, 2013. "Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada," Working Papers 13-40, Bank of Canada.
  41. Zheng Liu & Pengfei Wang & Tao Zha, 2009. "Do credit constraints amplify macroeconomic fluctuations?," Working Paper Series 2009-28, Federal Reserve Bank of San Francisco.
  42. Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2013. "Fiscal news and macroeconomic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2582-2601.
  43. Yamin Ahmad & Ming Chien Lo & Olena Mykhaylova, 2012. "Causes of Nonlinearities in low order models of the real exchange rate," Working Papers 12-01, UW-Whitewater, Department of Economics, revised Mar 2013.
  44. Kühl, Michael, 2014. "The financial accelerator and market-based debt instruments: A role for maturities?," Discussion Papers 08/2014, Deutsche Bundesbank, Research Centre.
  45. Yahong Zhang, 2011. "Financial Frictions, Financial Shocks and Labour Market Fluctuations in Canada," Discussion Papers 11-10, Bank of Canada.
  46. Born, Benjamin & Pfeifer, Johannes, 2014. "Policy risk and the business cycle," Journal of Monetary Economics, Elsevier, vol. 68(C), pages 68-85.
  47. Eriksson, Stefan & Stadin, Karolina, 2015. "What are the determinants of hiring? The role of demand and supply factors," Working Paper Series 2015:14, IFAU - Institute for Evaluation of Labour Market and Education Policy.
  48. Mikael Carlsson & Stefan Eriksson & Nils Gottfries, 2013. "Product market imperfections and employment dynamics," Oxford Economic Papers, Oxford University Press, vol. 65(2), pages 447-470, April.
  49. Jan-Oliver Menz & Lena Vogel, 2009. "A Detailed Derivation of the Sticky Price and Sticky Information New Keynesian DSGE Model," Macroeconomics and Finance Series 200902, Hamburg University, Department Wirtschaft und Politik.
  50. Matthias Kehrig & Nicolas Vincent, 2013. "Disentangling Labor Supply and Demand Shifts Using Spatial Wage Dispersion: The Case of Oil Price Shocks," Working Papers 13-57, Center for Economic Studies, U.S. Census Bureau.
  51. Francesco Zanetti & Haroon Mumtaz, 2013. "The Effect of Labor and Financial Frictions on Aggregate Fluctuations," Economics Series Working Papers 690, University of Oxford, Department of Economics.
  52. Elton Beqiraj & Massimiliano Tancioni, 2014. "Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery," Working Papers 167, University of Rome La Sapienza, Department of Public Economics.
  53. Alan Finkelstein Shapiro & Andres Gonzalez, 2015. "Macroprudential Policy and Labor Market Dynamics in Emerging Economies," IMF Working Papers 15/78, International Monetary Fund.
  54. Matthias Kehrig, 2011. "The Cyclicality of Productivity Dispersion," 2011 Meeting Papers 484, Society for Economic Dynamics.
  55. Radde, Sören, 2014. "Flight to liquidity and the Great Recession," Working Paper Series 1729, European Central Bank.
  56. Alejandro Justiniano, 2012. "Comment on "Structural and Cyclical Forces in the Labor Market during the Great Recession: Cross-Country Evidence"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 415-424 National Bureau of Economic Research, Inc.
  57. Radde, Sören, 2012. "Liquidity Crises, Banking, and the Great Recession," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65408, Verein für Socialpolitik / German Economic Association.
  58. Yahong Zhang, 2011. "Financial Factors and Labour Market Fluctuations," Working Papers 11-12, Bank of Canada.
  59. Marek Jarocinski & Albert Marcet, 2013. "Priors about Observables in Vector Autoregressions," Working Papers 684, Barcelona Graduate School of Economics.
  60. Ruy Lama & Carlos Urrutia, 2011. "Employment Protection and Business Cycles in Emerging Economies," Working Papers 1105, Centro de Investigacion Economica, ITAM.
  61. Alexander Kriwoluzky & Christian A. Stoltenberg, 2009. "Nested models and model uncertainty," Economics Working Papers ECO2009/37, European University Institute.
  62. Javier García-Cicco & Markus Kirchner & Santiago Justel, 2014. "Financial Frictions and the Transmission of Foreign Shocks in Chile," Working Papers Central Bank of Chile 722, Central Bank of Chile.
  63. Tillmann, Peter, 2009. "The time-varying cost channel of monetary transmission," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 941-953, October.
  64. "Shoji, Etsuro" & "Khai, Vu Tuan" & "Takeuchi, Hiroko", 2011. "Fiscal Policy in a New Keynesian Overlapping Generations Model of a Small Open Economy," Economic Review, Hitotsubashi University, vol. 62(1), pages 30-43, January.
  65. Ma³gorzata Skibiñska, 2015. "Impact of labour market shocks on business cycle fluctuations in Poland," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 46(1), pages 1-40.
  66. Roberto Motto & Massimo Rostagno & Lawrence J. Christiano, 2010. "Financial Factors in Economic Fluctuations," 2010 Meeting Papers 141, Society for Economic Dynamics.
  67. Iwata, Yasuharu, 2013. "Two fiscal policy puzzles revisited: New evidence and an explanation," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 188-207.
  68. Giesen, Sebastian & Holtemöller, Oliver & Scharff, Juliane & Scheufele, Rolf, 2012. "The Halle Economic Projection Model," Economic Modelling, Elsevier, vol. 29(4), pages 1461-1472.
  69. Ginters Buss, 2014. "Financial Frictions in a DSGE Model for Latvia," Working Papers 2014/02, Latvijas Banka.
  70. Frantisek Brazdik & Michal Hlavacek & Ales Marsal, 2011. "Survey of Research on Financial Sector Modeling within DSGE Models: What Central Banks Can Learn from It," Research and Policy Notes 2011/03, Czech National Bank, Research Department.
  71. Yongseung Jung, 2010. "Asset Market Structures and Monetary Policy in a Small Open Economy," Macroeconomics Working Papers 22811, East Asian Bureau of Economic Research.
  72. Westermark, Andreas, 2013. "Long-Term Relationship Bargaining," Working Paper Series 266, Sveriges Riksbank (Central Bank of Sweden).
  73. John Muellbauer, 2010. "Household decisions, credit markets and the macroeconomy: implications for the design of central bank models," BIS Working Papers 306, Bank for International Settlements.
  74. Radde, Sören, 2015. "Flight to liquidity and the Great Recession," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 192-207.
  75. Kristine Vitola & Ludmila Fadejeva, 2010. "Asset Prices and Financial Frictions in Monetary Transmission: The Case of Latvia," Working Papers 2010/03, Latvijas Banka.
  76. Ozdagli, Ali K., 2014. "Financial frictions and the reaction of stock prices to monetary policy shocks," Working Papers 14-6, Federal Reserve Bank of Boston.
  77. Barbara Rudolf & Mathias Zurlinden, 2014. "A compact open economy DSGE model for Switzerland," Economic Studies 2014-08, Swiss National Bank.
  78. Drago Bergholt, 2014. "Foreign shocks in an estimated multi-sector model," Working Papers 0022, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  79. Mark Weder & Oscar Pavlov, 2015. "Product Scope and Endogenous Fluctuations," School of Economics Working Papers 2015-03, University of Adelaide, School of Economics.
  80. Jan Vlcek & Scott Roger, 2012. "Macrofinancial Modeling At Central Banks; Recent Developments and Future Directions," IMF Working Papers 12/21, International Monetary Fund.
  81. Apostolis Philippopoulos & Petros Varthalitis & Vanghelis Vassilatos, 2013. "Optimal Fiscal Action in an Economy with Sovereign Premia and without Monetary Independence: An Application to Italy," CESifo Working Paper Series 4199, CESifo Group Munich.
  82. S. M. Ali Abbas & Kenji Moriyama & Abdul Naseer, 2010. "Fiscal Adjustment in Sudan; Size, Speed and Composition," IMF Working Papers 10/79, International Monetary Fund.
  83. Hernandez, Kolver, 2013. "A system reduction method to efficiently solve DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 571-576.
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