[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Sovereign Default Risk, Macroeconomic Fluctuations and Monetary-Fiscal Stabilization. (2020). Kirchner, Markus ; Rieth, Malte.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:896.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 34

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Adolfson, M., Laseén, S., Lindé, J., Villani, M., 2007. Bayesian estimation of an open economy DSGE model with incomplete pass-through. Journal of International Economics 72, 481–511.

  2. Arellano, C., Bai, Y., Mihalache, G.P., 2020. Monetary Policy and Sovereign Risk in Emerging Economies (NK-Default). NBER Working Papers 26671. National Bureau of Economic Research, Inc.

  3. Ball, L., 2010. The performance of alternative monetary regimes, in: Handbook of Monetary Economics.

  4. Berument, H., Malatyali, K., 2000. The implicit reaction function of the Central Bank of the Republic of Turkey. Applied Economics Letters 7, 425–430.

  5. Bianchi, J., Ottonello, P., Presno, I., 2019. Fiscal Stimulus under Sovereign Risk. NBER Working Papers 26307. National Bureau of Economic Research, Inc.

  6. Blanchard, O., 2005. Fiscal Dominance and Inflation Targeting: Lessons from Brazil, in: Giavazzi, F., Goldfajn, I., Herrera, S. (Eds.), Inflation Targeting, Debt and the Brazilian Experience 1999 to 2003. MIT Press, Cambridge, MA.
    Paper not yet in RePEc: Add citation now

  7. Bocola, L., 2016. The Pass-Through of Sovereign Risk. Journal of Political Economy 124, 879–926.

  8. Céspedes, L.F., Chang, R., Velasco, A., 2004. Balance Sheets and Exchange Rate Policy. American Economic Review 94, 1183–1193.

  9. Chang, R., Fernández, A., 2013. On the Sources of Aggregate Fluctuations In Emerging Economies. International Economic Review 54, 1265–1293.

  10. Christiano, L.J., Eichenbaum, M., Evans, C.L., 2005. Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy. Journal of Political Economy 113, 1–45.

  11. Çebi, C., 2012. The interaction between monetary and fiscal policies in Turkey: An estimated New Keynesian DSGE model. Economic Modelling 29, 1258–1267.

  12. Coenen, G., Straub, R., Trabandt, M., 2012. Fiscal Policy and the Great Recession in the Euro Area. American Economic Review 102, 71–76.

  13. Corsetti, G., Kuester, K., Meier, A., Müller, G.J., 2014. Sovereign risk and belief-driven fluctuations in the euro area. Journal of Monetary Economics 61, 53–73.

  14. Cruces, J.J., Trebesch, C., 2013. Sovereign Defaults: The Price of Haircuts. American Economic Journal: Macroeconomics 5, 85–117.

  15. de Menezes Linardi, F., 2016. Assessing the Fit of a Small Open-Economy DSGE Model for the Brazilian Economy. Working Papers Series 424. Central Bank of Brazil, Research Department.

  16. Eichengreen, B., Hausmann, R., Panizza, U., 2007. Currency Mismatches, Debt Intolerance, and the Original Sin: Why They Are Not the Same and Why It Matters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices and Consequences. National Bureau of Economic Research, Inc. NBER Chapters, pp. 121–170.

  17. Galı́, J., Monacelli, T., 2005. Monetary Policy and Exchange Rate Volatility in a Small Open Economy. Review of Economic Studies 72, 707–734.

  18. Garcı́a-Cicco, J., Pancrazi, R., Uribe, M., 2010. Real Business Cycles in Emerging Countries? American Economic Review 100, 2510–31.

  19. Harjes, T., 2011. Financial Integration and Corporate Funding Costs in Europe After the Financial and Sovereign Debt Crisis. IMF Country Report 11/186. International Monetary Fund.
    Paper not yet in RePEc: Add citation now

  20. Hilscher, J., Nosbusch, Y., 2010. Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt. Review of Finance 14, 235–262.

  21. Krugman, P., 2014. Currency Regimes, Capital Flows, and Crises. IMF Economic Review 62, 470–493.

  22. Laubach, T., 2009. New Evidence on the Interest Rate Effects of Budget Deficits and Debt. Journal of the European Economic Association 7, 858–885.

  23. Loyo, E., 2005. Comment on Blanchard’s “Fiscal Dominance and Inflation Targeting: Lessons from Brazil”, in: Giavazzi, F., Goldfajn, I., Herrera, S. (Eds.), Inflation Targeting, Debt and the Brazilian Experience 1999 to 2003. MIT Press, Cambridge, MA.
    Paper not yet in RePEc: Add citation now

  24. Malakhovskaya, O., Minabutdinov, A., 2014. Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia. International Journal of Computational Economics and Econometrics 4, 148– 180.

  25. Mendoza, E.G., Yue, V.Z., 2012. A General Equilibrium Model of Sovereign Default and Business Cycles. The Quarterly Journal of Economics 127, 889–946.

  26. Na, S., Schmitt-Grohé, S., Uribe, M., Yue, V., 2018. The Twin Ds: Optimal Default and Devaluation.

  27. Oktayer, A., Oktayer, N., 2016. Monetary and Fiscal Policy Interactions: An Empirical Evidence from Turkey, in: Handbook of Research on Public Finance in Europe and the MENA Region. IGI Global, pp. 447–473.
    Paper not yet in RePEc: Add citation now

  28. Schabert, A., 2011. Exchange rate policy under sovereign default risk. Economics Letters 112, 179–181.

  29. Schabert, A., van Wijnbergen, S.J.G., 2014. Sovereign Default and the Stability of Inflation-Targeting Regimes. IMF Economic Review 62, 261–287.

  30. Schmitt-Grohé, S., Uribe, M., 2003. Closing small open economy models. Journal of International Economics 61, 163–185.

  31. Smets, F., Wouters, R., 2007. Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach. American Economic Review 97, 586–606.

  32. Uribe, M., Yue, V.Z., 2006. Country spreads and emerging countries: Who drives whom? Journal of International Economics 69, 6–36.

  33. Yazgan, M.E., Yilmazkuday, H., 2007. Monetary policy rules in practice: evidence from Turkey and Israel. Applied Financial Economics 17, 1–8.

  34. Yun, T., 1996. Nominal price rigidity, money supply endogeneity, and business cycles. Journal of Monetary Economics 37, 345–370.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial Factors; Implications for Output Gaps. (2015). Rabanal, Pau ; Sanjani, Marzie Taheri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/153.

    Full description at Econpapers || Download paper

  2. Survey on Financial Market Frictions and Dynamic Stochastic General Equilibrium Models. (2015). Viziniuc, Madalin .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2015-02-16.

    Full description at Econpapers || Download paper

  3. Interactions of Monetary and Macroprudential Policies in a Model of the Korean Economy. (2013). Afanasyeva, Elena ; Karasulu, Meral .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79884.

    Full description at Econpapers || Download paper

  4. Housing Market Dynamics: Any News?. (2011). Mendicino, Caterina ; Gomes, Sandra.
    In: Working Papers.
    RePEc:ptu:wpaper:w201121.

    Full description at Econpapers || Download paper

  5. Global Imbalances and Imported Disinflation in the Euro Area. (2011). Barthélemy, Jean ; Cleaud, G. ; Barthelemy, J..
    In: Working papers.
    RePEc:bfr:banfra:329.

    Full description at Econpapers || Download paper

  6. Forecasting with DSGE models. (2010). Warne, Anders ; Coenen, Günter ; Christoffel, Kai.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101185.

    Full description at Econpapers || Download paper

  7. The external finance premium in the euro area A useful indicator for monetary policy?. (2010). Gelain, Paolo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101171.

    Full description at Econpapers || Download paper

  8. Has Macro Progressed?. (2010). Fair, Ray.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1728.

    Full description at Econpapers || Download paper

  9. Evaluating and estimating a DSGE model for the United Kingdom. (2010). Harrison, Richard ; Oomen, zlem .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0380.

    Full description at Econpapers || Download paper

  10. An estimated two-country DSGE model of Austria and the Euro Area. (2009). Rabitsch, Katrin ; Breuss, Fritz.
    In: Empirica.
    RePEc:kap:empiri:v:36:y:2009:i:1:p:123-158.

    Full description at Econpapers || Download paper

  11. Monetary Policy and Staggered Wage Bargaining when Prices are Sticky. (2009). Westermark, Andreas ; Carlsson, Mikael.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2006_031.

    Full description at Econpapers || Download paper

  12. Do Central Banks React to House Prices?. (2009). Queijo von Heideken, Virginia ; Finocchiaro, Daria.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0217.

    Full description at Econpapers || Download paper

  13. Housing Market Spillovers: Evidence from an Estimated DSGE Model. (2009). Neri, Stefano ; Iacoviello, Matteo.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:659.

    Full description at Econpapers || Download paper

  14. Does trade integration alter monetary policy transmission?. (2008). Wolters, Maik ; Müller, Gernot ; Cwik, Tobias ; Muller, Gernot J..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200829.

    Full description at Econpapers || Download paper

  15. Integration of financial markets and national price levels: the role of exchange rate volatility. (2008). Tillmann, Peter ; Hoffmann, Mathias ; PeterTillmann, .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7216.

    Full description at Econpapers || Download paper

  16. An Estimated Two Country DSGE Model of Austria and the Euro Area. (2008). Rabitsch, Katrin ; Breuss, Fritz.
    In: FIW Working Paper series.
    RePEc:wsr:wpaper:y:2008:i:017.

    Full description at Econpapers || Download paper

  17. Bankruptcy Costs, Liability Dollarization, and Vulnerability to Sudden Stops. (2008). Honig, Adam ; Aysun, Uluc.
    In: Working papers.
    RePEc:uct:uconnp:2008-41.

    Full description at Econpapers || Download paper

  18. On the (ir)relevance of direct supply-side effects of monetary policy. (2008). Yang, Bo ; Spencer, Christopher ; Levine, Paul ; Gabriel, Vasco.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0408.

    Full description at Econpapers || Download paper

  19. Robust Inflation-Targeting Rules and the Gains from International Policy Coordination. (2008). Welz, Peter ; Pearlman, Joseph ; Levine, Paul.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0208.

    Full description at Econpapers || Download paper

  20. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: MPRA Paper.
    RePEc:pra:mprapa:8750.

    Full description at Econpapers || Download paper

  21. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14092.

    Full description at Econpapers || Download paper

  22. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:49.

    Full description at Econpapers || Download paper

  23. Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco.
    In: Computational Economics.
    RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

    Full description at Econpapers || Download paper

  24. Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach. (2008). Shintani, Mototsugu ; Hirose, Yasuo ; Fujiwara, Ippei.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:08-e-16.

    Full description at Econpapers || Download paper

  25. Optimal Monetary Policy in an Operational Medium-Sized DSGE Model. (2008). Svensson, Lars ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0225.

    Full description at Econpapers || Download paper

  26. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:948.

    Full description at Econpapers || Download paper

  27. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2008-16.

    Full description at Econpapers || Download paper

  28. A quantitative perspective on optimal monetary policy cooperation between the US and the euro area. (2008). Smets, Frank ; DARRACQ PARIES, Matthieu ; Adjemian, Stéphane.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008884.

    Full description at Econpapers || Download paper

  29. What drives the current account in commodity exporting countries? The cases of Chile and New Zealand. (2008). Soto, Claudio ; Munro, Anella ; Medina, Juan.
    In: BIS Working Papers.
    RePEc:bis:biswps:247.

    Full description at Econpapers || Download paper

  30. An Open Economy Model of the Euro Area and the US. (2007). Sousa, João ; Gomes, Sandra ; Alves, Nuno .
    In: Working Papers.
    RePEc:ptu:wpaper:w200718.

    Full description at Econpapers || Download paper

  31. Shocks, Structures or Monetary Policies? The Euro Area and US After 2001. (2007). Rostagno, Massimo ; Christiano, Lawrence ; Motto, Roberto .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13521.

    Full description at Econpapers || Download paper

  32. Comment on The Transmission of Domestic Shocks in Open Economies. (2007). Adolfson, Malin .
    In: NBER Chapters.
    RePEc:nbr:nberch:0512.

    Full description at Econpapers || Download paper

  33. The Timing and Magnitude of Exchange Rate Overshooting. (2007). Westelius, Niklas ; Sondergaard, Jens ; Hoffmann, Mathias.
    In: Economics Working Paper Archive at Hunter College.
    RePEc:htr:hcecon:418.

    Full description at Econpapers || Download paper

  34. Using a New Open Economy Macroeconomics model to make real nominal exchange rate forecasts. (2007). Sellin, Peter.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0213.

    Full description at Econpapers || Download paper

  35. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0203.

    Full description at Econpapers || Download paper

  36. KIMOD 1.0 Documentation of NIER´s Dynamic Macroeconomic General Equilibrium Model of the Swedish Economy. (2007). Bergvall, Anders ; Forsfalt, Tomas ; Vartiainen, Juhana ; Nilsson, Jonny ; Hjelm, Goran .
    In: Working Papers.
    RePEc:hhs:nierwp:0100.

    Full description at Econpapers || Download paper

  37. Monetary regime change and business cycles. (2007). Finocchiaro, Daria ; Cúrdia, Vasco.
    In: Staff Reports.
    RePEc:fip:fednsr:294.

    Full description at Econpapers || Download paper

  38. Shocks, structures or monetary policies? The euro area and US after 2001. (2007). Rostagno, Massimo ; Motto, Roberto ; Christiano, Lawrence .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007774.

    Full description at Econpapers || Download paper

  39. Quantifying and sustaining welfare gains from monetary commitment. (2007). Pearlman, Joseph ; McAdam, Peter ; Levine, Paul.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007709.

    Full description at Econpapers || Download paper

  40. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6027.

    Full description at Econpapers || Download paper

  41. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12772.

    Full description at Econpapers || Download paper

  42. DSGE Models in a Data-Rich Environment. (2006). Giannoni, Marc ; Boivin, Jean.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0332.

    Full description at Econpapers || Download paper

  43. Monetary Policy and Staggered Wage Bargaining when Prices are Sticky. (2006). Westermark, Andreas ; Carlsson, Mikael.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0199.

    Full description at Econpapers || Download paper

  44. Bayesian analysis of DSGE models. (2006). Schorfheide, Frank ; An, Sungbae .
    In: Working Papers.
    RePEc:fip:fedpwp:06-5.

    Full description at Econpapers || Download paper

  45. Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model: What is Important and What is Not. (2006). Tuesta, Vicente ; Rabanal, Pau ; Reategui, Vicente Tuesta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5957.

    Full description at Econpapers || Download paper

  46. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1659.

    Full description at Econpapers || Download paper

  47. BEMOD: a DSGE model for the Spanish economy and the rest of the Euro area. (2006). estrada, Angel ; Burriel, Pablo ; Andrés, Javier ; Andres, Javier.
    In: Working Papers.
    RePEc:bde:wpaper:0631.

    Full description at Econpapers || Download paper

  48. Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation. (2005). Teo, Wing Leong ; Lubik, Thomas.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:377.

    Full description at Econpapers || Download paper

  49. Bayesian Analysis of DSGE Models. (2005). Schorfheide, Frank.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5207.

    Full description at Econpapers || Download paper

  50. The New Keynesian Phillips Curve in the United States and the euro area: aggregation bias, stability and robustness. (2005). Piscitelli, Laura ; Lotz, Aïleen ; Gosselin-Lotz, Aileen ; Cassino, Vincenzo ; Barkbu, Bergljot .
    In: Bank of England working papers.
    RePEc:boe:boeewp:285.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-19 14:10:06 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.