Search Results

Nonlinearities and the Macroeconomic Effects of Oil Prices,
James Hamilton, from National Bureau of Economic Research, Inc (2010)

Trading Complex Assets,
Bruce I. Carlin and Shimon Kogan, from National Bureau of Economic Research, Inc (2010)

Credit Traps,
Efraim Benmelech and Nittai K. Bergman, from National Bureau of Economic Research, Inc (2010)

Some Evidence on the Importance of Sticky Wages,
Alessandro Barattieri, Susanto Basu and Peter Gottschalk, from Institute of Labor Economics (IZA) (2010)
Keywords: measurement error, micro-level evidence, wage stickiness

Is the Phillips curve useful for monetary policy in Nigeria?,
Carlos García, from Universidad Alberto Hurtado/School of Economics and Business (2010)
Keywords: Monetary policy, Phillips curve, inflation-target regime.

Is more exchange rate intervention necessary in small open economies? The role of risk premium and commodity shocks,
Carlos García and Wildo Gonzalez P., from Universidad Alberto Hurtado/School of Economics and Business (2010)
Keywords: Small open economies economy models; monetary policy rules; exchange rates; Bayesian econometrics, Risk premium shocks, Ramsey problem.

Más alla del manejo de la tasa de interés para enfrentar la actual crisis: el canal de crédito y las asimetrías de la política monetaria en Chile,
Carlos García and Virginia Simoncelli, from Universidad Alberto Hurtado/School of Economics and Business (2009)
Keywords: Credit Channel; Cointegration; Vector Error Correction Model (VECM).

Incorporation financial sector risk into monetary policy models: application to Chile,
Dale F. Gray, Carlos García, Leonardo Luna and Jorge Restrepo, from Universidad Alberto Hurtado/School of Economics and Business (2009)
Keywords: financial sector risk, monetary policy models

Rationale behind the responses of monetary policy to the real exchange rate in small open economies,
Carlos García and Wildo Gonzalez P., from Universidad Alberto Hurtado/School of Economics and Business (2009)
Keywords: small open economy models; monetary policy rules; exchange rates; Bayesian econometrics

Hybrid Inflation Targeting Regimes1,
Carlos García, Jorge Restrepo and Scott Roger, from Universidad Alberto Hurtado/School of Economics and Business (2009)
Keywords: Inflation targeting, monetary policy, exchange rate

Bayesian Estimation of a Simple Macroeconomic Model for a Small Open and Partially Dollarized Economy,
Jorge Salas, from Banco Central de Reserva del Perú (2010)
Keywords: Monetary Policy; Partial Dollarization; Bayesian Estimation

The Design and Effects of Monetary Policy in Sub-Saharan African Countries,
Mohsin Khan, from Peterson Institute for International Economics (2010)
Keywords: Monetary policy, Africa

The Euro-Project at Risk,
Wilhem Hankel, Andreas Hauskrecht and Bryan Stuart, from Indiana University, Kelley School of Business, Department of Business Economics and Public Policy (2010)
Keywords: Optimum currency areas, monetary union, risk spreads, central banking, exchange rates, fiscal policy

Does foreign exchange reserve decumulation lead to currency appreciation?,
Kathryn Dominguez, Rasmus Fatum and Pavel Vacek, from Federal Reserve Bank of Dallas (2010)
Keywords: Foreign exchange; Monetary policy; International economic relations

Financial globalization, financial frictions and optimal monetary policy,
Ester Faia and Eleni Iliopulos, from Federal Reserve Bank of Dallas (2010)
Keywords: Monetary policy; Globalization; International finance; Foreign exchange rates; Financial stability; International trade

Measuring business cycles by saving for a rainy day,
Mario Crucini and Mototsugu Shintani, from Federal Reserve Bank of Dallas (2010)
Keywords: Business cycles; Saving and investment; Gross domestic product; Consumer behavior

The fiscal multiplier and spillover in a global liquidity trap,
Ippei Fujiwara and Kozo Ueda, from Federal Reserve Bank of Dallas (2010)

Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates,
Rasmus Fatum, Michael Hutchison and Thomas Wu, from Federal Reserve Bank of Dallas (2010)

Liquidity, Interbank Market, and Capital Formation,
Tarishi Matsuoka, from Kyoto University, Institute of Economic Research (2010)
Keywords: overlapping generations, random relocation, inflation, interbank markets

Robustness and macroeconomic policy,
Gadi Barlevy, from Federal Reserve Bank of Chicago (2010)
Keywords: Macroeconomics - Econometric models

Financial Crisis in Central and Eastern Europe,
Ekaterina Sprenger and Volkhart Vincentz, from Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2010)

U.S. foreign-exchange-market intervention during the Volcker-Greenspan era,
Michael Bordo, Owen Humpage and Anna Schwartz, from Federal Reserve Bank of Cleveland (2010)
Keywords: Banks and banking; Central; Foreign exchange administration; Monetary policy; Federal Open Market Committee

The Phillips curve and US monetary policy: what the FOMC transcripts tell us,
Ellen Meade and Daniel Thornton, from Federal Reserve Bank of St. Louis (2010)
Keywords: Phillips curve; Monetary policy; Federal Open Market Committee

The large scale asset purchases had large international effects,
Christopher Neely, from Federal Reserve Bank of St. Louis (2010)
Keywords: Monetary policy; Interest rates

Shadow banking,
Tobias Adrian, Adam Ashcraft, Hayley Boesky and Zoltan Pozsar, from Federal Reserve Bank of New York (2010)
Keywords: Intermediation (Finance); Credit; Financial institutions; Bank liquidity

Durable financial regulation: monitoring financial instruments as a counterpart to regulating financial institutions,
Leonard Nakamura, from Federal Reserve Bank of Philadelphia (2010)
Keywords: Flow of funds; Financial crises; Financial institutions - Law and legislation

News and sovereign default risk in small open economies,
C. Bora Durdu, Ricardo Nunes and Horacio Sapriza, from Board of Governors of the Federal Reserve System (U.S.) (2010)
Keywords: Interest rates; Debts, Public

The bank lending channel of monetary policy and its effect on mortgage lending,
Lamont K. Black, Diana Hancock and Wayne Passmore, from Board of Governors of the Federal Reserve System (U.S.) (2010)
Keywords: Mortgage loans; Subprime mortgage

Conservative Stress Testing: The Role of Regular Verification,
Adam Gersl and Jakub Seidler, from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies (2008)
Keywords: stress testing; credit risk; bank capital

Has Inflation Targeting Changed Monetary Policy Preferences?,
Jerome Creel and Paul Hubert, from Observatoire Francais des Conjonctures Economiques (OFCE) (2010)
Keywords: Monetary Policy; Inflation Targeting; Taylor Rule; Structural Break; Time-Varying coefficients, Markov-Switching VAR

Inequality and Macroeconomic Performance,
Jean-Paul Fitoussi and Francesco Saraceno, from Observatoire Francais des Conjonctures Economiques (OFCE) (2010)
Keywords: Financial crisis, income inequality, US and EU comparison, household debt, aggregate demand

The private memory of aggregate shocks,
Carlos Eugênio da Costa and Vitor Farinha Luz, from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2010)

The sensitivity of long-term interest rates to economic news: comment,
Michelle Barnes and N. Aaron Pancost, from Federal Reserve Bank of Boston (2010)
Keywords: Interest rates; Monetary policy

Wage setting patterns and monetary policy: international evidence,
Giovanni Olivei and Silvana Tenreyro, from Federal Reserve Bank of Boston (2010)
Keywords: Monetary policy; Wages

A factor-augmented probit model for business cycle analysis,
Christophe Bellégo and Laurent Ferrara, from University of Paris Nanterre, EconomiX (2010)

Economic Policy and Output Volatility in Spain, 1950-1998: Was Fiscal Policy Destabilizing?,
Stefano Battilossi, Regina Escario and James Foreman-Peck, from Cardiff University, Cardiff Business School, Economics Section (2010)
Keywords: fiscal reaction function; fiscal shocks; SVAR; growth volatility

Testing the consumption based CAPM: evidence from a new approach,
Paresh Kumar Narayan and Stephan Popp, from Deakin University, Department of Economics (2010)

Fiscal policy efficiency and coordination: The New Open Economy Macroeconomics Approach,
Gilbert Koenig and Irem Zeyneloglu, from Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2010)
Keywords: New Open Economy Macroeconomics, fiscal policy, stochastic and deterministic general equilibrium models.

Financial market imperfections and monetary policy strategy,
Meixing Dai, from Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2010)
Keywords: Imperfect financial markets, non-price rationing, inflation targeting, monetary targeting, macroeconomic stability, Friedman’s k-percent rule, feedback money growth rules, two-pillar strategy.

Economics as a compartmental system: a simple macroeconomic example,
Fabio Tramontana and Mauro Gallegati, from University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini (2010)
Keywords: Compartmental systems, Heterogeneous agents, Fiscal policy.