Zobrazeno 1 - 10
of 32
pro vyhledávání: '"Ambrogio Cesa-Bianchi"'
Autor:
Andrew John Bailey, Ambrogio Cesa-Bianchi, Marco Garofalo, Richard Harrison, Nick McLaren, Sophie Piton, Rana Sajedi
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ffaead09cd295cc5328ed867873ef61
https://doi.org/10.2139/ssrn.4180693
https://doi.org/10.2139/ssrn.4180693
Autor:
Ambrogio Cesa-Bianchi, Andrea Ferrero
Publikováno v:
SSRN Electronic Journal.
Sectoral supply shocks can trigger shortages in aggregate demand when strong sectoral complementarities are at play. US data on sectoral output and prices offer support to this notion of ‘Keynesian supply shocks’ and their underlying transmission
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be9737fe97d54e5272b91e60aac479e2
https://doi.org/10.2139/ssrn.3900545
https://doi.org/10.2139/ssrn.3900545
Publikováno v:
Journal of Money, Credit and Banking. 50:603-636
Are uncertainty shocks a major source of business cycle fluctuations? This paper studies the effect of a mean preserving shock to the variance of aggregate total factor productivity (macro†uncertainty) and to the dispersion of entrepreneurs' idi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5201bf8a490d6354f60543db079ac4cb
https://doi.org/10.1111/jmcb.12505
https://doi.org/10.1111/jmcb.12505
Publikováno v:
Journal of International Economics. 112:219-237
House prices and exchange rates can potentially amplify the expansionary effect of capital inflows. We first set up a model of collateralized borrowing in domestic and foreign currency with international financial intermediation in which a change in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e33b7baabb3f855131c787f89d7d2e0b
https://doi.org/10.1016/j.jinteco.2017.11.006
https://doi.org/10.1016/j.jinteco.2017.11.006
Autor:
Gareth Anderson, Ambrogio Cesa-Bianchi
Publikováno v:
SSRN Electronic Journal.
We show that credit spreads rise after a monetary policy tightening, yet spread reactions are heterogeneous across firms. Exploiting information from a unique panel of corporate bonds matched with balance sheet data for US non-financial firms, we doc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::883ddde6383d9d3ebddefe96a15d04fd
https://doi.org/10.2139/ssrn.3534073
https://doi.org/10.2139/ssrn.3534073
Publikováno v:
SSRN Electronic Journal.
We study exchange rate determination in a 2-country model where domestic banks create each economy’s supply of domestic and foreign currency. The model combines the UIP-based and monetary theories of exchange rate determination, but the latter with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8368e5c47c8069773c71875047e94e0d
https://doi.org/10.2139/ssrn.3445454
https://doi.org/10.2139/ssrn.3445454
Publikováno v:
Journal of International Economics
Journal of International Economics, Elsevier, 2019, 116, pp.74-87. ⟨10.1016/j.jinteco.2018.08.007⟩
Journal of International Economics, Elsevier, 2019, 116, pp.74-87. ⟨10.1016/j.jinteco.2018.08.007⟩
International audience; In the workhorse model of international real business cycles, financial integration exacerbates the cycle asymmetry created by country-specific supply shocks. The prediction is identical in response to purely common shocks in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52ce246d4f090a44dfb961b8f6d4baef
https://halshs.archives-ouvertes.fr/halshs-01884379
https://halshs.archives-ouvertes.fr/halshs-01884379
Publikováno v:
European Economic Review. 123:103375
This paper investigates the impact of monetary policy shocks on macroeconomic and financial variables in the United Kingdom using a new series of high-frequency monetary policy surprises. Employing our surprises as an instrument in a monthly SVAR ove
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99fbbed6a4dbbfd82dbcb04603e7d48c
https://doi.org/10.1016/j.euroecorev.2020.103375
https://doi.org/10.1016/j.euroecorev.2020.103375
Measures of economic uncertainty are countercyclical, but economic theory does not provide definite guidance on the direction of causation between uncertainty and the business cycle. This paper proposes a new multi-country approach to the analysis of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38232cb251485f4297b849f7e56051ad
https://doi.org/10.3386/w24325
https://doi.org/10.3386/w24325
Publikováno v:
Journal of Money, Credit and Banking. 47:301-335
In this paper, we first compare house price cycles in advanced and emerging economies using a new quarterly house price data set covering the period 1990–2012. We find that house prices in emerging economies grow faster, are more volatile, less per
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::45624cf31e16a72a521995a68f429d97
https://doi.org/10.1111/jmcb.12204
https://doi.org/10.1111/jmcb.12204