Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Gabriel Fagan"'
Autor:
Paul D. McNelis, Gabriel Fagan
Publikováno v:
Journal of International Money and Finance. 108:102163
This paper examines how membership of a monetary union affects macroeconomic adjustment of Euro Area countries to sudden stops. We focus on a key feature of the monetary union: the availability of external financing from the common central bank refle
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::06e71ce77771cb5a52e502f3748d7960
https://doi.org/10.1016/j.jimonfin.2020.102163
https://doi.org/10.1016/j.jimonfin.2020.102163
Publikováno v:
Scottish Journal of Political Economy. 63:427-442
Despite the modern origins of endogenous growth theory, we argue that the ‘Idea for a Universal History with a Cosmopolitan Aim’ written by Immanuel Kant in 1784 provides an early and coherent example of such a theory. Kant's endogenous growth me
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71325ed25476fb76a66c759146cd6a9f
https://doi.org/10.1111/sjpe.12099
https://doi.org/10.1111/sjpe.12099
Autor:
Gianni Amisano, Gabriel Fagan
Publikováno v:
Journal of International Money and Finance. 33:118-145
We develop a Markov Switching model for inflation with time-varying transition probabilities. Inflation is characterized by two regimes (high and low inflation) and the probability of regime changes depends on money growth. Using Bayesian techniques,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9ffe9a105a766efd3762e208ea75741c
https://doi.org/10.1016/j.jimonfin.2012.09.006
https://doi.org/10.1016/j.jimonfin.2012.09.006
Publikováno v:
Journal of Applied Econometrics. 28:231-249
SUMMARY This paper investigates the extent to which the high macroeconomic volatility experienced in the classical Gold Standard era of US history can be attributed to the monetary policy regime per se as distinct from other shocks. For this purpose,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb6f3c90c9cbb60055515367cd8d5b0b
https://doi.org/10.1002/jae.2262
https://doi.org/10.1002/jae.2262
Publikováno v:
Economic Modelling. 22:39-59
This paper presents a quarterly estimated structural macroeconomic model for the euro area, the AWM, which is a medium-sized model that treats the euro area as a single economy. The model is designed to have a long-run equilibrium consistent with neo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5bd469b9c74b67633972b179f16cd46
https://doi.org/10.1016/j.econmod.2004.04.002
https://doi.org/10.1016/j.econmod.2004.04.002
Despite the modern origins of endogenous growth theory, we argue that the ‘Idea for a Universal History with a Cosmopolitan Aim’ written by Immanuel Kant in 1784 provides an early and coherent example of such a theory. Kant’s endo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::5495e815b12b92e8c9c4b1bef9745331
http://www.fahs.surrey.ac.uk/economics/discussion_papers/2014/DP02-14.pdf
http://www.fahs.surrey.ac.uk/economics/discussion_papers/2014/DP02-14.pdf
Autor:
Gabriel Fagan, JÊrÆme Henry
Publikováno v:
Empirical Economics. 23:483-506
Long-run properties of EU-wide money aggregates are analysed. For each of the three aggregates considered - Currency, M1 and M3H - it is possible to obtain cointegrating relationships with GDP and interest rates (long or short term market interest ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::81a72437bcdbc493c0f0064ad7cf0328
https://doi.org/10.1007/bf01294419
https://doi.org/10.1007/bf01294419
Autor:
Gabriel Fagan, E. Philip Davis
Publikováno v:
Journal of Applied Econometrics. 12:701-714
This paper seeks to address the policy issue of the usefulness of financial spreads as indicators of future inflation and output growth in the countries of the European Union, placing a particular focus on out-of-sample forecasting performance. Such
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::87b66e1e165bedcfc3ff0cf1de969758
https://doi.org/10.1002/(sici)1099-1255(199711/12)12:6<701::aid-jae456>3.0.co
https://doi.org/10.1002/(sici)1099-1255(199711/12)12:6<701::aid-jae456>3.0.co
Autor:
Gabriel Fagan, Julián Messina
This paper examines the impact of downward wage rigidity (nominal and real) on optimal steady-state inflation. For this purpose, we extend the workhorse model of Erceg, Henderson and Levin (2000) by introducing asymmetric menu costs for wage setting.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52da4c8c01b8f8c4b6b771ff313867c1
https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1048.pdf
https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1048.pdf
Autor:
Gabriel Fagan, Julian Morgan
Publikováno v:
Econometric Models of the Euro-area Central Banks
1. An Overview of the Structural Econometric Models of Euro Area Central Banks 2. The Area-Wide Model 3. EDGE - The Bank of Finland's Macroeconomic Model of the Euro Area 4. The Eurosystem's Multinational-country Model and the Link Block 5. EUROMON:
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e151025e912d7b51ff55e172be5b458b
https://doi.org/10.4337/9781845428037
https://doi.org/10.4337/9781845428037