Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Marina Emiris"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50100d0dd528b570e6c13a92a548d869
https://doi.org/10.2139/ssrn.4457989
https://doi.org/10.2139/ssrn.4457989
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c16d6d3b34faa9382b27848e6f2463b
https://doi.org/10.2139/ssrn.4255503
https://doi.org/10.2139/ssrn.4255503
Autor:
Francois Koulischer, Marina Emiris
Publikováno v:
SSRN Electronic Journal.
We study how changes in interest rates affect the borrowing of households and the distribution of debt within the population. In a model of household borrowing with credit constraints and endogenous house prices, we show that less constrained househo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44fb433d90adc67f5fc0218544f7cbb0
https://doi.org/10.2139/ssrn.3805839
https://doi.org/10.2139/ssrn.3805839
Autor:
Marina Emiris
Publikováno v:
SSRN Electronic Journal.
The paper forecasts the residential property price index in Belgium with a dynamic factor model (DFM) estimated with a dataset of macro-economic variables describing the Belgian and euro area economy. The model is validated with out-of-sample forecas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::90b63efc2bc5da592367c63bb909bf3d
https://doi.org/10.2139/ssrn.3801577
https://doi.org/10.2139/ssrn.3801577
Publikováno v:
SSRN Electronic Journal.
This paper presents a selected review of what the literature discusses in terms of modelling and forecasting house prices. In particular, it distils fundamental and “other” determinants of house prices used in economic models and identifies the m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed0874c38972ad439329ad1852353f87
https://doi.org/10.2139/ssrn.3160945
https://doi.org/10.2139/ssrn.3160945
We analyze financial risk premiums and real economic dynamics in a DSGE model with three types of agents-shareholders, bondholders and workers-that differ in participation in the capital market and in attitude towards risk and intertemporal substitut
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0317cc6db36edcc5237b8c7498946c96
http://www.riksbank.com/upload/Dokument_riksbank/Kat_publicerat/WorkingPapers/2010/wp236.pdf
http://www.riksbank.com/upload/Dokument_riksbank/Kat_publicerat/WorkingPapers/2010/wp236.pdf
Publikováno v:
SSRN Electronic Journal.
We estimate a medium-scale macro-finance DSGE model of the term structure. By expanding the macro part of macro-finance models, historical fluctuations in US bond yields turn out to be largely consistent with the rational expectations hypothesis. Thi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0e05eb8202bba80ef256f486154abfba
https://doi.org/10.2139/ssrn.1303585
https://doi.org/10.2139/ssrn.1303585
Autor:
Marina Emiris
Publikováno v:
SSRN Electronic Journal.
The paper evaluates the implications of the Smets and Wouters (2004) DSGE model for the US yield curve. Bond prices are modelled in a way that is consistent with the macro model and the resulting risk premium in long term bonds is a function of the m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e7344a22a2390d1b7c95a9b7274871c1
https://doi.org/10.2139/ssrn.1689517
https://doi.org/10.2139/ssrn.1689517
Autor:
Marina Emiris
Recently, the advantage of country diversification relative to sector diversification has been questioned especially against the background of the European monetary and financial integration. Correct estimates of the correlation matrix are central fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::79c097dcf56530046da076407ef19114
https://www.nbb.be/doc/oc/repec/reswpp/wp48.pdf
https://www.nbb.be/doc/oc/repec/reswpp/wp48.pdf