Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Mirco Balatti"'
Autor:
David Lodge, Mary Everett, Olivier De Bandt, Georgios Georgiadis, Povilas Lastauskas, Juan Carluccio, Susana Parrága, Pietro Cova, Maria Grazia Attinasi, Mirco Balatti Mozzanica, Celestino Giron, Biswajit Banerjee, Vanessa Gunnella, Ursel Baumann, Yannick Hemmerlé, Jean-Charles Bricongne, Axel Jochem, Francesco Chiacchio, Kristiina Karjanlahti, Ivan Kataryniuk, Davide Del Giudice, Iikka Korhonen, Clara De Luigi, Markus Kühnlenz, Dimitra Dimitropoulou, Vincent Labhard, Virginia Di Nino, Helena Le Mezo, Ettore Dorrucci, Eric Eichler, Nilsson Mattias, Martin Feldkircher, Chiara Osbat, Thomas Reininger, Sebastian Stumpner, Ilona Van Schaik, Martin Schmitz, Helmut Wacket, Roberta Serafini, Tina Zumer, Daniele Siena
Publikováno v:
SSRN Electronic Journal.
In this paper we examine the effects of limited liability on mortgage dynamics. While the literature has focused on default rates, renegotiation, or loan rates individually, we study them together as equilibrium outcomes of the strategic interaction
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::5473a44741e7ff74de710ba3b37f74ff
https://hdl.handle.net/10419/234073
https://hdl.handle.net/10419/234073
Autor:
Mozzanica, Mirco Balatti
Inflation volatility is clearly important for structural analysis, forecasting and policy purposes, yet it is often overlooked in the literature. This paper compares in ation volatility among advanced open economies with in ation targeting monetary p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::5962f9c7e24da105de1b31a1674361f0
https://hdl.handle.net/10419/229062
https://hdl.handle.net/10419/229062
Autor:
Mirco Balatti, Carolina López-Quiles
Publikováno v:
SSRN Electronic Journal.
Autor:
Katarzyna Barbara Budnik, Mirco Balatti, Ivan Dimitrov, Johannes Groß, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko, Matjaz Volk
Publikováno v:
SSRN Electronic Journal.
Autor:
Mirco Balatti
Publikováno v:
SSRN Electronic Journal.
Inflation volatility is clearly important for structural analysis, forecasting and policy purposes, yet it is often overlooked in the literature. This paper compares inflation volatility among advanced open economies with inflation targeting monetary
Autor:
Budnik, Katarzyna, Mozzanica, Mirco Balatti, Dimitrov, Ivan, Groß, Johannes, Kleemann, Michael, Reichenbachas, Tomas, Sannà, Francesco, Sarychev, Andrei, Siņenko, Nadežda, Volk, Matjaz
The Banking Euro Area Stress Test (BEAST) is a large scale semi-structural model developed to assess the resilience of the euro area banking system from a macroprudential perspective. The model combines the dynamics of a high number of euro area bank
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::6101a87240626d4497cd6ffcad2fc341
https://hdl.handle.net/10419/229083
https://hdl.handle.net/10419/229083
Autor:
Katarzyna Barbara Budnik, Mirco Balatti, Giovanni Covi, Ivan Dimitrov, Johannes Groß, Ib Hansen, Michael Kleemann, Tomas Reichenbachas, Francesco Sanna, Andrei Sarychev, Nadežda Siņenko, Matjaz Volk, Katharina Cera, Giovanni di Iasio, Margherita Giuzio, Harun Mirza, Diego Moccero, Giulio Nicoletti, Cosimo Pancaro, Spyros Palligkinis
Publikováno v:
SSRN Electronic Journal.
Autor:
Budnik, Katarzyna, Mozzanica, Mirco Balatti, Dimitrov, Ivan, Groß, Johannes, Hansen, Ib, Kleemann, Michael, Sanna, Francesco, Sarychev, Andrei, Siņenko, Nadežda, Volk, Matjaz, di Iasio, Giovanni
This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 largest euro area credit institutions across 19 countries. The approach involves modelling banks'reactions to changing economic condi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::59ceee00b43766f66d419312be1c6daf
https://hdl.handle.net/10419/207612
https://hdl.handle.net/10419/207612
Publikováno v:
SSRN Electronic Journal.
This paper considers the impact of US and UK Quantitative Easing (QE) on their respectiveeconomies with a particular focus on the stock market, production and price levels. We conduct anempirical quantitative exercise based on a novel six-variable VA