Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Stéphane Moyen"'
Autor:
Julien Albertini, Stéphane Moyen
Publikováno v:
SSRN Electronic Journal.
This paper provides a general representation of endogenous and threshold-based regime switching models and develops an efficient numerical solution method. The regime-switching is triggered endogenously when some variables cross threshold conditions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c473047156746dc6359557143800bb69
https://doi.org/10.2139/ssrn.4291509
https://doi.org/10.2139/ssrn.4291509
Autor:
Michael U. Krause, Stéphane Moyen
Publikováno v:
American Economic Journal: Macroeconomics. 8:142-176
What are the effects of a higher central bank inflation target on the burden of real public debt? Several recent proposals have suggested that even a moderate increase in the inflation target can have a pronounced effect on real public debt. We consi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::02e16ac7d6b32532407cc7bf20e7d35d
https://doi.org/10.1257/mac.20130014
https://doi.org/10.1257/mac.20130014
We discuss how cross-country unemployment insurance can be used to improve international risk sharing. We use a two-country business cycle model with incomplete financial markets and frictional labor markets where the unemployment insurance scheme op
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::73557df491ded31212c0a0837c987ba4
https://hdl.handle.net/10419/146307
https://hdl.handle.net/10419/146307
Autor:
Stéphane Moyen, Nikolai Stähler
Publikováno v:
Macroeconomic Dynamics. 18:497-525
The aim of this paper is to study the optimal duration of unemployment benefit entitlement across the business cycle. We analyze whether the entitlement duration should be prolonged in bad and shortened in good times. Because of consumption smoothing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4f9244e83f66584e9e33d6c63c9a154a
https://doi.org/10.1017/s1365100512000478
https://doi.org/10.1017/s1365100512000478
Publikováno v:
Economics Letters. 116:571-574
In this note, we quantify the deterioration of achievable stabilization outcomes when monetary policy operates under imperfect credibility and weak anchoring of long-term expectations. Within a medium-scale Dynamic Stochastic General Equilibrium (DSG
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9ea80b6d95092191b2666d2dbda480e1
https://doi.org/10.1016/j.econlet.2012.05.052
https://doi.org/10.1016/j.econlet.2012.05.052
Autor:
Livio Stracca, Alexis Derviz, Caterina Mendicino, Kalin Nikolov, Javier Suarez, Laurent Clerc, Stéphane Moyen, Alexandros Vardoulakis
Publikováno v:
SSRN Electronic Journal.
We develop a dynamic general equilibrium model for the positive and normative analysis of macroprudential policies. Optimizing financial intermediaries allocate their scarce net worth together with funds raised from saving households across two lendi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::777e15b80b0f61bcf5d344cec8cbe75f
https://doi.org/10.2139/ssrn.2544607
https://doi.org/10.2139/ssrn.2544607
Autor:
Jean-Guillaume Sahuc, Stéphane Moyen
Publikováno v:
Périodiques Scientifiques en Édition Électronique.
This article has a twofold purpose. First, it describes the general-equilibrium model of the “ new synthesis ,” which has rapidly become a true benchmark for macroeconomic analysis in areas such as economic-policy simulation and inflation forecas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::753dfac5b73593b0381d5baecff41d9f
https://www.persee.fr/doc/ecop_0249-4744_2008_num_183_2_7804
https://www.persee.fr/doc/ecop_0249-4744_2008_num_183_2_7804
Autor:
Jean-Guillaume Sahuc, Stéphane Moyen
Publikováno v:
SSRN Electronic Journal.
This paper extends the utility-based welfare criterion developed by Woodford (2003) to a model with labour market search. We show how the central banker's concern for inflation stabilization depends on the average steady-state durations of unemployme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c27757f5ee24a0153d1994597ec9648
https://doi.org/10.2139/ssrn.814605
https://doi.org/10.2139/ssrn.814605
Autor:
Stéphane Moyen, Jean-Guillaume Sahuc
This paper extends the utility-based welfare criterion developed by Woodford (2003) to a model with labour market search. We show how the central banker’s concern for inflation stabilization depends on the average steady-state durations of unemploy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::f9349462be23e4957cc8fc8409f9289a
http://epee.univ-evry.fr/RePEc/2005/05-20.pdf
http://epee.univ-evry.fr/RePEc/2005/05-20.pdf
Autor:
Jean-Guillaume Sahuc, Stéphane Moyen
Publikováno v:
Economic Modelling
Economic Modelling, Elsevier, 2005, 22, pp.159-186
Economic Modelling, 2005, 22, pp.159-186
Economic Modelling, Elsevier, 2005, 22 (1), pp.159--186. ⟨10.1016/j.econmod.2004.06.001⟩
Economic Modelling, 2005, 22 (1), pp.159--186. ⟨10.1016/j.econmod.2004.06.001⟩
Economic Modelling, Elsevier, 2005, 22, pp.159-186
Economic Modelling, 2005, 22, pp.159-186
Economic Modelling, Elsevier, 2005, 22 (1), pp.159--186. ⟨10.1016/j.econmod.2004.06.001⟩
Economic Modelling, 2005, 22 (1), pp.159--186. ⟨10.1016/j.econmod.2004.06.001⟩
International audience; This paper examines the effects of introducing a non-Walrasian labour market into the "New Neoclassical Synthesis" framework. A dynamic stochastic general equilibrium model is formulated, solved and calibrated in order to eval
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::42f1fbe25c58345ddebb52f48c9132f7
https://hal.archives-ouvertes.fr/hal-01612715
https://hal.archives-ouvertes.fr/hal-01612715