Zobrazeno 1 - 10
of 731
pro vyhledávání: '"jel:E17"'
Publikováno v:
Oxford Bulletin of Economics and Statistics.
In this paper, we use an open economy model of the United Kingdom to examine the extent to which monetary policy should respond to movements in sectoral inflation rates. To do this we construct a Generalised Taylor model that takes specific account o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::48f37ccb80296ae7dfc1efa438289937
https://doi.org/10.1111/obes.12541
https://doi.org/10.1111/obes.12541
Autor:
Meyer-Gohde, Alexander
This paper demonstrates a failure of standard, generalized Schur (or QZ) decomposition based solutions methods for linear dynamic stochastic general equilibrium (DSGE) models when there is insufficient eigenvalue separation about the unit circle. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::88047c61c73b5e3c60320aa6d84019c7
http://publikationen.ub.uni-frankfurt.de/files/56451/IMFS_WP_154.pdf
http://publikationen.ub.uni-frankfurt.de/files/56451/IMFS_WP_154.pdf
This paper documents the suite of models used by Norges Bank to estimate the output gap. The models are estimated using data on GDP, unemployment, inflation, wages, investment, house prices and credit. We evaluate the estimated output gap series in t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e8af8e4c46ca7d496fb2565189dc85c5
https://hdl.handle.net/10419/246110
https://hdl.handle.net/10419/246110
Publikováno v:
Environmental and Resource Economics
Environmental and Resource Economics, Springer, 2020, 76, pp.868-883. ⟨10.1007/s10640-020-00488-z⟩
Environmental & Resource Economics
Environmental and Resource Economics, 76, 868-883 (2020)
Environmental and Resource Economics, Springer, 2020, 76, pp.868-883. ⟨10.1007/s10640-020-00488-z⟩
Environmental & Resource Economics
Environmental and Resource Economics, 76, 868-883 (2020)
In response to the COVID-19 health crisis, the French government has imposed drastic lockdown measures for a period of 55 days. This paper provides a quantitative assessment of the economic and environmental impacts of these measures in the short and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33a3424505fbe29d9c58f934bc8ab131
https://hal-sciencespo.archives-ouvertes.fr/hal-03403038/document
https://hal-sciencespo.archives-ouvertes.fr/hal-03403038/document
Publikováno v:
The Quarterly Journal of Economics. 132:1755-1817
An increase in the household debt to GDP ratio in the medium run predicts lower subsequent GDP growth, higher unemployment, and negative growth forecasting errors in a panel of 30 countries from 1960 to 2012. Consistent with the “credit supply hypo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b6114b91ca7a0ec82a038880cf6ebb6f
https://doi.org/10.1093/qje/qjx017
https://doi.org/10.1093/qje/qjx017
Publikováno v:
Journal of Applied Econometrics. 32:1069-1086
Starting from the dynamic factor model for non-stationary data we derive the factor-augmented error correction model (FECM) and, by generalizing the Granger representation theorem, its moving-average representation. The latter is used for the identif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::529b70c293f7181bdc289ea92da08ce5
https://doi.org/10.1002/jae.2570
https://doi.org/10.1002/jae.2570
Autor:
Björn Nilsson, Mohamed Ali Marouani
Publikováno v:
Economic Modelling. 57:55-75
(english) During the last half-century, the evolution of educational attainment among Malaysians has been spectacular, and current enrollment rates suggest this progression will continue, albeit at a slower pace. Such a transformation of the educatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b3d28f35cd49be83e898c5a6058229f1
https://doi.org/10.1016/j.econmod.2016.04.009
https://doi.org/10.1016/j.econmod.2016.04.009
Autor:
Xavier Ragot
Publikováno v:
Revue d'économie financière
Revue d'économie financière, Association d'économie financière 2016, pp.173-186
Revue d'économie financière, (121), 173-185 (2016-03)
Revue d'économie financière, Association d'économie financière 2016, pp.173-186
Revue d'économie financière, (121), 173-185 (2016-03)
Les modeles macroeconomiques standards utilises avant la crise, qualifies de neokeynesiens, reposent sur la notion de taux d’interet naturel plutot que de demande effective. Or les developpements recents de la theorie macroeconomique modelisent de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::621881baf54fc1fa7a950354ecc7534b
https://doi.org/10.3917/ecofi.121.0173
https://doi.org/10.3917/ecofi.121.0173
Autor:
Daniel Buncic, Gion Donat Piras
Publikováno v:
Journal of International Money and Finance. 60:313-359
We construct an empirical heterogeneous agent model which optimally combines forecasts from fundamentalist and chartist agents and evaluates its out-of-sample forecast performance using daily data covering an overall period from January 1999 to June
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::618065250c7799d07f81f043ab05909f
https://doi.org/10.1016/j.jimonfin.2015.09.006
https://doi.org/10.1016/j.jimonfin.2015.09.006
Autor:
Ana Paula Ribeiro, Miguel Viegas
Publikováno v:
Macroeconomic Dynamics. 20:1146-1173
This paper aims at characterizing the debt-consolidation processes put forward by some European countries in order to assess welfare and, in particular, the inequality effects involved. For this purpose, we built a general equilibrium heterogeneous-a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4a2fcaa6651d53e6b64615acf4654350
https://doi.org/10.1017/s1365100514000777
https://doi.org/10.1017/s1365100514000777