Martin Kliem
Personal Details
First Name: | Martin |
Middle Name: | |
Last Name: | Kliem |
Suffix: | |
RePEc Short-ID: | pkl54 |
[This author has chosen not to make the email address public] | |
http://www.bundesbank.de/research_martin_kliem | |
Terminal Degree: | 2009 Wirtschaftswissenschaftliche Fakultät; Humboldt-Universität Berlin (from RePEc Genealogy) |
Affiliation
Deutsche Bundesbank
Frankfurt, Germanyhttp://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)
Research output
Jump to: Working papers Articles SoftwareWorking papers
- Martin Kliem & Alexander Kriwoluzky & Gernot J. Müller & Alexander Scheer, 2024.
"Financial Repression in General Equilibrium: The Case of the United States, 1948–1974,"
Discussion Papers of DIW Berlin
2075, DIW Berlin, German Institute for Economic Research.
- Kliem, Martin & Kriwoluzky, Alexander & Müller, Gernot J. & Scheer, Alexander, 2024. "Financial repression in general equilibrium: The case of the United States, 1948-1974," Discussion Papers 20/2024, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander & Müller, Gernot & Scheer, Alexander, 2024. "Financial repression in general equilibrium: The case of the United States, 1948–1974," CEPR Discussion Papers 18944, C.E.P.R. Discussion Papers.
- Hoffmann, Mathias & Kliem, Martin & Krause, Michael & Moyen, Stephane & Sauer, Radek, 2020.
"Rebalancing the euro area: Is wage adjustment in Germany the answer?,"
Discussion Papers
17/2020, Deutsche Bundesbank.
- Hoffmann, Mathias & Kliem, Martin & Krause, Michael & Moyen, Stéphane & Šauer, Radek, 2021. "Rebalancing the euro area: Is wage adjustment in Germany the answer?," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Kliem, Martin & Meyer-Gohde, Alexander, 2017.
"(Un)expected Monetary Policy Shocks and Term Premia,"
SFB 649 Discussion Papers
2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Kliem, Martin & Meyer-Gohde, Alexander, 2017.
"(Un)expected Monetary Policy Shocks and Term Premia,"
SFB 649 Discussion Papers
2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2015.
"Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries,"
KOF Working papers
15-396, KOF Swiss Economic Institute, ETH Zurich.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2016. "Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries," European Economic Review, Elsevier, vol. 88(C), pages 158-184.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries," IWH Discussion Papers 17/2015, Halle Institute for Economic Research (IWH).
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries," Discussion Papers 42/2015, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2013.
"On the low-frequency relationship between public deficits and inflation,"
Discussion Papers
12/2013, Deutsche Bundesbank.
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2016. "On the Low‐Frequency Relationship Between Public Deficits and Inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 566-583, April.
- Kriwoluzky, Alexander & Kliem, Martin & Sarferaz, Samad, 2013. "On the low-frequency relationship between public deficits and inflation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80000, Verein für Socialpolitik / German Economic Association.
- Martin Kliem & Alexander Kriwoluzky, 2013.
"Online Appendix to "Toward a Taylor Rule for Fiscal Policy","
Online Appendices
12-15, Review of Economic Dynamics.
- Martin Kliem & Alexander Kriwoluzky, 2014. "Toward a Taylor Rule for Fiscal Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 294-302, April.
- Kliem, Martin & Uhlig, Harald, 2013. "Bayesian estimation of a DSGE model with asset prices," Discussion Papers 37/2013, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander, 2013.
"Reconciling narrative monetary policy disturbances with structural VAR model shocks?,"
Discussion Papers
23/2013, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander, 2013. "Reconciling narrative monetary policy disturbances with structural VAR model shocks?," Economics Letters, Elsevier, vol. 121(2), pages 247-251.
- Rafael Gerke & Magnus Jonsson & Martin Kliem & Marcin Kolasa & Pierre Lafourcade & Alberto Locarno & Krzysztof Makarski & Peter McAdam, 2012.
"Assessing macro-financial linkages: a model comparison exercise,"
NBP Working Papers
110, Narodowy Bank Polski.
- Gerke, R. & Jonsson, M. & Kliem, M. & Kolasa, M. & Lafourcade, P. & Locarno, A. & Makarski, K. & McAdam, P., 2013. "Assessing macro-financial linkages: A model comparison exercise," Economic Modelling, Elsevier, vol. 31(C), pages 253-264.
- Gerke, Rafael & Jonsson, Magnus & Kliem, Martin & Kolasa, Marcin & Lafourcade, Pierre & Locarno, Alberto & Makarski, Krzysztof & McAdam, Peter, 2012. "Assessing macro-financial linkages: A model comparison exercise," Discussion Papers 02/2012, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander, 2010.
"Toward a Taylor rule for fiscal policy,"
Discussion Paper Series 1: Economic Studies
2010,26, Deutsche Bundesbank.
- Martin Kliem & Alexander Kriwoluzky, 2014. "Toward a Taylor Rule for Fiscal Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 294-302, April.
Articles
- Martin Kliem & Alexander Meyer‐Gohde, 2022.
"(Un)expected monetary policy shocks and term premia,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Hoffmann, Mathias & Kliem, Martin & Krause, Michael & Moyen, Stéphane & Šauer, Radek, 2021.
"Rebalancing the euro area: Is wage adjustment in Germany the answer?,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Hoffmann, Mathias & Kliem, Martin & Krause, Michael & Moyen, Stephane & Sauer, Radek, 2020. "Rebalancing the euro area: Is wage adjustment in Germany the answer?," Discussion Papers 17/2020, Deutsche Bundesbank.
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2016.
"On the Low‐Frequency Relationship Between Public Deficits and Inflation,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 566-583, April.
- Kriwoluzky, Alexander & Kliem, Martin & Sarferaz, Samad, 2013. "On the low-frequency relationship between public deficits and inflation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80000, Verein für Socialpolitik / German Economic Association.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2013. "On the low-frequency relationship between public deficits and inflation," Discussion Papers 12/2013, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2016.
"Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries,"
European Economic Review, Elsevier, vol. 88(C), pages 158-184.
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2015. "Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries," KOF Working papers 15-396, KOF Swiss Economic Institute, ETH Zurich.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries," IWH Discussion Papers 17/2015, Halle Institute for Economic Research (IWH).
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries," Discussion Papers 42/2015, Deutsche Bundesbank.
- Martin Kliem & Harald Uhlig, 2016. "Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices," Quantitative Economics, Econometric Society, vol. 7(1), pages 257-287, March.
- Martin Kliem & Alexander Kriwoluzky, 2014.
"Toward a Taylor Rule for Fiscal Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 294-302, April.
- Martin Kliem & Alexander Kriwoluzky, 2013. "Online Appendix to "Toward a Taylor Rule for Fiscal Policy"," Online Appendices 12-15, Review of Economic Dynamics.
- Martin Kliem & Alexander Kriwoluzky, 2014. "Code and data files for "Toward a Taylor Rule for Fiscal Policy"," Computer Codes 12-15, Review of Economic Dynamics.
- Kliem, Martin & Kriwoluzky, Alexander, 2010. "Toward a Taylor rule for fiscal policy," Discussion Paper Series 1: Economic Studies 2010,26, Deutsche Bundesbank.
- Gerke, R. & Jonsson, M. & Kliem, M. & Kolasa, M. & Lafourcade, P. & Locarno, A. & Makarski, K. & McAdam, P., 2013.
"Assessing macro-financial linkages: A model comparison exercise,"
Economic Modelling, Elsevier, vol. 31(C), pages 253-264.
- Gerke, Rafael & Jonsson, Magnus & Kliem, Martin & Kolasa, Marcin & Lafourcade, Pierre & Locarno, Alberto & Makarski, Krzysztof & McAdam, Peter, 2012. "Assessing macro-financial linkages: A model comparison exercise," Discussion Papers 02/2012, Deutsche Bundesbank.
- Rafael Gerke & Magnus Jonsson & Martin Kliem & Marcin Kolasa & Pierre Lafourcade & Alberto Locarno & Krzysztof Makarski & Peter McAdam, 2012. "Assessing macro-financial linkages: a model comparison exercise," NBP Working Papers 110, Narodowy Bank Polski.
- Kliem, Martin & Kriwoluzky, Alexander, 2013.
"Reconciling narrative monetary policy disturbances with structural VAR model shocks?,"
Economics Letters, Elsevier, vol. 121(2), pages 247-251.
- Kliem, Martin & Kriwoluzky, Alexander, 2013. "Reconciling narrative monetary policy disturbances with structural VAR model shocks?," Discussion Papers 23/2013, Deutsche Bundesbank.
Software components
- Martin Kliem & Alexander Kriwoluzky, 2014.
"Code and data files for "Toward a Taylor Rule for Fiscal Policy","
Computer Codes
12-15, Review of Economic Dynamics.
- Martin Kliem & Alexander Kriwoluzky, 2014. "Toward a Taylor Rule for Fiscal Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 294-302, April.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Kliem, Martin & Kriwoluzky, Alexander, 2013.
"Reconciling narrative monetary policy disturbances with structural VAR model shocks?,"
Discussion Papers
23/2013, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander, 2013. "Reconciling narrative monetary policy disturbances with structural VAR model shocks?," Economics Letters, Elsevier, vol. 121(2), pages 247-251.
Mentioned in:
- Identifying monetary policy "shocks"
by Economic Logician in Economic Logic on 2013-10-18 20:08:00
- Kliem, Martin & Uhlig, Harald, 2013.
"Bayesian estimation of a DSGE model with asset prices,"
Discussion Papers
37/2013, Deutsche Bundesbank.
Mentioned in:
- Bayesian estimation of a DSGE model with asset prices
by Christian Zimmermann in NEP-DGE blog on 2013-11-19 10:23:01
- Bayesian estimation of a DSGE model with asset prices
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2016.
"On the Low‐Frequency Relationship Between Public Deficits and Inflation,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 566-583, April.
- Kriwoluzky, Alexander & Kliem, Martin & Sarferaz, Samad, 2013. "On the low-frequency relationship between public deficits and inflation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80000, Verein für Socialpolitik / German Economic Association.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2013. "On the low-frequency relationship between public deficits and inflation," Discussion Papers 12/2013, Deutsche Bundesbank.
Mentioned in:
Working papers
- Hoffmann, Mathias & Kliem, Martin & Krause, Michael & Moyen, Stephane & Sauer, Radek, 2020.
"Rebalancing the euro area: Is wage adjustment in Germany the answer?,"
Discussion Papers
17/2020, Deutsche Bundesbank.
- Hoffmann, Mathias & Kliem, Martin & Krause, Michael & Moyen, Stéphane & Šauer, Radek, 2021. "Rebalancing the euro area: Is wage adjustment in Germany the answer?," Journal of International Money and Finance, Elsevier, vol. 119(C).
Cited by:
- Hoffmann, Mathias & Pavlova, Lora & Mönch, Emanuel & Schultefrankenfeld, Guido, 2022.
"Would households understand average inflation targeting?,"
Discussion Papers
17/2022, Deutsche Bundesbank.
- Hoffmann, Mathias & Moench, Emanuel & Pavlova, Lora & Schultefrankenfeld, Guido, 2022. "Would Households Understand Average Inflation Targeting?," CEPR Discussion Papers 16786, C.E.P.R. Discussion Papers.
- Hoffmann, Mathias & Moench, Emanuel & Pavlova, Lora & Schultefrankenfeld, Guido, 2022. "Would households understand average inflation targeting?," Journal of Monetary Economics, Elsevier, vol. 129(S), pages 52-66.
- Haertel, Thomas & Hamburg, Britta & Kusin, Vladimir, 2022. "The macroeconometric model of the Bundesbank revisited," Technical Papers 01/2022, Deutsche Bundesbank.
- Ruppert, Kilian & Stähler, Nikolai, 2022. "What drives the German current account? Household savings, capital investments and public policies," Economic Modelling, Elsevier, vol. 108(C).
- Ruppert, Kilian & Stähler, Nikolai, 2020. "Household savings, capital investments and public policies: What drives the German current account?," Discussion Papers 41/2020, Deutsche Bundesbank.
- Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021. "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series 267, European Central Bank.
- Ortega, Eva & Osbat, Chiara, 2020.
"Exchange rate pass-through in the euro area and EU countries,"
Occasional Paper Series
241, European Central Bank.
- Eva Ortega & Chiara Osbat, 2020. "Exchange rate pass-through in the euro area and EU countries," Occasional Papers 2016, Banco de España.
- Ansgar Rannenberg & Thomas Theobald, 2022. "Income inequality and the German export surplus," Working Paper Research 424, National Bank of Belgium.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017.
"(Un)expected Monetary Policy Shocks and Term Premia,"
SFB 649 Discussion Papers
2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
Cited by:
- Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021.
"Natural rate chimera and bond pricing reality,"
Working Paper Series
2612, European Central Bank.
- Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020. "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224546, Verein für Socialpolitik / German Economic Association.
- Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2020.
"Trend inflation meets macro-finance: the puzzling behavior of price dispersion,"
Department of Economics Working Papers
wuwp304, Vienna University of Economics and Business, Department of Economics.
- Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020. "Trend inflation meets macro-finance: the puzzling behavior of price dispersion," Department of Economics Working Paper Series 304, WU Vienna University of Economics and Business.
- Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2019. "Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion," Working and Discussion Papers WP 6/2019, Research Department, National Bank of Slovakia.
- Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2018.
"Valuation Risk Revalued,"
Working Papers
1808, Federal Reserve Bank of Dallas.
- Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2022. "Valuation risk revalued," Quantitative Economics, Econometric Society, vol. 13(2), pages 723-759, May.
- de Groot, Oliver & Richter, Alexander W. & Throckmorton, Nathaniel, 2020. "Valuation Risk Revalued," CEPR Discussion Papers 14588, C.E.P.R. Discussion Papers.
- Oliver de Groot & Alexander W. Richter & Nathanial A. Throckmorton, 2019. "Valuation Risk Revalued," Working Papers 201904, University of Liverpool, Department of Economics.
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2021. "Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model," MNB Working Papers 2021/2, Magyar Nemzeti Bank (Central Bank of Hungary).
- Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2016.
"Monetary Policy and Asset Valuation,"
NBER Working Papers
22572, National Bureau of Economic Research, Inc.
- Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2017. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12275, C.E.P.R. Discussion Papers.
- Lettau, Martin & Ludvigson, Sydney & Bianchi, Francesco, 2018. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12671, C.E.P.R. Discussion Papers.
- Francesco Bianchi, 2017. "Monetary Policy and Asset Valuation," 2017 Meeting Papers 500, Society for Economic Dynamics.
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers 3/2020, Bank of Finland.
- Böhl, Gregor, 2021.
"Efficient solution and computation of models with occasionally binding constraints,"
IMFS Working Paper Series
148, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gregor Boehl, 2021. "Efficient Solution and Computation of Models With Occasionally Binding Constraints," CRC TR 224 Discussion Paper Series crctr224_2021_253, University of Bonn and University of Mannheim, Germany.
- Boehl, Gregor, 2022. "Efficient solution and computation of models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Gareth Lui-Evans & Shalini Mitra, 2019. "Informality and Bank Stability," Working Papers 201903, University of Liverpool, Department of Economics.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017.
"(Un)expected Monetary Policy Shocks and Term Premia,"
SFB 649 Discussion Papers
2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
Cited by:
- Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021.
"Natural rate chimera and bond pricing reality,"
Working Paper Series
2612, European Central Bank.
- Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020. "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224546, Verein für Socialpolitik / German Economic Association.
- Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2020.
"Trend inflation meets macro-finance: the puzzling behavior of price dispersion,"
Department of Economics Working Papers
wuwp304, Vienna University of Economics and Business, Department of Economics.
- Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020. "Trend inflation meets macro-finance: the puzzling behavior of price dispersion," Department of Economics Working Paper Series 304, WU Vienna University of Economics and Business.
- Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2019. "Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion," Working and Discussion Papers WP 6/2019, Research Department, National Bank of Slovakia.
- Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2018.
"Valuation Risk Revalued,"
Working Papers
1808, Federal Reserve Bank of Dallas.
- Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2022. "Valuation risk revalued," Quantitative Economics, Econometric Society, vol. 13(2), pages 723-759, May.
- de Groot, Oliver & Richter, Alexander W. & Throckmorton, Nathaniel, 2020. "Valuation Risk Revalued," CEPR Discussion Papers 14588, C.E.P.R. Discussion Papers.
- Oliver de Groot & Alexander W. Richter & Nathanial A. Throckmorton, 2019. "Valuation Risk Revalued," Working Papers 201904, University of Liverpool, Department of Economics.
- Roman Horvath & Lorant Kaszab & Ales Marsal, 2021. "Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model," MNB Working Papers 2021/2, Magyar Nemzeti Bank (Central Bank of Hungary).
- Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2016.
"Monetary Policy and Asset Valuation,"
NBER Working Papers
22572, National Bureau of Economic Research, Inc.
- Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2017. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12275, C.E.P.R. Discussion Papers.
- Lettau, Martin & Ludvigson, Sydney & Bianchi, Francesco, 2018. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12671, C.E.P.R. Discussion Papers.
- Francesco Bianchi, 2017. "Monetary Policy and Asset Valuation," 2017 Meeting Papers 500, Society for Economic Dynamics.
- Peter Tillmann, 2018.
"Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks,"
GRU Working Paper Series
GRU_2018_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Peter Tillmann, 2020. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 803-833, June.
- Peter Tillmann, 2017. "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," MAGKS Papers on Economics 201724, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers 3/2020, Bank of Finland.
- Böhl, Gregor, 2021.
"Efficient solution and computation of models with occasionally binding constraints,"
IMFS Working Paper Series
148, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gregor Boehl, 2021. "Efficient Solution and Computation of Models With Occasionally Binding Constraints," CRC TR 224 Discussion Paper Series crctr224_2021_253, University of Bonn and University of Mannheim, Germany.
- Boehl, Gregor, 2022. "Efficient solution and computation of models with occasionally binding constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Gareth Lui-Evans & Shalini Mitra, 2019. "Informality and Bank Stability," Working Papers 201903, University of Liverpool, Department of Economics.
- Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur & Yiangou, Jonathan, 2019. "A tale of two decades: the ECB’s monetary policy at 20," Working Paper Series 2346, European Central Bank.
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2015.
"Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries,"
KOF Working papers
15-396, KOF Swiss Economic Institute, ETH Zurich.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2016. "Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries," European Economic Review, Elsevier, vol. 88(C), pages 158-184.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries," IWH Discussion Papers 17/2015, Halle Institute for Economic Research (IWH).
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries," Discussion Papers 42/2015, Deutsche Bundesbank.
Cited by:
- Tan, Fei, 2018. "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper 90487, University Library of Munich, Germany.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2020.
"Fiscal policy shocks and stock prices in the United States,"
European Economic Review, Elsevier, vol. 129(C).
- Haroon Mumtaz & Konstantinos Theodoridis, 2017. "Fiscal Policy Shocks and Stock Prices in the United States," Working Papers 817, Queen Mary University of London, School of Economics and Finance.
- Haroon Mumtaz & Konstantinos Theodoridis, 2021. "Fiscal policy shocks and stock prices in the United States," Working Papers 48, European Stability Mechanism.
- Haroon Mumtaz & Konstantinos Theodoridis, 2017. "Fiscal policy shocks and stock prices in the United States," Working Papers 178117307, Lancaster University Management School, Economics Department.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2018. "Fiscal Policy Shocks and Stock Prices in the United State," Cardiff Economics Working Papers E2018/20, Cardiff University, Cardiff Business School, Economics Section.
- Chang, Yoosoon & Kwak, Boreum & Qiu, Shi, 2021. "U.S. monetary and fiscal policy regime changes and their interactions," IWH Discussion Papers 12/2021, Halle Institute for Economic Research (IWH).
- Taofeek Olusola Ayinde & Abiodun S. Bankole, 2021. "Fiscal dominance and exchange rate stability in Nigeria," Future Business Journal, Springer, vol. 7(1), pages 1-15, December.
- Max Ole Liemen & Olaf Posch, 2022. "FTPL and the Maturity Structure of Government Debt in the New Keynesian Model," CESifo Working Paper Series 9840, CESifo.
- Li, Bing & Pei, Pei & Tan, Fei, 2021. "Financial distress and fiscal inflation," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Campbell Leith & Eric Leeper, 2016.
"Understanding Inflation as a Joint Monetary-Fiscal Phenomenon,"
Working Papers
2016_01, Business School - Economics, University of Glasgow.
- Eric M. Leeper & Campbell Leith, 2016. "Understanding Inflation as a Joint Monetary-Fiscal Phenomenon," NBER Working Papers 21867, National Bureau of Economic Research, Inc.
- Hinterlang, Natascha & Hollmayr, Josef, 2022. "Classification of monetary and fiscal dominance regimes using machine learning techniques," Journal of Macroeconomics, Elsevier, vol. 74(C).
- Wang, Ling, 2018. "Monetary-fiscal policy interactions under asset purchase programs: Some comparative evidence," Economic Modelling, Elsevier, vol. 73(C), pages 208-221.
- Hinterlang, Natascha & Hollmayr, Josef, 2021. "Classification of monetary and fiscal dominance regimes using machine learning techniques," IMFS Working Paper Series 160, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Roudari, Soheil & Salmani, Yunes, 2020. "Macroeconomic Effects of Government Debt to Banks in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(4), pages 403-422, October.
- Omotosho, Babatunde S. & Yang, Bo, 2024. "Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts," Journal of International Money and Finance, Elsevier, vol. 144(C).
- Liu, Ding & Sun, Weihong & Chang, Long, 2021. "Monetary–fiscal policy regime and macroeconomic dynamics in China," Economic Modelling, Elsevier, vol. 95(C), pages 121-135.
- Ismail O. Fasanya & Ayinke Fajobi & Abiodun Adetokunbo, 2021. "Are Fiscal Deficits Inflationary In Nigeria? New Evidence From Bounds Testing To Cointegration With Structural Breaks," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 66(228), pages 123-148, January –.
- Bouabdallah, Othman & Jacquinot, Pascal & Patella, Valeria, 2023. "Monetary/fiscal policy regimes in post-war Europe," Working Paper Series 2871, European Central Bank.
- Francesco Bianchi & Leonardo Melosi, 2022. "Inflation as a Fiscal Limit," Working Paper Series WP 2022-37, Federal Reserve Bank of Chicago.
- Busato, Francesco & Albanese, Marina & Varlese, Monica, 2022. "Inflation-based fiscal consolidation: a DSGE approach," MPRA Paper 113838, University Library of Munich, Germany.
- António Afonso & José Alves & Serena Ionta, 2023.
"The effects of monetary policy surprises and fiscal sustainability regimes in the Euro Area,"
Working Papers REM
2023/0281, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & José Alves & Serena Ionta, 2023. "The Effects of Monetary Policy Surprises and Fiscal Sustainability Regimes in the Euro Area," CESifo Working Paper Series 10558, CESifo.
- Solikin M. Juhro & Paresh Kumar Narayan & Bernard Njindan Iyke, 2022.
"Understanding monetary and fiscal policy rule interactions in Indonesia,"
Applied Economics, Taylor & Francis Journals, vol. 54(45), pages 5190-5208, September.
- Solikin M. Juhro & Paresh K. Narayan & Bernard N. Iyke, 2019. "Understanding Monetary And Fiscal Policy Rule Interactions In Indonesia," Working Papers WP/01/2019, Bank Indonesia.
- Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
- Kollmann, Robert & Leeper, Eric & Roeger, Werner, 2016. "The Post-Crisis Slump," MPRA Paper 71291, University Library of Munich, Germany.
- Rant, Vasja & Puc, Anja & Čok, Mitja & Verbič, Miroslav, 2024. "Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach," Finance Research Letters, Elsevier, vol. 64(C).
- Bruno Ferreira Frascaroli & Wellington Charles Lacerda Nobrega, 2019. "Inflation Targeting and Inflation Risk in Latin America," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(11), pages 2389-2408, September.
- Francesco Busato & Marina Albanese & Monica Varlese, 2022. "The impact of monetary policy shock on public debt: a DSGE approach," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 76(3), pages 17-28, July-Sept.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2013.
"On the low-frequency relationship between public deficits and inflation,"
Discussion Papers
12/2013, Deutsche Bundesbank.
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2016. "On the Low‐Frequency Relationship Between Public Deficits and Inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 566-583, April.
- Kriwoluzky, Alexander & Kliem, Martin & Sarferaz, Samad, 2013. "On the low-frequency relationship between public deficits and inflation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80000, Verein für Socialpolitik / German Economic Association.
Cited by:
- Tan, Fei, 2018. "A Frequency-Domain Approach to Dynamic Macroeconomic Models," MPRA Paper 90487, University Library of Munich, Germany.
- Jin, Hao & Xiong, Chen, 2021.
"Fiscal stress and monetary policy stance in oil-exporting countries,"
Journal of International Money and Finance, Elsevier, vol. 111(C).
- Hao Jin & Chen Xiong, 2020. "Fiscal Stress and Monetary Policy Stance in Oil-Exporting Countries," CAEPR Working Papers 2020-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2015.
"Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries,"
KOF Working papers
15-396, KOF Swiss Economic Institute, ETH Zurich.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries," IWH Discussion Papers 17/2015, Halle Institute for Economic Research (IWH).
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries," Discussion Papers 42/2015, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2016. "Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries," European Economic Review, Elsevier, vol. 88(C), pages 158-184.
- Francesco Bianchi & Leonardo Melosi, 2014.
"Escaping the Great Recession,"
NBER Working Papers
20238, National Bureau of Economic Research, Inc.
- Francesco Bianchi & Leonardo Melosi, 2014. "Escaping the Great Recession," Working Paper Series WP-2014-17, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi, 2016. "Escaping the Great Recession," Working Paper Series WP-2016-16, Federal Reserve Bank of Chicago.
- Francesco Bianchi & Leonardo Melosi, 2013. "Escaping the Great Recession," Working Papers 13-19, Duke University, Department of Economics.
- Leonardo Melosi & Francesco Bianchi, 2013. "Escaping the Great Recession," 2013 Meeting Papers 203, Society for Economic Dynamics.
- Leonardo Melosi & Francesco Bianchi, 2015. "Escaping the Great recession," 2015 Meeting Papers 1035, Society for Economic Dynamics.
- Bianchi, Francesco & Melosi, Leonardo, 2013. "Escaping the Great Recession," CEPR Discussion Papers 9643, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Leonardo Melosi, 2017. "Escaping the Great Recession," American Economic Review, American Economic Association, vol. 107(4), pages 1030-1058, April.
- Francesco Bianchi & Cosmin Ilut, 2014.
"Monetary/Fiscal Policy Mix and Agents' Beliefs,"
NBER Working Papers
20194, National Bureau of Economic Research, Inc.
- Francesco Bianchi & Cosmin Ilut, 2017. "Monetary/Fiscal Policy Mix and Agent's Beliefs," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 113-139, October.
- Ilut, Cosmin & Bianchi, Francesco, 2013. "Monetary/Fiscal Policy Mix and Agents' Beliefs," CEPR Discussion Papers 9645, C.E.P.R. Discussion Papers.
- Francesco Bianchi, 2011. "Monetary/Fiscal Policy Mix and Agents' Beliefs," 2011 Meeting Papers 156, Society for Economic Dynamics.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2014.
"Drifts, Volatilities, and Impulse Responses Over the Last Century,"
Working Paper
14-10, Federal Reserve Bank of Richmond.
- Amir Ahmadi, Pooyan & Matthes, Christian & Wang, Mu-Chun, 2014. "Drifts, Volatilities and Impulse Responses Over the Last Century," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100562, Verein für Socialpolitik / German Economic Association.
- Chang, Yoosoon & Kwak, Boreum & Qiu, Shi, 2021. "U.S. monetary and fiscal policy regime changes and their interactions," IWH Discussion Papers 12/2021, Halle Institute for Economic Research (IWH).
- Li, Bing & Pei, Pei & Tan, Fei, 2021. "Financial distress and fiscal inflation," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Hinterlang, Natascha & Hollmayr, Josef, 2022. "Classification of monetary and fiscal dominance regimes using machine learning techniques," Journal of Macroeconomics, Elsevier, vol. 74(C).
- Maissa Elmrabet & Boulila Ghazi, 2018. "Causality deficit-inflation : wavelet transform," Working Papers hal-01941464, HAL.
- Manfred M. Fischer & Niko Hauzenberger & Florian Huber & Michael Pfarrhofer, 2021. "General Bayesian time-varying parameter VARs for predicting government bond yields," Papers 2102.13393, arXiv.org.
- Jansson, Walter, 2018. "Stock markets, banks and economic growth in the UK, 1850–1913," Financial History Review, Cambridge University Press, vol. 25(3), pages 263-296, December.
- Hinterlang, Natascha & Hollmayr, Josef, 2021. "Classification of monetary and fiscal dominance regimes using machine learning techniques," IMFS Working Paper Series 160, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Yoosoon Chang & Boreum Kwak, 2017.
"U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules,"
CAEPR Working Papers
2017-016, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Chang, Yoosoon & Kwak, Boreum, 2017. "U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules," IWH Discussion Papers 15/2017, Halle Institute for Economic Research (IWH).
- Niko Hauzenberger, 2020. "Flexible Mixture Priors for Large Time-varying Parameter Models," Papers 2006.10088, arXiv.org, revised Nov 2020.
- Hauzenberger, Niko, 2021. "Flexible Mixture Priors for Large Time-varying Parameter Models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 87-108.
- De Graeve, Ferre & Queijo von Heideken, Virginia, 2013.
"Identifying Fiscal Inflation,"
Working Paper Series
273, Sveriges Riksbank (Central Bank of Sweden).
- De Graeve, Ferre & Queijo von Heideken, Virginia, 2015. "Identifying fiscal inflation," European Economic Review, Elsevier, vol. 80(C), pages 83-93.
- Fischer, Manfred M. & Hauzenberger, Niko & Huber, Florian & Pfarrhofer, Michael, 2022. "General Bayesian time-varying parameter VARs for modeling government bond yields," Working Papers in Regional Science 2021/01, WU Vienna University of Economics and Business.
- Beqiraj, Elton & Patella, Valeria & Tancioni, Massimiliano, 2021. "Fiscal stance and the sovereign risk pass-through," Economic Modelling, Elsevier, vol. 102(C).
- Clara De Luigi & Florian Huber & Josef Schreiner, 2019. "The impact of labor cost growth on inflation in selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/19, pages 56-78.
- Hinterlang, Natascha & Hollmayr, Josef, 2020. "Classification of monetary and fiscal dominance regimes using machine learning techniques," Discussion Papers 51/2020, Deutsche Bundesbank.
- Joel Hinaunye Eita & Victoria Manuel & Erwin Naimhwaka & Florette Nakusera, 2021. "The Impact of Fiscal Deficit on Inflation in Namibia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(1), pages 141-164.
- Pooyan Amir-Ahmadi & Christian Matthes & Mu-Chun Wang, 2016. "Choosing Prior Hyperparameters," Working Paper 16-9, Federal Reserve Bank of Richmond.
- Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
- Schularick, Moritz & Ferguson, Niall & Schaab, Andreas, 2015.
"Central Bank Balance Sheets: Expansion and Reduction since 1900,"
CEPR Discussion Papers
10635, C.E.P.R. Discussion Papers.
- Niall Ferguson & Andreas Schaab & Moritz Schularick, 2015. "Central Bank Balance Sheets: Expansion and Reduction since 1900," CESifo Working Paper Series 5379, CESifo.
- Elton Beqiraj & Valeria Patella & Massimiliano Tancioni, 2019. "Regime-switches in the Rollover of Sovereign Risk," Working Papers in Public Economics 191, University of Rome La Sapienza, Department of Economics and Law.
- Martin Kliem & Alexander Kriwoluzky, 2013.
"Online Appendix to "Toward a Taylor Rule for Fiscal Policy","
Online Appendices
12-15, Review of Economic Dynamics.
- Martin Kliem & Alexander Kriwoluzky, 2014. "Toward a Taylor Rule for Fiscal Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 294-302, April.
Cited by:
- Salem Abo-Zaid, 2021. "Taxation, credit frictions and the cyclical behavior of the labor wedge," Empirical Economics, Springer, vol. 60(4), pages 1777-1816, April.
- Patrick M. Crowley & David Hudgins, 2018. "What is the right balance between US monetary and fiscal policy? Explorations using simulated wavelet-based optimal tracking control," Empirical Economics, Springer, vol. 55(4), pages 1537-1568, December.
- Drygalla, Andrej & Holtemöller, Oliver & Kiesel, Konstantin, 2017.
"The effects of fiscal policy in an estimated DSGE model: The case of the German stimulus packages during the great recession,"
IWH Discussion Papers
34/2017, Halle Institute for Economic Research (IWH).
- Drygalla, Andrej & Holtemöller, Oliver & Kiesel, Konstantin, 2020. "The Effects Of Fiscal Policy In An Estimated Dsge Model—The Case Of The German Stimulus Packages During The Great Recession," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1315-1345, September.
- Campbell Leith & Eric Leeper, 2016.
"Understanding Inflation as a Joint Monetary-Fiscal Phenomenon,"
Working Papers
2016_01, Business School - Economics, University of Glasgow.
- Eric M. Leeper & Campbell Leith, 2016. "Understanding Inflation as a Joint Monetary-Fiscal Phenomenon," NBER Working Papers 21867, National Bureau of Economic Research, Inc.
- Philippopoulos, Apostolis & Varthalitis, Petros & Vassilatos, Vanghelis, 2016.
"Fiscal consolidation in an open economy with sovereign premia and without monetary policy independence,"
MPRA Paper
81327, University Library of Munich, Germany.
- Apostolis Philippopoulos & Petros Varthalitis & Vanghelis Vassilatos, 2017. "Fiscal Consolidation in an Open Economy with Sovereign Premia and without Monetary Policy Independence," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 259-306, December.
- Evers, Michael P., 2015. "Fiscal federalism and monetary unions: A quantitative assessment," Journal of International Economics, Elsevier, vol. 97(1), pages 59-75.
- Debrun, Xavier & Jonung, Lars, 2019.
"Under threat: Rules-based fiscal policy and how to preserve it,"
European Journal of Political Economy, Elsevier, vol. 57(C), pages 142-157.
- Debrun, Xavier & Jonung, Lars, 2018. "Under Threat: Rules-Based Fiscal Policy and How to Preserve It," Working Papers 2018:29, Lund University, Department of Economics.
- Josef Hollmayr & Christian Matthes, 2013.
"Learning about fiscal policy and the effects of policy uncertainty,"
Working Paper
13-15, Federal Reserve Bank of Richmond.
- Hollmayr, Josef & Matthes, Christian, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Discussion Papers 51/2013, Deutsche Bundesbank.
- Hollmayr, Josef & Matthes, Christian, 2015. "Learning about fiscal policy and the effects of policy uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 142-162.
- Crowley, Patrick M. & Hudgins, David, 2017. "Wavelet-based monetary and fiscal policy in the Euro area," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 206-231.
- Crowley, Patrick M. & Hudgins, David, 2015.
"Fiscal policy tracking design in the time–frequency domain using wavelet analysis,"
Economic Modelling, Elsevier, vol. 51(C), pages 502-514.
- Crowley, Patrick M. & Hudgins, David, 2014. "Fiscal policy tracking design in the time frequency domain using wavelet analysis," Bank of Finland Research Discussion Papers 32/2014, Bank of Finland.
- Hur, Joonyoung & Lee, Kang Koo, 2017. "Fiscal financing and the efficacy of fiscal policy in Korea: An empirical assessment with comparison to the U.S. evidence," Economic Modelling, Elsevier, vol. 64(C), pages 473-486.
- Tischbirek, Andreas, 2018. "Large-scale bond purchases in a currency union with segmentation in the market for government debt," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 37-69.
- Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
- George Economides & Anastasios Xepapadeas, 2019.
"The effects of climate change on a small open economy,"
Working Papers
267, Bank of Greece.
- George Economides & Anastasio Xepapadeas, 2019. "The effects of climate change on a small open economy," CESifo Working Paper Series 7582, CESifo.
- Gadatsch, Niklas & Hauzenberger, Klemens & Stähler, Nikolai, 2016. "Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR," Economic Modelling, Elsevier, vol. 52(PB), pages 997-1016.
- Kliem, Martin & Uhlig, Harald, 2013.
"Bayesian estimation of a DSGE model with asset prices,"
Discussion Papers
37/2013, Deutsche Bundesbank.
Cited by:
- Dimitris Papageorgiou, 2014. "BoGGEM: a dynamic stochastic general equilibrium model for policy simulations," Working Papers 182, Bank of Greece.
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2015.
"Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries,"
KOF Working papers
15-396, KOF Swiss Economic Institute, ETH Zurich.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries," IWH Discussion Papers 17/2015, Halle Institute for Economic Research (IWH).
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries," Discussion Papers 42/2015, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2016. "Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries," European Economic Review, Elsevier, vol. 88(C), pages 158-184.
- Francesco Bianchi & Cosmin L. Ilut & Martin Schneider, 2018.
"Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(2), pages 810-854.
- Bianchi, Francesco & Ilut, Cosmin & Schneider, Martin, 2017. "Uncertainty shocks, asset supply and pricing over the business cycle," CEPR Discussion Papers 11950, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Cosmin L. Ilut & Martin Schneider, 2014. "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," NBER Working Papers 20081, National Bureau of Economic Research, Inc.
- Martin Schneider & Cosmin Ilut & Francesco Bianchi, 2013. "Uncertainty Shocks, Asset Supply and Pricing over the Business Cycle," 2013 Meeting Papers 202, Society for Economic Dynamics.
- Meyer-Gohde, Alexander, 2015. "Risk-Sensitive Linear Approximations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113057, Verein für Socialpolitik / German Economic Association.
- Meyer-Gohde, Alexander, 2014. "Risky linear approximations," SFB 649 Discussion Papers 2014-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban, 2016.
"Time-varying volatility, financial intermediation and monetary policy,"
Discussion Papers
46/2016, Deutsche Bundesbank.
- Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban, 2016. "Time-varying Volatility, Financial Intermediation and Monetary Policy," IWH Discussion Papers 19/2016, Halle Institute for Economic Research (IWH).
- Sandra Eickmeier & Norbert Metiu & Esteban Prieto, 2016. "Time-varying volatility, financial intermediation and monetary policy," CAMA Working Papers 2016-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- George Economides & Dimitris Papageorgiou & Apostolis Philippopoulos, 2017. "The driving forces of the current Greek great depression," Working Papers 201703, Athens University Of Economics and Business, Department of Economics.
- Papageorgiou, Dimitris & Vourvachaki, Evangelia, 2017. "Macroeconomic effects of structural reforms and fiscal consolidations: Trade-offs and complementarities," European Journal of Political Economy, Elsevier, vol. 48(C), pages 54-73.
- Burkhard Heer & Alfred Maussner & Bernd Suessmuth, 2018.
"Cyclical Asset Returns in the Consumption and Investment Goods Sector,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 28, pages 51-70, April.
- Heer, Burkhard & Maußner, Alfred & Süssmuth, Bernd, 2014. "Cyclical Asset Returns in the Consumption and Investment Goods Sector," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100319, Verein für Socialpolitik / German Economic Association.
- Burkhard Heer & Alfred Maussner & Bernd Suessmuth, 2017. "Code and data files for "Cyclical Asset Returns in the Consumption and Investment Goods Sector"," Computer Codes 14-26, Review of Economic Dynamics.
- Burkhard Heer & Alfred Maussner & Bernd Süssmuth, 2013. "Cyclical Asset Returns in the Consumption and Investment Goods Sector," CESifo Working Paper Series 4364, CESifo.
- Dimitris Papageorgiou & Evangelia Vourvachaki, 2015. "The Macroeconomic Impact of Structural Reforms in Product and Labour Markets: Trade-Offs and Complementarities," Working Papers 197, Bank of Greece.
- Kliem, Martin & Kriwoluzky, Alexander, 2013.
"Reconciling narrative monetary policy disturbances with structural VAR model shocks?,"
Discussion Papers
23/2013, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander, 2013. "Reconciling narrative monetary policy disturbances with structural VAR model shocks?," Economics Letters, Elsevier, vol. 121(2), pages 247-251.
Cited by:
- Caggiano, Giovanni & Castelnuovo, Efrem & Damette, Olivier & Parent, Antoine & Pellegrino, Giovanni, 2017.
"Liquidity traps and large-scale financial crises,"
Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 99-114.
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," "Marco Fanno" Working Papers 0221, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018. "Liquidity Traps and Large-Scale Financial Crises," CESifo Working Paper Series 7096, CESifo.
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2017. "Liquidity traps and large-scale financial crises," Post-Print halshs-01675562, HAL.
- Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2016. "Liquidity Traps and Large-Scale Financial Crises," Melbourne Institute Working Paper Series wp2016n32, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Calvert Jump, Robert & Kohler, Karsten, 2022.
"A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016,"
Explorations in Economic History, Elsevier, vol. 85(C).
- Jump, Robert Calvert & Kohler, Karsten, 2020. "A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016," Greenwich Papers in Political Economy 30959, University of Greenwich, Greenwich Political Economy Research Centre.
- Yoshito Funashima, 2022. "Economic policy uncertainty and unconventional monetary policy," Manchester School, University of Manchester, vol. 90(3), pages 278-292, June.
- Cloyne, James & Hürtgen, Patrick, 2014.
"The macroeconomic effects of monetary policy: a new measure for the United Kingdom,"
Bank of England working papers
493, Bank of England.
- Hürtgen, Patrick & Cloyne, James, 2014. "The macroeconomic effects of monetary policy: A new measure for the United Kingdom," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100304, Verein für Socialpolitik / German Economic Association.
- James Cloyne & Patrick Hürtgen, 2016. "The Macroeconomic Effects of Monetary Policy: A New Measure for the United Kingdom," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(4), pages 75-102, October.
- Valerie A. Ramey, 2016.
"Macroeconomic Shocks and Their Propagation,"
NBER Working Papers
21978, National Bureau of Economic Research, Inc.
- Ramey, V.A., 2016. "Macroeconomic Shocks and Their Propagation," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 71-162, Elsevier.
- Ramey, VA, 2016. "Macroeconomic Shocks and Their Propagation," University of California at San Diego, Economics Working Paper Series qt5mb353t2, Department of Economics, UC San Diego.
- Kurt Graden Lunsford, 2015. "Identifying Structural VARs with a Proxy Variable and a Test for a Weak Proxy," Working Papers (Old Series) 1528, Federal Reserve Bank of Cleveland.
- Alessandro Cantelmo & Giovanni Melina, 2015.
"Monetary Policy and the Relative Price of Durable Goods,"
CESifo Working Paper Series
5328, CESifo.
- Mr. Alessandro Cantelmo & Mr. Giovanni Melina, 2017. "Monetary Policy and the Relative Price of Durable Goods," IMF Working Papers 2017/290, International Monetary Fund.
- Cantelmo, Alessandro & Melina, Giovanni, 2018. "Monetary policy and the relative price of durable goods," Journal of Economic Dynamics and Control, Elsevier, vol. 86(C), pages 1-48.
- Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban, 2016.
"Time-varying volatility, financial intermediation and monetary policy,"
Discussion Papers
46/2016, Deutsche Bundesbank.
- Eickmeier, Sandra & Metiu, Norbert & Prieto, Esteban, 2016. "Time-varying Volatility, Financial Intermediation and Monetary Policy," IWH Discussion Papers 19/2016, Halle Institute for Economic Research (IWH).
- Sandra Eickmeier & Norbert Metiu & Esteban Prieto, 2016. "Time-varying volatility, financial intermediation and monetary policy," CAMA Working Papers 2016-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Muhammad Zeshan & Wasim Shahid Malik & Muhammad Nasir, 2019. "Oil Price Shocks, Systematic Monetary Policy and Economic Activity," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 58(1), pages 65-81.
- Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2016.
"Gimme a Break! Identification and Estimation of the Macroeconomic Effects of Monetary Policy Shocks in the U.S,"
Melbourne Institute Working Paper Series
wp2016n31, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Emanuele Bacchiocchi & Efrem Castelnuovo & Luca Fanelli, 2014. "Gimme a break! Identification and estimation of the macroeconomic effects of monetary policy shocks in the U.S," "Marco Fanno" Working Papers 0181, Dipartimento di Scienze Economiche "Marco Fanno".
- Tumisang Loate & Romain Houssa & Nicola Viegi, 2021. "The macroeconomic effect of fiscal policy in South Africa: A narrative analysis," WIDER Working Paper Series wp-2021-156, World Institute for Development Economic Research (UNU-WIDER).
- Helmut Herwartz & Simone Maxand & Hannes Rohloff, 2022. "The Link between Monetary Policy, Stock Prices, and House Prices—Evidence from a Statistical Identification Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-53, December.
- Carsen Jentsch & Kurt Graden Lunsford, 2016.
"Proxy SVARs: Asymptotic Theory, Bootstrap Inference, and the Effects of Income Tax Changes in the United States,"
Working Papers (Old Series)
1619, Federal Reserve Bank of Cleveland.
- Jentsch, Carsten & Lunsford, Kurt G., 2016. "Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States," Working Papers 16-10, University of Mannheim, Department of Economics.
- Baranowski, Paweł & Doryń, Wirginia & Łyziak, Tomasz & Stanisławska, Ewa, 2021. "Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy," Economic Modelling, Elsevier, vol. 95(C), pages 49-67.
- Rafael Gerke & Magnus Jonsson & Martin Kliem & Marcin Kolasa & Pierre Lafourcade & Alberto Locarno & Krzysztof Makarski & Peter McAdam, 2012.
"Assessing macro-financial linkages: a model comparison exercise,"
NBP Working Papers
110, Narodowy Bank Polski.
- Gerke, R. & Jonsson, M. & Kliem, M. & Kolasa, M. & Lafourcade, P. & Locarno, A. & Makarski, K. & McAdam, P., 2013. "Assessing macro-financial linkages: A model comparison exercise," Economic Modelling, Elsevier, vol. 31(C), pages 253-264.
- Gerke, Rafael & Jonsson, Magnus & Kliem, Martin & Kolasa, Marcin & Lafourcade, Pierre & Locarno, Alberto & Makarski, Krzysztof & McAdam, Peter, 2012. "Assessing macro-financial linkages: A model comparison exercise," Discussion Papers 02/2012, Deutsche Bundesbank.
Cited by:
- David Comerford & Alessandro Spiganti, 2023.
"The Carbon Bubble: climate policy in a fire‐sale model of deleveraging,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(3), pages 655-687, July.
- Alessandro Spiganti & David Comerford, 2017. "The Carbon Bubble: Climate Policy in a Fire-sale Model of Deleveraging," 2017 Meeting Papers 734, Society for Economic Dynamics.
- Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge & Wieland, Volker, 2017.
"Model uncertainty in macroeconomics: On the implications of financial frictions,"
IMFS Working Paper Series
114, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Binder, Michael & Lieberknecht, Philipp & Quintana, Jorge, 2017. "Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions," CEPR Discussion Papers 12013, C.E.P.R. Discussion Papers.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Tony Hall & Jan Jacobs & Adrian Pagan, 2013.
"Macro-Econometric System Modelling @75,"
CAMA Working Papers
2013-67, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tony Hall & Jan Jacobs & Adrian Pagan, "undated". "Macro-Econometric System Modelling @75," NCER Working Paper Series 95, National Centre for Econometric Research.
- Michal Brzoza-Brzezina & Krzysztof Makarski & Grzegorz Wesolowski, 2013.
"Would it have paid to be in the eurozone?,"
Working Papers
70, Department of Applied Econometrics, Warsaw School of Economics.
- Michał Brzoza-Brzezina & Krzysztof Makarski & Grzegorz Wesołowski, 2012. "Would it have paid to be in the eurozone?," NBP Working Papers 128, Narodowy Bank Polski.
- Brzoza-Brzezina, Michał & Makarski, Krzysztof & Wesołowski, Grzegorz, 2014. "Would it have paid to be in the eurozone?," Economic Modelling, Elsevier, vol. 41(C), pages 66-79.
- Sebastian Ankargren & Mårten Bjellerup & Hovick Shahnazarian, 2017. "The importance of the financial system for the real economy," Empirical Economics, Springer, vol. 53(4), pages 1553-1586, December.
- Merola, Rossana, 2015.
"The role of financial frictions during the crisis: An estimated DSGE model,"
Economic Modelling, Elsevier, vol. 48(C), pages 70-82.
- Merola, Rossana, 2014. "The role of financial frictions during the crisis: an estimated DSGE model," Dynare Working Papers 33, CEPREMAP.
- Rossana Merola, 2013. "The role of financial frictions during the crisis: An estimated DSGE model," Working Paper Research 249, National Bank of Belgium.
- Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
- Beck, Thorsten & Colciago, Andrea & Pfajfar, Damjan, 2014. "The role of financial intermediaries in monetary policy transmission," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 1-11.
- Georgios Papadopoulos & Dionysios Chionis & Nikolaos P. Rachaniotis, 2018. "Macro-financial linkages during tranquil and crisis periods: evidence from stressed economies," Risk Management, Palgrave Macmillan, vol. 20(2), pages 142-166, May.
- Kolasa, Marcin & Rubaszek, Michał, 2014.
"Forecasting with DSGE models with financial frictions,"
Dynare Working Papers
40, CEPREMAP.
- Michał Rubaszek & Marcin Kolasa, 2013. "Forecasting with DSGE models with financial frictions," EcoMod2013 5100, EcoMod.
- Kolasa, Marcin & Rubaszek, Michał, 2015. "Forecasting using DSGE models with financial frictions," International Journal of Forecasting, Elsevier, vol. 31(1), pages 1-19.
- Narcissa Balta & Bořek Vašíček, 2020. "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 431-451, May.
- Balke, Nathan S. & Martínez-García, Enrique & Zeng, Zheng, 2021. "In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy," Economic Modelling, Elsevier, vol. 100(C).
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016.
"New methods for macro-financial model comparison and policy analysis,"
IMFS Working Paper Series
107, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Wieland, Volker & Afanasyeva, Elena & Kuete, Meguy & Yoo, Jinhyuk, 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," CEPR Discussion Papers 11461, C.E.P.R. Discussion Papers.
- Wieland, V. & Afanasyeva, E. & Kuete, M. & Yoo, J., 2016. "New Methods for Macro-Financial Model Comparison and Policy Analysis," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1241-1319, Elsevier.
- Rubio, Margarita & Carrasco-Gallego, José A., 2016. "Coordinating macroprudential policies within the Euro area: The case of Spain," Economic Modelling, Elsevier, vol. 59(C), pages 570-582.
- Jerónimo, J. & Azevedo, Assis & Neves, P.C. & Thompson, M., 2023. "Interactions between financial constraints and economic growth," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Bluwstein, Kristina, 2017. "Asymmetric Macro-Financial Spillovers," Working Paper Series 337, Sveriges Riksbank (Central Bank of Sweden).
- Yagihashi, Takeshi, 2018. "How costly is a misspecified credit channel DSGE model in monetary policymaking?," Economic Modelling, Elsevier, vol. 68(C), pages 484-505.
- Shobande Olatunji Abdul & Shodipe Oladimeji Tomiwa, 2019. "New Keynesian Liquidity Trap and Conventional Fiscal Stance: An Estimated DSGE Model," Economics and Business, Sciendo, vol. 33(1), pages 152-169, January.
- Kliem, Martin & Kriwoluzky, Alexander, 2010.
"Toward a Taylor rule for fiscal policy,"
Discussion Paper Series 1: Economic Studies
2010,26, Deutsche Bundesbank.
- Martin Kliem & Alexander Kriwoluzky, 2014. "Toward a Taylor Rule for Fiscal Policy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 294-302, April.
Cited by:
- Serbanoiu, Georgian Valentin, 2012. "Transmission of fiscal policy shocks into Romania's economy," MPRA Paper 40947, University Library of Munich, Germany.
- Salem Abo-Zaid, 2021. "Taxation, credit frictions and the cyclical behavior of the labor wedge," Empirical Economics, Springer, vol. 60(4), pages 1777-1816, April.
- Patrick M. Crowley & David Hudgins, 2018. "What is the right balance between US monetary and fiscal policy? Explorations using simulated wavelet-based optimal tracking control," Empirical Economics, Springer, vol. 55(4), pages 1537-1568, December.
- Alexander Kriwoluzky, 2009.
"Pre-announcement and Timing - The Effects of a Government Expenditure Shock,"
Economics Working Papers
ECO2009/40, European University Institute.
- Kriwoluzky, Alexander, 2012. "Pre-announcement and timing: The effects of a government expenditure shock," European Economic Review, Elsevier, vol. 56(3), pages 373-388.
- Valdivia Coria, Joab Dan & Valdivia Coria, Daney David, 2019. "Microfundamentos de una Regla de Política Monetaria, Regla de Poole [Microfundaments of a Monetary Policy Rule, Poole's Rule]," MPRA Paper 93854, University Library of Munich, Germany.
- Valdivia Coria, Joab Dan & Valdivia Coria, Daney David, 2019. "Microfundaments of a Monetary Policy Rule, Poole's Rule," MPRA Paper 95489, University Library of Munich, Germany.
- Drygalla, Andrej & Holtemöller, Oliver & Kiesel, Konstantin, 2017.
"The effects of fiscal policy in an estimated DSGE model: The case of the German stimulus packages during the great recession,"
IWH Discussion Papers
34/2017, Halle Institute for Economic Research (IWH).
- Drygalla, Andrej & Holtemöller, Oliver & Kiesel, Konstantin, 2020. "The Effects Of Fiscal Policy In An Estimated Dsge Model—The Case Of The German Stimulus Packages During The Great Recession," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1315-1345, September.
- Campbell Leith & Eric Leeper, 2016.
"Understanding Inflation as a Joint Monetary-Fiscal Phenomenon,"
Working Papers
2016_01, Business School - Economics, University of Glasgow.
- Eric M. Leeper & Campbell Leith, 2016. "Understanding Inflation as a Joint Monetary-Fiscal Phenomenon," NBER Working Papers 21867, National Bureau of Economic Research, Inc.
- Philippopoulos, Apostolis & Varthalitis, Petros & Vassilatos, Vanghelis, 2016.
"Fiscal consolidation in an open economy with sovereign premia and without monetary policy independence,"
MPRA Paper
81327, University Library of Munich, Germany.
- Apostolis Philippopoulos & Petros Varthalitis & Vanghelis Vassilatos, 2017. "Fiscal Consolidation in an Open Economy with Sovereign Premia and without Monetary Policy Independence," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 259-306, December.
- Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2013.
"Fiscal news and macroeconomic volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2582-2601.
- Born, Benjamin & Peter, Alexandra & Pfeifer, Johannes, 2011. "Fiscal News and Macroeconomic Volatility," Bonn Econ Discussion Papers 08/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Evers, Michael P., 2015. "Fiscal federalism and monetary unions: A quantitative assessment," Journal of International Economics, Elsevier, vol. 97(1), pages 59-75.
- Debrun, Xavier & Jonung, Lars, 2019.
"Under threat: Rules-based fiscal policy and how to preserve it,"
European Journal of Political Economy, Elsevier, vol. 57(C), pages 142-157.
- Debrun, Xavier & Jonung, Lars, 2018. "Under Threat: Rules-Based Fiscal Policy and How to Preserve It," Working Papers 2018:29, Lund University, Department of Economics.
- Josef Hollmayr & Christian Matthes, 2013.
"Learning about fiscal policy and the effects of policy uncertainty,"
Working Paper
13-15, Federal Reserve Bank of Richmond.
- Hollmayr, Josef & Matthes, Christian, 2013. "Learning about fiscal policy and the effects of policy uncertainty," Discussion Papers 51/2013, Deutsche Bundesbank.
- Hollmayr, Josef & Matthes, Christian, 2015. "Learning about fiscal policy and the effects of policy uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 142-162.
- Crowley, Patrick M. & Hudgins, David, 2017. "Wavelet-based monetary and fiscal policy in the Euro area," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 206-231.
- Crowley, Patrick M. & Hudgins, David, 2015.
"Fiscal policy tracking design in the time–frequency domain using wavelet analysis,"
Economic Modelling, Elsevier, vol. 51(C), pages 502-514.
- Crowley, Patrick M. & Hudgins, David, 2014. "Fiscal policy tracking design in the time frequency domain using wavelet analysis," Bank of Finland Research Discussion Papers 32/2014, Bank of Finland.
- Hur, Joonyoung & Lee, Kang Koo, 2017. "Fiscal financing and the efficacy of fiscal policy in Korea: An empirical assessment with comparison to the U.S. evidence," Economic Modelling, Elsevier, vol. 64(C), pages 473-486.
- Tischbirek, Andreas, 2018. "Large-scale bond purchases in a currency union with segmentation in the market for government debt," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 37-69.
- Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
- Ferdinandusse, Marien & Checherita-Westphal, Cristina & Attinasi, Maria Grazia & Lalouette, Laure & Bańkowski, Krzysztof & Palaiodimos, Georgios & Trindade Campos, Maria Manuel, 2017. "Euro area fiscal stance," Occasional Paper Series 182, European Central Bank.
- George Economides & Anastasios Xepapadeas, 2019.
"The effects of climate change on a small open economy,"
Working Papers
267, Bank of Greece.
- George Economides & Anastasio Xepapadeas, 2019. "The effects of climate change on a small open economy," CESifo Working Paper Series 7582, CESifo.
- Daniel Baksa & Mihnea Constantinescu & Zsuzsa Munkacsi, 2016. "Aging, Informality and Public Policies in a Small Open Economy," Bank of Lithuania Discussion Paper Series 2, Bank of Lithuania.
- Gadatsch, Niklas & Hauzenberger, Klemens & Stähler, Nikolai, 2016. "Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR," Economic Modelling, Elsevier, vol. 52(PB), pages 997-1016.
Articles
- Martin Kliem & Alexander Meyer‐Gohde, 2022.
"(Un)expected monetary policy shocks and term premia,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
See citations under working paper version above.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected Monetary Policy Shocks and Term Premia," SFB 649 Discussion Papers 2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Hoffmann, Mathias & Kliem, Martin & Krause, Michael & Moyen, Stéphane & Šauer, Radek, 2021.
"Rebalancing the euro area: Is wage adjustment in Germany the answer?,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
See citations under working paper version above.
- Hoffmann, Mathias & Kliem, Martin & Krause, Michael & Moyen, Stephane & Sauer, Radek, 2020. "Rebalancing the euro area: Is wage adjustment in Germany the answer?," Discussion Papers 17/2020, Deutsche Bundesbank.
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2016.
"On the Low‐Frequency Relationship Between Public Deficits and Inflation,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 566-583, April.
See citations under working paper version above.
- Kriwoluzky, Alexander & Kliem, Martin & Sarferaz, Samad, 2013. "On the low-frequency relationship between public deficits and inflation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80000, Verein für Socialpolitik / German Economic Association.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2013. "On the low-frequency relationship between public deficits and inflation," Discussion Papers 12/2013, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2016.
"Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries,"
European Economic Review, Elsevier, vol. 88(C), pages 158-184.
See citations under working paper version above.
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2015. "Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries," KOF Working papers 15-396, KOF Swiss Economic Institute, ETH Zurich.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries," IWH Discussion Papers 17/2015, Halle Institute for Economic Research (IWH).
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries," Discussion Papers 42/2015, Deutsche Bundesbank.
- Martin Kliem & Harald Uhlig, 2016.
"Bayesian estimation of a dynamic stochastic general equilibrium model with asset prices,"
Quantitative Economics, Econometric Society, vol. 7(1), pages 257-287, March.
Cited by:
- Pintor, Gabor, 2016. "The macroeconomic shock with the highest price of risk," LSE Research Online Documents on Economics 86225, London School of Economics and Political Science, LSE Library.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017.
"(Un)expected Monetary Policy Shocks and Term Premia,"
SFB 649 Discussion Papers
2017-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Martin Kliem & Alexander Meyer‐Gohde, 2022. "(Un)expected monetary policy shocks and term premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 477-499, April.
- Kliem, Martin & Meyer-Gohde, Alexander, 2017. "(Un)expected monetary policy shocks and term premia," Discussion Papers 30/2017, Deutsche Bundesbank.
- Martin Kliem & Alexander Meyer-Gohde, 2018. "(Un)expected Monetary Policy Shocks and Term Premia," 2018 Meeting Papers 102, Society for Economic Dynamics.
- Kliem, Martin & Meyer-Gohde, Alexander, 2019. "(Un)expected monetary policy shocks and term premia," IMFS Working Paper Series 137, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2023.
"Are the Effects of Uncertainty Shocks Big or Small?,"
Working Papers
244, Red Nacional de Investigadores en Economía (RedNIE).
- Alessandri, Piergiorgio & Gazzani, Andrea & Vicondoa, Alejandro, 2023. "Are the effects of uncertainty shocks big or small?," European Economic Review, Elsevier, vol. 158(C).
- Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2023. "Are the Effects of Uncertainty Shocks Big or Small?," Documentos de Trabajo 569, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Binh Thai Pham & Hector Sala, 2022. "The implications of public expenditures on a small economy in transition: a Bayesian DSGE approach," Economic Change and Restructuring, Springer, vol. 55(1), pages 401-431, February.
- Oliver de Groot & Bora Durdu & Enrique G. Mendoza, 2020.
"Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets,"
Finance and Economics Discussion Series
2020-006, Board of Governors of the Federal Reserve System (U.S.).
- Oliver de Groot & Ceyhun Bora Durdu & Enrique G. Mendoza, 2019. "Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets," NBER Working Papers 26426, National Bureau of Economic Research, Inc.
- Gabor Pinter, 2016.
"The Macroeconomic Shock with the Highest Price of Risk,"
Discussion Papers
1623, Centre for Macroeconomics (CFM), revised Apr 2017.
- Pinter, Gabor, 2016. "The macroeconomic shock with the highest price of risk," Bank of England working papers 616, Bank of England.
- Oliver de Groot & C. Bora Durdu & Enrique G. Mendoza, 2019. "Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets," Working Papers 201916, University of Liverpool, Department of Economics.
- Martin Kliem & Alexander Kriwoluzky, 2014.
"Toward a Taylor Rule for Fiscal Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(2), pages 294-302, April.
See citations under working paper version above.
- Martin Kliem & Alexander Kriwoluzky, 2013. "Online Appendix to "Toward a Taylor Rule for Fiscal Policy"," Online Appendices 12-15, Review of Economic Dynamics.
- Martin Kliem & Alexander Kriwoluzky, 2014. "Code and data files for "Toward a Taylor Rule for Fiscal Policy"," Computer Codes 12-15, Review of Economic Dynamics.
- Kliem, Martin & Kriwoluzky, Alexander, 2010. "Toward a Taylor rule for fiscal policy," Discussion Paper Series 1: Economic Studies 2010,26, Deutsche Bundesbank.
- Gerke, R. & Jonsson, M. & Kliem, M. & Kolasa, M. & Lafourcade, P. & Locarno, A. & Makarski, K. & McAdam, P., 2013.
"Assessing macro-financial linkages: A model comparison exercise,"
Economic Modelling, Elsevier, vol. 31(C), pages 253-264.
See citations under working paper version above.
- Gerke, Rafael & Jonsson, Magnus & Kliem, Martin & Kolasa, Marcin & Lafourcade, Pierre & Locarno, Alberto & Makarski, Krzysztof & McAdam, Peter, 2012. "Assessing macro-financial linkages: A model comparison exercise," Discussion Papers 02/2012, Deutsche Bundesbank.
- Rafael Gerke & Magnus Jonsson & Martin Kliem & Marcin Kolasa & Pierre Lafourcade & Alberto Locarno & Krzysztof Makarski & Peter McAdam, 2012. "Assessing macro-financial linkages: a model comparison exercise," NBP Working Papers 110, Narodowy Bank Polski.
- Kliem, Martin & Kriwoluzky, Alexander, 2013.
"Reconciling narrative monetary policy disturbances with structural VAR model shocks?,"
Economics Letters, Elsevier, vol. 121(2), pages 247-251.
See citations under working paper version above.
- Kliem, Martin & Kriwoluzky, Alexander, 2013. "Reconciling narrative monetary policy disturbances with structural VAR model shocks?," Discussion Papers 23/2013, Deutsche Bundesbank.
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DGE: Dynamic General Equilibrium (13) 2012-04-03 2013-09-06 2013-11-09 2015-11-21 2015-12-20 2016-07-23 2017-07-30 2017-11-12 2018-09-24 2020-01-06 2020-04-20 2024-06-24 2024-07-29. Author is listed
- NEP-MAC: Macroeconomics (13) 2012-04-03 2013-04-27 2013-08-05 2013-11-09 2014-02-02 2015-11-21 2015-12-20 2016-07-23 2017-07-30 2017-11-12 2018-09-24 2020-01-06 2020-04-20. Author is listed
- NEP-CBA: Central Banking (10) 2013-08-05 2014-02-02 2015-11-21 2015-12-20 2016-07-23 2017-07-30 2017-11-12 2018-09-24 2020-01-06 2020-04-20. Author is listed
- NEP-MON: Monetary Economics (8) 2013-04-27 2013-08-05 2015-12-20 2016-07-23 2017-07-30 2017-11-12 2018-09-24 2020-01-06. Author is listed
- NEP-EEC: European Economics (2) 2015-12-20 2020-04-20
- NEP-HIS: Business, Economic and Financial History (2) 2024-06-24 2024-07-29
- NEP-CMP: Computational Economics (1) 2012-04-03
- NEP-ECM: Econometrics (1) 2013-11-09
- NEP-FDG: Financial Development and Growth (1) 2024-06-24
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