Report NEP-DGE-2005-10-04

This is the archive for NEP-DGE, a report on new working papers in the area of Dynamic General Equilibrium. Christian Zimmermann issued this report. It is usually issued weekly.

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Other reports in NEP-DGE

The following items were announced in this report:

• Smets, Frank & Wouters, Raf, 2004. "Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE approach," Working Paper Series 0391, European Central Bank.
• Peersman, Gert & Straub, Roland, 2004. "Technology shocks and robust sign restrictions in a euro area SVAR," Working Paper Series 0373, European Central Bank.
• Del Negro, Marco & Schorfheide, Frank & Smets, Frank & Wouters, Raf, 2005. "On the fit and forecasting performance of New-Keynesian models," Working Paper Series 0491, European Central Bank.
• Shigeru Fujita & Garey Ramey, 2005. "The Dynamic Beveridge Curve," Macroeconomics 0509026, University Library of Munich, Germany.
• Smets, Frank & Wouters, Raf, 2004. "Forecasting with a Bayesian DSGE model: an application to the euro area," Working Paper Series 0389, European Central Bank.
• Coenen, Günter & Straub, Roland, 2005. "Does government spending crowd in private consumption? Theory and empirical evidence for the euro area," Working Paper Series 0513, European Central Bank.
• Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2004. "The Great Depression and the Friedman-Schwartz hypothesis," Working Paper Series 0326, European Central Bank.
• Graham, Liam & Snower, Dennis J., 2004. "The real effects of money growth in dynamic general equilibrium," Working Paper Series 0412, European Central Bank.
• Trigari, Antonella, 2004. "Equilibrium unemployment, job flows and inflation dynamics," Working Paper Series 0304, European Central Bank.
• Del Negro, Marco & Schorfheide, Frank, 2005. "Monetary policy analysis with potentially misspecified models," Working Paper Series 0475, European Central Bank.
• Mohr, Matthias, 2005. "A trend-cycle(-season) filter," Working Paper Series 0499, European Central Bank.
• Yi Wen, 2005. "Where's the beef? the trivial dynamics of real business cycle models," Working Papers 2005-039, Federal Reserve Bank of St. Louis.
• Michael J. Dueker, 2006. "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Working Papers 2005-057, Federal Reserve Bank of St. Louis.
• George Alessandria & Horag Choi, 2005. "Do sunk costs of exporting matter for net export dynamics?," Working Papers 05-20, Federal Reserve Bank of Philadelphia.
• Christopher J. Erceg & Luca Guerrieri & Christopher J. Gust, 2005. "SIGMA: A New Open Economy Model for Policy Analysis," International Finance Discussion Papers 835, Board of Governors of the Federal Reserve System (U.S.).
• Faia, Ester & Monacelli, Tommaso, 2004. "Ramsey monetary policy and international relative prices," Working Paper Series 0344, European Central Bank.
• Monnet, Cyril & Quintin, Erwan, 2005. "Why do financial systems differ? History matters," Working Paper Series 0442, European Central Bank.
• Fernández-Huertas Moraga, Jesús & Vidal, Jean-Pierre, 2004. "Fiscal sustainability and public debt in an endogenous growth model," Working Paper Series 0395, European Central Bank.
• Meier, André & Müller, Gernot J., 2005. "Fleshing out the monetary transmission mechanism: output composition and the role of financial frictions," Working Paper Series 0500, European Central Bank.
• Ascari, Guido & Rankin, Neil, 2004. "Perpetual youth and endogenous labour supply: a problem and a possible solution," Working Paper Series 0346, European Central Bank.
• Monnet, Cyril, 2005. "Counterfeiting and inflation," Working Paper Series 0512, European Central Bank.
• Lombardo, Giovanni & Sutherland, Alan, 2005. "Computing second-order-accurate solutions for rational expectation models using linear solution methods," Working Paper Series 0487, European Central Bank.
• Michel, Philippe & Thibault, Emmanuel & Vidal, Jean-Pierre, 2004. "Intergenerational altruism and neoclassical growth models," Working Paper Series 0386, European Central Bank.
• Annicchiarico, Barbara, 2003. "Government deficits, wealth effects and the price level in an optimizing model," Working Paper Series 0285, European Central Bank.
• Bayoumi, Tamim & Laxton, Douglas & Pesenti, Paolo, 2004. "Benefits and spillovers of greater competition in Europe: a macroeconomic assessment," Working Paper Series 0341, European Central Bank.
• Athey, Susan & Atkeson, Andrew & Kehoe, Patrick J., 2004. "The optimal degree of discretion in monetary policy," Working Paper Series 0338, European Central Bank.
• Benigno, Pierpaolo & Woodford, Michael, 2004. "Optimal monetary and fiscal policy: a linear-quadratic approach," Working Paper Series 0345, European Central Bank.
• Cahuc, Pierre & Zylberberg, Andre, 2005. "Optimum Income Taxation and Layoff Taxes," CEPR Discussion Papers 5170, C.E.P.R. Discussion Papers.
• Ferrero, Andrea, 2005. "Fiscal and monetary rules for a currency union," Working Paper Series 0502, European Central Bank.
• Volker Grossmann & Panu Poutvaara, 2005. "Pareto-Improving Bequest Taxation," CESifo Working Paper Series 1515, CESifo.
• Annicchiarico, Barbara & Giammarioli, Nicola, 2004. "Fiscal rules and sustainability of public finances in an endogenous growth model," Working Paper Series 0381, European Central Bank.
• K Blackburn & G Forgues-Puccio, 2005. "Public Expenditures, Bureaucratic Corruption and Economic Development," Centre for Growth and Business Cycle Research Discussion Paper Series 54, Economics, The University of Manchester.