Report NEP-DGE-2016-03-06

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:

• Ahrens, Steffen & Nejati, Nooshin & Pfeiffer, Philipp L., 2015. "Layoff taxes, unemployment insurance, and business cycle fluctuations," Kiel Working Papers 1988, Kiel Institute for the World Economy (IfW Kiel).
• Francesco Ferrante, 2015. "Risky Mortgages, Bank Leverage and Credit Policy," Finance and Economics Discussion Series 2015-110, Board of Governors of the Federal Reserve System (U.S.).
• Enrico Mallucci, 2015. "Domestic Debt and Sovereign Defaults," International Finance Discussion Papers 1153, Board of Governors of the Federal Reserve System (U.S.).
• Zhen Huo & José-Víctor Ríos-Rull, 2016. "Financial Frictions, Asset Prices, and the Great Recession," Staff Report 526, Federal Reserve Bank of Minneapolis.
• Ryan Niladri Banerjee & Michael B Devereux & Giovanni Lombardo, 2016. "Self-oriented monetary policy, global financial markets and excess volatility of international capital flows," BIS Working Papers 540, Bank for International Settlements.
• Zhen Huo & José-Víctor Ríos-Rull, 2016. "The Great Recession and Financial Shocks," Economic Policy Paper 16-3, Federal Reserve Bank of Minneapolis.
• Shantanu Bagchi, 2016. "Differential Mortality and the Progressivity of Social Security," Working Papers 2016-03, Towson University, Department of Economics, revised Aug 2016.
• Takashi Kamihigashi & Masayuki Yao, 2016. "Infinite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle and a Penalty Method," Discussion Paper Series DP2016-05, Research Institute for Economics & Business Administration, Kobe University, revised May 2016.
• Markku Lanne & Jani Luoto, 2015. "Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints," CREATES Research Papers 2015-37, Department of Economics and Business Economics, Aarhus University.
• Dilip M. Nachane, 2016. "Dynamic stochastic general equilibrium (dsge) modelling: Theory and practice," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-004, Indira Gandhi Institute of Development Research, Mumbai, India.
• Michael Flor, 2014. "Post Reunification Economic Fluctuations in Germany: A Real Business Cycle Interpretation," Working Papers 146, Bavarian Graduate Program in Economics (BGPE).
• Kevin J. Lansing & Agnieszka Markiewicz, 2012. "Top Incomes, Rising Inequality, and Welfare," Tinbergen Institute Discussion Papers 12-114/IV, Tinbergen Institute, revised 28 Apr 2015.
• Thibault, Emmanuel, 2016. "Demonstration Effect and Dynamic Efficiency," TSE Working Papers 16-616, Toulouse School of Economics (TSE).
• Gale, Douglas & Gottardi, Piero, 2014. "Capital structure, investment, and fire sales," LSE Research Online Documents on Economics 60958, London School of Economics and Political Science, LSE Library.
• Michael T. Kiley & Jae W. Sim, 2015. "Optimal Monetary and Macroprudential Policies: Gains and Pitfalls in a Model of Financial Intermediation," Finance and Economics Discussion Series 2015-78, Board of Governors of the Federal Reserve System (U.S.).
• Dionissi Aliprantis & Daniel R. Carroll, 2015. "Neighborhood Dynamics and the Distribution of Opportunity," Working Papers (Old Series) 1525, Federal Reserve Bank of Cleveland.
• Rabitsch, Katrin, 2016. "An incomplete markets explanation of the UIP puzzle," FinMaP-Working Papers 53, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Hassan Afrouzi, 2016. "Endogenous firm competition and the cyclicality of markups," Globalization Institute Working Papers 265, Federal Reserve Bank of Dallas.
• Michał Brzoza-Brzezina, 2016. "Why may large economies suffer more at the zero lower bound?," NBP Working Papers 230, Narodowy Bank Polski.
• Barbara Annicchiarico & Claudio Cesaroni, 2016. "Tax Reforms and the Underground Economy: A Simulation-Based Analysis," CEIS Research Paper 366, Tor Vergata University, CEIS, revised 10 Feb 2016.
• Abbate, Angela & Thaler, Dominik, 2015. "Monetary policy and the asset risk-taking channel," Discussion Papers 48/2015, Deutsche Bundesbank.
• Tomoyuki Nakajima & Shuhei Takahashi, 2016. "The Effectiveness of Consumption Taxes and Transfers as Insurance against Idiosyncratic Risk," KIER Working Papers 933, Kyoto University, Institute of Economic Research.
• Cociuba, Simona & Shukayev, Malik & Ueberfeldt, Alexander, 2016. "Collateralized Borrowing and Risk Taking at Low Interest Rates," Working Papers 2016-2, University of Alberta, Department of Economics.
• Timothy S. Hills & Taisuke Nakata & Sebastian Schmidt, 2016. "The Risky Steady State and the Interest Rate Lower Bound," Finance and Economics Discussion Series 2016-9, Board of Governors of the Federal Reserve System (U.S.).
• Luca, Pieroni & Lorusso, Marco, 2015. "Are all the fiscal policy shocks identical? Analysing the effects on private consumption of civilian and military spending shocks," MPRA Paper 69084, University Library of Munich, Germany.
• Han, Han, 2015. "Over-the-Counter Markets, Intermediation, and Monetary Policy," MPRA Paper 68709, University Library of Munich, Germany.
• Roman Horvath & Lorant Kaszab, 2016. "Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation," Working Papers IES 2016/04, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2016.
• Bruno Bouchard & Marcel Nutz, 2015. "Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions," Post-Print hal-00846830, HAL.
• Koloch, Grzegorz, 2016. "Plausibility of big shocks within a linear state space setting with skewness," MPRA Paper 69001, University Library of Munich, Germany.
• Frédéric Dufourt & Kazuo Nishimura & Carine Nourry & Alain Venditti, 2015. "Sunspot Fluctuations in Two-Sector Models with Variable Income Effects," Working Papers halshs-01269951, HAL.