Report NEP-MAC-2006-06-24

This is the archive for NEP-MAC, a report on new working papers in the area of Macroeconomics. Soumitra K Mallick issued this report. It is usually issued weekly.

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Other reports in NEP-MAC

The following items were announced in this report:

• Eva Ortega & Nooman Rebei, 2006. "The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy," Staff Working Papers 06-12, Bank of Canada.
• George W. Evans & Bruce McGough, 2006. "Implementing Optimal Monetary Policy in New-Keynesian Models with Inertia," University of Oregon Economics Department Working Papers 2006-5, University of Oregon Economics Department.
• Marc-André Gosselin & René Lalonde, 2005. "MUSE: The Bank of Canada's New Projection Model of the U.S. Economy," Technical Reports 96, Bank of Canada.
• Petra M. Geraats, 2006. "The Mystique of Central Bank Speak," Working Papers 123, Oesterreichische Nationalbank (Austrian Central Bank).
• John C. Bluedorn & Christopher Bowdler, 2006. "The Open Economy Consequences of U.S. Monetary Policy," Economics Series Working Papers 265, University of Oxford, Department of Economics.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2006. "Optimal Time Consistent Monetary Policy," CDMA Working Paper Series 200606, Centre for Dynamic Macroeconomic Analysis, revised 15 Jan 2007.
• René Lalonde & Nicolas Parent, 2006. "The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States," Staff Working Papers 06-11, Bank of Canada.
• Greg Hannsgen, 2006. "Gibson's Paradox II," Economics Working Paper Archive wp_448, Levy Economics Institute.
• Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006. "Forecasting Canadian Time Series with the New Keynesian Model," Staff Working Papers 06-4, Bank of Canada.
• Fève, Patrick & Guay, Alain, 2006. "Identification of Technology Shocks in Structural VARs," IDEI Working Papers 383, Institut d'Économie Industrielle (IDEI), Toulouse.
• Marek Jarocinski, 2006. "Responses to Monetary Policy Shocks in the East and the West of Europe: A Comparison," Working Papers 124, Oesterreichische Nationalbank (Austrian Central Bank).
• Richhild Moessner, 2006. "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England.
• Paul Gilbert & Erik Meijer, 2006. "Money and Credit Factors," Staff Working Papers 06-3, Bank of Canada.
• Andrew P Blake & Fabrizio Zampolli, 2006. "Optimal monetary policy in Markov-switching models with rational expectations agents," Bank of England working papers 298, Bank of England.
• Tracy Chan & Ramdane Djoudad & Jackson Loi, 2006. "Regime Shifts in the Indicator Properties of Narrow Money in Canada," Staff Working Papers 06-6, Bank of Canada.
• Torres-Martínez, Juan Pablo & Araújo, Aloísio Pessoa de & Pascoa, Mario Rui, 2006. "Bubbles, collateral and monetary equilibrium," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 614, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Lynda Khalaf & Maral Kichian, 2006. "Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada," Staff Working Papers 06-2, Bank of Canada.
• Guerrero, Carlos & Osorio, Paulina & Tiol, Arianna, 2006. "Un siglo de la curva de Phillips en México," EGAP Working Papers 2006-03, Tecnológico de Monterrey, Campus Ciudad de México.
• Gonzalo Llosa & Shirley Miller, 2005. "Usando información adicional en la estimación de la brecha producto en el Perú: una aproximación multivariada de componentes no observados," Working Papers 2005-0041, Banco Central de Reserva del Perú.
• Nadja Kamhi, 2006. "LVTS, the Overnight Market, and Monetary Policy," Staff Working Papers 06-15, Bank of Canada.
• Ferreira, Pedro Cavalcanti & Araújo, Carlos Hamilton Vasconcelos, 2006. "On the economic and fiscal effects of infrastructure investment in Brazil," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 613, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Zagaglia, Paolo, 2006. "Does the Yield Spread Predict the Output Gap in the U.S.?," Research Papers in Economics 2006:5, Stockholm University, Department of Economics.
• Urban Jermann & Vincenzo Quadrini, 2006. "Financial Innovations and Macroeconomic Volatility," NBER Working Papers 12308, National Bureau of Economic Research, Inc.
• Mustafa Caglayan & Feng Jiang, 2006. "Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach," Working Papers 2006_8, Business School - Economics, University of Glasgow.
• Gino Cateau, 2006. "Guarding Against Large Policy Errors under Model Uncertainty," Staff Working Papers 06-13, Bank of Canada.
• Christopher Cornell & Raphael Solomon, 2006. "Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate Model," Staff Working Papers 06-5, Bank of Canada.
• Gregory de Walque & Frank Smets & Raf Wouters, 2006. "Firm-specific production factors in a DSGE model with Taylor price setting," Working Paper Research 85, National Bank of Belgium.
• Item repec:bea:wpaper:0024 is not listed on IDEAS anymore

• Kim Oosterlinck & Filippo Occhino & Eugene N. White, 2006. "How occupied France financed its own exploitation during WW2," Working Papers CEB 06-012.RS, ULB -- Universite Libre de Bruxelles.
• C. Sardoni, 2006. "Why Central Banks (and Money) Rule the Roost," Economics Working Paper Archive wp_457, Levy Economics Institute.
• Sebastian Edwards, 2006. "Monetary Unions, External Shocks and Economic Performance," Working Papers 126, Oesterreichische Nationalbank (Austrian Central Bank).
• Paul Castillo & Carlos Montoro & Vicente Tuesta, 2006. "Measuring the Natural Interest Rate for the Peruvian Economy," Working Papers 2006-003, Banco Central de Reserva del Perú.
• Don Harding & Adrian Pagan, 2006. "Measurement of Business Cycles," Department of Economics - Working Papers Series 966, The University of Melbourne.
• L. Randall Wray, 2006. "Twin Deficits and Sustainability," Economics Policy Note Archive 06-3, Levy Economics Institute.
• Item repec:fmg:fmgsps:sp166 is not listed on IDEAS anymore

• Imbens, Guido W. & Lynch, Lisa M., 2006. "Re-Employment Probabilities over the Business Cycle," IZA Discussion Papers 2167, Institute of Labor Economics (IZA).
• Item repec:bea:wpaper:0031 is not listed on IDEAS anymore

• Eric Tymoigne, 2006. "Asset Prices, Financial Fragility, and Central Banking," Economics Working Paper Archive wp_456, Levy Economics Institute.
• Cysne, Rubens Penha, 2006. "An intra-household approach to the welfare costs of inflation (Revised Version, Forthcoming 2006, Estudos Econômicos)," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 612, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Hans Genberg, 2006. "Exchange-Rate Arrangements an Financial Integration in East Asia: On a Collision Course?," Working Papers 122, Oesterreichische Nationalbank (Austrian Central Bank).
• Alexander Ueberfeldt, 2006. "Working Time over the 20th Century," Staff Working Papers 06-18, Bank of Canada.
• Stephan Klasen, 2006. "Macroeconomic Policy and Pro-Poor Growth in Bolivia," Ibero America Institute for Econ. Research (IAI) Discussion Papers 143, Ibero-America Institute for Economic Research.
• Michael D. Bordo & Richard N. Cooper, 2006. "Proposal for a Common Currency among Rich Democracies," Working Papers 127, Oesterreichische Nationalbank (Austrian Central Bank).
• Item repec:crr:issbrf:ib34 is not listed on IDEAS anymore

• Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Staff Working Papers 06-10, Bank of Canada.
• Boriss Siliverstovs & Manh Ha Duong, 2006. "On the Role of Stock Market for Real Economic Activity," Discussion Papers of DIW Berlin 599, DIW Berlin, German Institute for Economic Research.
• Fabrizio Zampolli, 2006. "Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics," Bank of England working papers 297, Bank of England.
• Eric Tymoigne, 2006. "The Minskyan System, Part I: Properties of the Minskyan Analysis and How to Theorize and Model a Monetary Production Economy," Economics Working Paper Archive wp_452, Levy Economics Institute.
• Zagaglia, Paolo, 2006. "The Predictive Power of the Yield Spread under the Veil of Time," Research Papers in Economics 2006:4, Stockholm University, Department of Economics.
• Item repec:bea:wpaper:0023 is not listed on IDEAS anymore

• Item repec:pse:psecon:2006-15 is not listed on IDEAS anymore

• Jiri Slacalek, 2006. "International Wealth Effects," Discussion Papers of DIW Berlin 596, DIW Berlin, German Institute for Economic Research.
• Dierk Herzer & Rainer Klump, 2006. "Poverty, Government Transfers, and the Business Cycle: Evidence for the United States," Ibero America Institute for Econ. Research (IAI) Discussion Papers 141, Ibero-America Institute for Economic Research.
• Otmar Issing, 2006. "Europe’s Hard Fix: The Euro Area," Working Papers 120, Oesterreichische Nationalbank (Austrian Central Bank).
• Robert Lavigne, 2006. "The Institutional and Political Determinants of Fiscal Adjustment," Staff Working Papers 06-1, Bank of Canada.
• Mario Mesía & Eduardo Costa & Oscar Graham & Robert Soto & Alejandro Rabanal, 2006. "El costo del crédito en el Perú, revisión de la evolución reciente," Working Papers 2006-004, Banco Central de Reserva del Perú.
• J. Steven Landefeld & Ralph Kozlow, 2003. "Globalization and Multinational Companies: What Are the Questions, and How Well Are We Doing in Answering Them?," BEA Papers 0027, Bureau of Economic Analysis.
• Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006. "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers 06-14, Bank of Canada.
• Ralph Kozlow, 2002. "Valuing the Direct Investment Position in U.S. Economic Accounts," BEA Papers 0025, Bureau of Economic Analysis.
• Item repec:bea:wpaper:0018 is not listed on IDEAS anymore

• Francis X. Diebold & Lei Ji & Canlin Li, 2006. "A Three-Factor Yield Curve Model: Non-Affine Structure, Systematic Risk Sources, and Generalized Duration," PIER Working Paper Archive 06-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Item repec:emp:wpaper:wp06-16 is not listed on IDEAS anymore

• David Rae & Paul van den Noord, 2006. "Ireland's Housing Boom: What has Driven it and Have Prices Overshot?," OECD Economics Department Working Papers 492, OECD Publishing.
• Boriss Siliverstovs & Konstantin A. Kholodilin, 2006. "On Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It," Discussion Papers of DIW Berlin 598, DIW Berlin, German Institute for Economic Research.
• Stephanie Seguino & Caren A. Grown, 2006. "Feminist-Kaleckian Macroeconomic Policy for Developing Countries," Economics Working Paper Archive wp_446, Levy Economics Institute.
• Meissner, C.M. & Oomes, N., 2006. "Why Do Countries Peg the Way They Peg? The Determinants of Anchor Currency Choice," Cambridge Working Papers in Economics 0643, Faculty of Economics, University of Cambridge.
• Abdelaziz Rouabah, 2006. "La sensibilité de l'activité bancaire aux chocs macroéconomiques : une analyse en panel sur des données de banques luxembourgeoises," BCL working papers 21, Central Bank of Luxembourg.
• Item repec:pse:psecon:2006-14 is not listed on IDEAS anymore

• L. Randall Wray, 2006. "Extending Minsky's Classifications of Fragility to Government and the Open Economy," Economics Working Paper Archive wp_450, Levy Economics Institute.
• Brent R. Moulton, 2003. "Working with Chain-type Aggregates: A Few Tricks," BEA Papers 0028, Bureau of Economic Analysis.
• Obie G. Whichard, 2003. "Measuring Globalization: The Experience of the United States of America," BEA Papers 0029, Bureau of Economic Analysis.
• Item repec:bea:wpaper:0033 is not listed on IDEAS anymore

• Item repec:bea:wpaper:0032 is not listed on IDEAS anymore

• Matthew D. Atkinson, 2003. "A Computational Routine for Disaggregating Industry Margin Data to Estimate Product Margin Rates," BEA Papers 0030, Bureau of Economic Analysis.
• Item repec:bea:wpaper:0034 is not listed on IDEAS anymore

• J. Bonke & M. Deding & M. Lausten, 2006. "Time and Money: Substitutes in Real Terms and Complements in Satisfactions," Economics Working Paper Archive wp_451, Levy Economics Institute.
• Matthew D. Atkinson, 2003. "A Computational Routine for Disaggregating Industry Margin Data to Estimate Product Margin Rates," BEA Papers 0031, Bureau of Economic Analysis.
• Ralph Kozlow, 2003. "Selected Issues on the Treatment of Nonperforming Loans in Macroeconomic Statistics," BEA Papers 0026, Bureau of Economic Analysis.
• Patricia C. Walker, 2003. "Survey Data Collection Over the Internet at the U.S. Bureau of Economic Analysis," BEA Papers 0032, Bureau of Economic Analysis.
• Item repec:bea:wpaper:0022 is not listed on IDEAS anymore

• Diego Comin & Bart Hobiijn, 2006. "An Exploration of Technology Diffusion," NBER Working Papers 12314, National Bureau of Economic Research, Inc.
• Neville Arjani, 2006. "Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach," Staff Working Papers 06-20, Bank of Canada.
• Wynne Godley & Gennaro Zezza, 2006. "Debt And Lending: A Cri De Coeur," Economics Policy Note Archive 06-4, Levy Economics Institute.
• Item repec:bea:wpaper:0020 is not listed on IDEAS anymore

• Item repec:bea:wpaper:0021 is not listed on IDEAS anymore