Report NEP-MAC-2010-04-17

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:

• Mario Forni & Luca Gambetti, 2010. "Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model," Center for Economic Research (RECent) 040, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Item repec:ris:snbwpa:2010_004 is not listed on IDEAS anymore

• Sylvain Leduc & Keith Sill, 2010. "Expectations and economic fluctuations: an analysis using survey data," Working Paper Series 2010-09, Federal Reserve Bank of San Francisco.
• Jean Boivin & Michael T. Kiley & Frederic S. Mishkin, 2010. "How Has the Monetary Transmission Mechanism Evolved Over Time?," NBER Working Papers 15879, National Bureau of Economic Research, Inc.
• Mandler, Martin, 2010. "Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions," MPRA Paper 21887, University Library of Munich, Germany.
• Martin Mandler, 2010. "Macroeconomic dynamics and inflation regimes in the U.S. Results from threshold vector autoregressions," MAGKS Papers on Economics 201012, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Matteo Luciani, 2010. "Monetary Policy, the Housing Market, and the 2008 Recession: A Structural Factor Analysis," Working Papers 7, Doctoral School of Economics, Sapienza University of Rome, revised 2010.
• Bedri Kamil Onur Tas, 2009. "Inflation Targeting and Inflation Uncertainty," Working Papers 0907, TOBB University of Economics and Technology, Department of Economics.
• Jürgen Jerger & Oke Röhe, 2009. "Testing for Parameter Stability in DSGE Models. The Cases of France, Germany and Spain," Working Papers 276, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies), revised Mar 2011.
• Item repec:ess:wpaper:id:2465 is not listed on IDEAS anymore

• Ruthira Naraidoo & Leroi Raputsoane, 2010. "Zone targeting monetary policy preferences and financial market conditions: a flexible nonlinear policy reaction function of the SARB monetary policy," Working Papers 201005, University of Pretoria, Department of Economics.
• Bedri Kamil Onur Tas, 2009. "Time Varying Inflation Targets, Inflation Expectations and Credibility," Working Papers 0906, TOBB University of Economics and Technology, Department of Economics.
• Bousrih Jihene, 2010. "Degree of Openness and Inflation Targeting Policy: Model of a Small Open Economy," Working Papers 2010.2, International Network for Economic Research - INFER.
• Sylvia Kaufmann & Johann Scharler, 2009. "Bank-Lending Standards, the Cost Channel and Inflation Dynamics," Economics working papers 2009-16, Department of Economics, Johannes Kepler University Linz, Austria.
• Yi Wen, 2010. "Liquidity demand and welfare in a heterogeneous-agent economy," Working Papers 2010-009, Federal Reserve Bank of St. Louis.
• Peter Cripwell & David Edelman, 2010. "Conundrum or Complication: A Study of Yield Curve Dynamics under Unusual Economic Conditions and Monetary Policies," Working Papers 200836, Geary Institute, University College Dublin.
• Ronny Mazzocchi, 2010. "Beyond DSGE: A macrodynamic model with intertemporal coordination failure," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 0210, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
• Novella Maugeri, 2010. "Macroeconomic Implications of Near Rational Behavior: an Application to the Italian Phillips Curve," Department of Economics University of Siena 587, Department of Economics, University of Siena.
• André Kurmann & Christopher Otrok, 2010. "News Shocks and the Slope of the Term Structure of Interest Rates," Cahiers de recherche 1005, CIRPEE.
• Kevin Lee & Anthony Garratt & Kalvinder Shields, 2009. "Measuring the Natural Output Gap using Actual and Expected Output Data," Discussion Papers in Economics 09/21, Division of Economics, School of Business, University of Leicester.
• Lorenzo Forni & Andrea Gerali & Massimiliano Pisani, 2010. "The macroeconomics of fiscal consolidations in a monetary union: the case of Italy," Temi di discussione (Economic working papers) 747, Bank of Italy, Economic Research and International Relations Area.
• Abbassi, Puriya & Nautz, Dieter, 2010. "Monetary transmission right from the start: The (dis)connection between the money market and the ECB's main refinancing rates," SFB 649 Discussion Papers 2010-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Luis J. Álvarez & Guido Bulligan & Alberto Cabrero & Laurent Ferrara & Harald Stahl, 2010. "Housing Cycles In The Major Euro Area Countries," Occasional Papers 1001, Banco de España.
• John B. Taylor & John C. Williams, 2010. "Simple and robust rules for monetary policy," Working Paper Series 2010-10, Federal Reserve Bank of San Francisco.
• Sophie Pardo & Nicolas Rautureau & Thomas Vallée, 2010. "Optimal versus realized policy rules in a regime-switching framework," Working Papers hal-00462957, HAL.
• Item repec:hhs:bofrdp:2010_005 is not listed on IDEAS anymore

• Angus C. Chu & Ching-Chong Lai, 2010. "Money and the Welfare Cost of Inflation in an R&D-Growth Model," IEAS Working Paper : academic research 10-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Adam Cagliarini & Tim Robinson & Allen Tran, 2010. "Reconciling Microeconomic and Macroeconomic Estimates of Price Stickiness," RBA Research Discussion Papers rdp2010-01, Reserve Bank of Australia.
• Carlos De Resende & René Lalonde & Stephen Snudden, 2010. "The Power of Many: Assessing the Economic Impact of the Global Fiscal Stimulus," Discussion Papers 10-1, Bank of Canada.
• Richard Rogerson & Robert Shimer, 2010. "Search in Macroeconomic Models of the Labor Market," NBER Working Papers 15901, National Bureau of Economic Research, Inc.
• Thomas A. Lubik & Wing Leong Teo, 2010. "Inventories, inflation dynamics, and the New Keynesian Phillips curve," Working Paper 10-01, Federal Reserve Bank of Richmond.
• Alfred K. Mukong, 2019. "A Longitudinal Analysis of the Demand for Cigarettes in South Africa," Working Papers 169, Economic Research Southern Africa.
• Dorofeenko, Victor & Lee, Gabriel S. & Salyer, Kevin D., 2010. "Risk Shocks and Housing Markets," Economics Series 249, Institute for Advanced Studies.
• Adam Cagliarini & Warwick McKibbin, 2009. "Global Relative Price Shocks: The Role of Macroeconomic Policies," RBA Research Discussion Papers rdp2009-10, Reserve Bank of Australia.
• Rod Cross & Hugh McNamara & Alexei Pokrovskii, 2010. "Memory of recessions," Working Papers 1009, University of Strathclyde Business School, Department of Economics.
• Shah, Ajay & Patnaik, Ila, 2010. "Stabilising the Indian business cycle," Working Papers 10/67, National Institute of Public Finance and Policy.
• Stephen D. Williamson & Randall Wright, 2010. "New Monetarist Economics: models," Staff Report 443, Federal Reserve Bank of Minneapolis.
• De Graeve, Ferre & Dossche, Maarten & Emiris, Marina & Sneessens, Henri & Wouters, Raf, 2010. "Risk Premiums and Macroeconomic Dynamics in a Heterogeneous Agent Model," Working Paper Series 236, Sveriges Riksbank (Central Bank of Sweden).
• Wim Suyker & Jos Ebregt & Douwe Kingma & Gerard van Welzenis, 2009. "AIECE general report; report submitted at the general meeting of 5-6 November 2009," CPB Document 197, CPB Netherlands Bureau for Economic Policy Analysis.
• Stephen D. Williamson & Randall Wright, 2010. "New Monetarist Economics: methods," Staff Report 442, Federal Reserve Bank of Minneapolis.
• Ippei Fujiwara & Yasuo Hirose & Mototsugu Shintani, 2009. "Can News Be a Major Source of Aggregate Fluctuations? A Bayesian DSGE Approach," Vanderbilt University Department of Economics Working Papers 0921, Vanderbilt University Department of Economics.
• Joseph P. Byrne & Giorgio Fazio & Norbert Fiess, 2010. "Interest Rate Co-movements, Global Factors and the Long End of the Term Spread," Working Papers 2010_10, Business School - Economics, University of Glasgow.
• Michiru Sakane, 2010. "News-Driven International Business Cycles: Effects of the US News Shock on the Canadian Economy," Global COE Hi-Stat Discussion Paper Series gd09-129, Institute of Economic Research, Hitotsubashi University.
• Item repec:dgr:eureir:1765018604 is not listed on IDEAS anymore

• Jules van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," NBER Working Papers 15890, National Bureau of Economic Research, Inc.
• Jules H. van Binsbergen & Jesús Fernández-Villaverde & Ralph S.J. Koijen & Juan F. Rubio-Ramírez, 2010. "The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences," PIER Working Paper Archive 10-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Olaf Posch & Klaus Wälde, 2010. "On the Non-Causal Link between Volatility and Growth," Working Papers 1002, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 08 Mar 2010.
• Christoph A. Schaltegger & Martin Weder, 2010. "Fiscal Adjustment and the Costs of Public Debt Service: Evidence from OECD Countries," CREMA Working Paper Series 2010-08, Center for Research in Economics, Management and the Arts (CREMA).
• Javier Andrés Domingo & José Emilio Boscá & Javier Ferri, 2010. "Labor Market Search, Housing Prices and Borrowing Constraints," Working Papers 1001, International Economics Institute, University of Valencia.
• Gutierrez, Mario & Revilla, Julio E., 2010. "Building countercyclical fiscal policies in Latin America : the international experience," Policy Research Working Paper Series 5211, The World Bank.
• Hrishikesh D. Vinod, 2010. "GMM and OLS Estimation and Inference for New Keynesian Phillips Curve," Fordham Economics Discussion Paper Series dp2010-02, Fordham University, Department of Economics.
• F. Heylen & R. Van De Kerckhove & -, 2009. "Fiscal policy, employment by age, and growth in OECD economies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/623, Ghent University, Faculty of Economics and Business Administration.
• Jürgen Bierbaumer, 2010. "Composite Leading Indicator for the Austrian Economy. Methodology and "Real-time" Performance," WIFO Working Papers 369, WIFO.
• Zemanek, Holger & Belke, Ansgar H. & Schnabl, Gunther, 2009. "Current Account Imbalances and Structural Adjustment in the Euro Area: How to Rebalance Competitiveness," IZA Policy Papers 7, Institute of Labor Economics (IZA).
• Marta Areosa & Waldyr Areosa & Vinicius Carrasco, 2010. "A Sticky-Dispersed Information Phillips Curve: A model with partial and delayed information," Textos para discussão 565, Department of Economics PUC-Rio (Brazil).
• Ullrich Heilemann & Herman Stekler, 2010. "Perspectives on Evaluating Macroeconomic Forecasts," Working Papers 2010-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Atif R. Mian & Amir Sufi, 2010. "Household Leverage and the Recession of 2007 to 2009," NBER Working Papers 15896, National Bureau of Economic Research, Inc.
• Massimiliano Marcellino & Alberto Musso, 2010. "the Reliability of Real Time Estimates of the EURO Area Output Gap," Economics Working Papers ECO2010/06, European University Institute.
• Jeremy Greenwood & Juan M. Sanchez & Cheng Wang, 2010. "Quantifying the Impact of Financial Development on Economic Development," NBER Working Papers 15893, National Bureau of Economic Research, Inc.
• Lasse BORK & Hans DEWACHTER & Romain HOUSSA, 2009. "Identification of macroeconomic factors in large panels," Working Papers of Department of Economics, Leuven ces09.18, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Rod Cross & Hugh McNamara & Leonid Kalachev & Alexei Pokrovskii, 2010. "Hysteresis in the fundamentals of macroeconomics," Working Papers 1008, University of Strathclyde Business School, Department of Economics.
• Ricardo M. Sousa, 2010. "The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US," NIPE Working Papers 9/2010, NIPE - Universidade do Minho.
• Hacker, Scott & Kim, Hyunjoo & Månsson, Kristofer, 2010. "The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach," Working Paper Series in Economics and Institutions of Innovation 217, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Casey B. Mulligan & Luke Threinen, 2010. "The Marginal Products of Residential and Non-Residential Capital Through 2009," NBER Working Papers 15897, National Bureau of Economic Research, Inc.
• Miguel A. León-Ledesma & Reginaldo P. Nogueira Júnior, 2010. "Is low inflation really causing the decline in exchange rate pass-through?," Studies in Economics 1002, School of Economics, University of Kent.
• Enrique Gilles, 2010. "Soft budget constraints in a dynamic general equilibrium model," Documentos de Trabajo 6885, Universidad del Rosario.
• G. Peersman & I. Van Robays & -, 2009. "Cross-Country Differences in the Effects of Oil Shocks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/629, Ghent University, Faculty of Economics and Business Administration.
• M Farid, 2010. "Does Export Pricing Explain ‘Fear of Floating’ in Small Open Emerging Market Economies?," Discussion Papers 10/05, Department of Economics, University of York.
• Patnaik, Ila & Shah, Ajay, 2010. "Asia Confronts the Impossible Trinity," ADBI Working Papers 204, Asian Development Bank Institute.
• Marcos Poplawski-Ribeiro & Jan-Christoph Rülke, 2010. "Fiscal Expectations on the Stability and Growth Pact: Evidence from Survey Data," Working Papers 2010-05, CEPII research center.
• C. Baumeister & G. Peersman & -, 2010. "Sources of the Volatility Puzzle in the Crude Oil Market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/634, Ghent University, Faculty of Economics and Business Administration.
• Matthew Bell & Gary Blick & Oscar Parkyn & Paul Rodway & Polly Vowles, 2010. "Challenges and Choices: Modelling New Zealand’s Long-term Fiscal Position," Treasury Working Paper Series 10/01, New Zealand Treasury.
• Ricardo M. Sousa, 2010. "Time-Varying Expected Returns: Evidence from the U.S. and the U.K," NIPE Working Papers 10/2010, NIPE - Universidade do Minho.
• Sebnem Kalemli-Ozcan & Bent Sørensen & Vadym Volosovych, 2010. "Deep Financial Integration and Volatility," NBER Working Papers 15900, National Bureau of Economic Research, Inc.
• Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010. "The Global Financial Crisis:How Similar? How Different? How Costly?," Koç University-TUSIAD Economic Research Forum Working Papers 1011, Koc University-TUSIAD Economic Research Forum.
• Anthony Amoah & ‪Edmond Hagan & ‪Franklin Amuakwa-Mensah & Philip K. Adom & Rebecca A. Klege, 2018. "Unveiling the energy saving role of banking performance in Sub-Sahara Africa," Working Papers 168, Economic Research Southern Africa.
• Pedro Cosme da Costa Vieira, 2010. "O problema do crescente endividamento de Portugal à luz da New Macroeconomics," FEP Working Papers 363, Universidade do Porto, Faculdade de Economia do Porto.
• Thomas Hemmelgarn & Gaetan Nicodeme, 2010. "The 2008 Financial Crisis and Taxation Policy," Taxation Papers 20, Directorate General Taxation and Customs Union, European Commission.
• Kitov, Ivan & Kitov, Oleg, 2010. "Crude Oil And Motor Fuel: Fair Price Revisited," MPRA Paper 21869, University Library of Munich, Germany.
• Eric M. Aldrich & Jesús Fernández-Villaverde & Ronald Gallant & Juan F. Rubio-Ramírez, 2010. "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," PIER Working Paper Archive 10-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Park, Donghyun & Shin, Kwanho, 2009. "Saving, Investment, and Current Account Surplus in Developing Asia," ADB Economics Working Paper Series 158, Asian Development Bank.
• Hasan, Zubair, 2010. "Islamic Finance:Structure-objective mismatch and its consequences," MPRA Paper 21726, University Library of Munich, Germany.
• Kevin Lee & Anthony Garratt & Kalvinder Shields, 2009. "Decision Making in hard Times: What is a Recession, Why Do We Care and How Do We Know When We Are in One?," Discussion Papers in Economics 09/22, Division of Economics, School of Business, University of Leicester.
• Loser, Claudio M. & Kiguel, Miguel A. & Mermelstein, David, 2010. "A Macroprudential Framework for the Early Detection of Banking Problems in Emerging Economies," Working Papers on Regional Economic Integration 44, Asian Development Bank.
• BENCHEKROUN, Hassan & WITHAGEN, Cees, 2010. "The Optimal Depletion of Exhaustible Resources : A Complete Characterization," Cahiers de recherche 04-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.