Report NEP-MAC-2017-06-18

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:

• Ahmet F. Aysan & Mustafa Disli & Huseyin Ozturk, 2017. "Bank Lending Channel In A Dual Banking System:Why Are Islamic Banks So Responsive?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/938, Ghent University, Faculty of Economics and Business Administration.
• Fédéric Holm-Hadulla & Kirstin Hubrich, 2017. "Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area," Finance and Economics Discussion Series 2017-063, Board of Governors of the Federal Reserve System (U.S.).
• Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
• Schnabl, Gunther, 2017. "Monetary policy and wandering overinvestment cycles in East Asia and Europe," Working Papers 148, University of Leipzig, Faculty of Economics and Management Science.
• Jin, Gu & Zhu, Tao, 2017. "Nonneutrality of Money in Dispersion: Hume Revisited," MPRA Paper 79561, University Library of Munich, Germany.
• Emmanouil Gkiourkas & Theodore Panagiotidis & Gianluigi Pelloni, 2017. "Revisiting the macroeconomic effects of labor reallocation," Working Paper series 17-11, Rimini Centre for Economic Analysis.
• Borisenko, Dmitry & Pozdeev, Igor, 2017. "Monetary Policy and Currency Returns: the Foresight Saga," Working Papers on Finance 1708, University of St. Gallen, School of Finance, revised 1710.
• Piergiorgio Alessandri & Antonio Maria Conti & Fabrizio Venditti, 2017. "The financial stability dark side of monetary policy," Temi di discussione (Economic working papers) 1121, Bank of Italy, Economic Research and International Relations Area.
• Jarociński, Marek & Maćkowiak, Bartosz, 2017. "Monetary-fiscal interactions and the euro area's malaise," Working Paper Series 2072, European Central Bank.
• John Haltiwanger & Henry Hyatt & Lisa B. Kahn & Erika McEntarfer, 2017. "Cyclical Job Ladders by Firm Size and Firm Wage," NBER Working Papers 23485, National Bureau of Economic Research, Inc.
• Ansgar Belke & Irina Dubova, 2017. "International spillovers in global asset markets," ROME Working Papers 201709, ROME Network.
• Belke, Ansgar & Dubova, Irina, 2017. "International spillovers in global asset markets," Ruhr Economic Papers 696, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Dilger, Alexander, 2017. "Wirtschaftsethische Überlegungen zur Finanz- und Eurokrise," Discussion Papers of the Institute for Organisational Economics 5/2017, University of Münster, Institute for Organisational Economics.
• MAO TAKONGMO, Charles Olivier, 2016. "Government spending, GDP and exchange rate in Zero Lower Bound: measuring causality at multiple horizons," MPRA Paper 79703, University Library of Munich, Germany, revised 02 Jun 2017.
• Massimiliano Affinito & Alberto Franco Pozzolo, 2017. "The interbank network across the global financial crisis: evidence from Italy," Temi di discussione (Economic working papers) 1118, Bank of Italy, Economic Research and International Relations Area.
• J. Barthélemy & V. Bignon & B. Nguyen, 2017. "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," Working papers 631, Banque de France.
• Effiong, Ekpeno & Esu, Godwin & Chuku, Chuku, 2017. "Financial Development and Monetary Policy Effectiveness in Africa," MPRA Paper 79732, University Library of Munich, Germany.
• Eduardo F. Bastian & Mark Setterfield, 2017. "Nominal exchange rate shocks and inflation in an open economy: towards a structuralist inflation targeting agenda," Working Papers 1720, New School for Social Research, Department of Economics.
• Pierre-Richard Agénor & Enisse Kharroubi & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017. "The international dimensions of macroprudential policies," BIS Working Papers 643, Bank for International Settlements.
• Alimi, R. Santos, 2017. "Association between inflation rates and inflation uncertainty in quantile regression," MPRA Paper 79683, University Library of Munich, Germany.
• Ansgar Belke & Dominik Kronen, 2017. "The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries," ROME Working Papers 201708, ROME Network.
• Born, Benjamin & Breuer, Sebastian & Elstner, Steffen, 2017. "Uncertainty and the Great Recession," CEPR Discussion Papers 12083, C.E.P.R. Discussion Papers.
• SeHyoun Ahn & Greg Kaplan & Benjamin Moll & Thomas Winberry & Christian Wolf, 2017. "When Inequality Matters for Macro and Macro Matters for Inequality," NBER Working Papers 23494, National Bureau of Economic Research, Inc.
• Burda, Michael & Severgnini, Battista, 2017. "Total Factor Productivity Convergence in German States since Reunification: Evidence and Explanations," CEPR Discussion Papers 12082, C.E.P.R. Discussion Papers.
• David B. Cashin & Jamie Lenney & Byron F. Lutz & William B. Peterman, 2017. "Fiscal Policy and Aggregate Demand in the U.S. Before, During and Following the Great Recession," Finance and Economics Discussion Series 2017-061, Board of Governors of the Federal Reserve System (U.S.).
• Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-32, Eastern Mediterranean University, Department of Economics.
• Giuseppe Ferrero & Michele Loberto & Marcello Miccoli, 2017. "The collateral channel of unconventional monetary policy," Temi di discussione (Economic working papers) 1119, Bank of Italy, Economic Research and International Relations Area.
• Abi Morshed, Alaa, 2017. "Three essays in applied macroeconomics and time series analysis," Other publications TiSEM f86e334b-edc8-4f46-8f91-7, Tilburg University, School of Economics and Management.
• Sen Gupta, Abhijit & Bhattacharya, Rudrani, 2016. "What Role Did Rising Demand Play in Driving Food Prices Up?," MPRA Paper 79704, University Library of Munich, Germany, revised 2017.
• Lojschova, Adriana, 2017. "Did quantitative easing boost bank lending? The Slovak experience," MPRA Paper 79567, University Library of Munich, Germany.
• Thomas McGregor, 2017. "Fiscal Options for Absorbing a Windfall of Natural Resource Revenues – A CGE Model of Oil Discovery in Uganda," OxCarre Working Papers 186, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
• P. Antipa & C. Chamley, 2017. "Monetary and Fiscal Policy in England during the French Wars (1793-1821)," Working papers 627, Banque de France.
• Pierre-Richard Agénor & Pengfei Jia, 2017. "Macroprudential Policy Coordination in a Currency Union'," Centre for Growth and Business Cycle Research Discussion Paper Series 235, Economics, The University of Manchester.
• Imen Ben Mohamed & Marine Salès, 2015. "Credit imperfections, labor market frictions and unemployment: a DSGE approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01082491, HAL.
• International Monetary Fund, 2017. "Hungary; 2017 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Hungary," IMF Staff Country Reports 17/123, International Monetary Fund.
• Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," BIS Working Papers 644, Bank for International Settlements.
• Vuillemey, Guillaume & Kacperczyk, Marcin & Perignon, Christophe, 2017. "The Private Production of Safe Assets," CEPR Discussion Papers 12086, C.E.P.R. Discussion Papers.
• GORYUNOV, Maxim, 2017. "Sorting when firms have size," Economics Working Papers MWP 2017/09, European University Institute.
• Quaas, Georg, 2017. "Irrungen und Wirrungen im Umfeld der Geldtheorie: Wohin einseitige Darstellungen der Zentralbanken führen [Aberrations and confusions of the theory of money: Where ambiguous formulations lead to]," MPRA Paper 79735, University Library of Munich, Germany.
• Burda, Michael & Hamermesh, Daniel S. & Genadek, Katie R., 2017. "Non-Work at Work, Unemployment and Labor Productivity," CEPR Discussion Papers 12087, C.E.P.R. Discussion Papers.
• Leuwer, David & Süßmuth, Bernd, 2017. "The exchange rate susceptibility of European core industries, 1995-2010," Working Papers 147, University of Leipzig, Faculty of Economics and Management Science.
• Evan C Tanner, 2017. "Disinflation, External Vulnerability, and Fiscal Intransigence; Some Unpleasant Mundellian Arithmetic," IMF Working Papers 17/118, International Monetary Fund.
• International Monetary Fund, 2017. "Mongolia; 2017 Article IV Consultation and Request for an Extended Arrangement Under the Extended Fund Facility-Press Release: Staff Report; and Statement by the Executive Director for Mongolia," IMF Staff Country Reports 17/140, International Monetary Fund.
• Hugo J. Faria & Hugo M. Montesinos-Yufa, 2017. "Is the Effect of Income on Democracy Heterogeneous?," Working Papers 2017-05, University of Miami, Department of Economics.
• Arora, Vipin, 2017. "Shale and the US Economy: Three Counterfactuals," MPRA Paper 79672, University Library of Munich, Germany.
• Thorsten Beck & Steven Poelhekke, 2017. "Follow the money: Does the financial sector intermediate natural resources windfalls?," OxCarre Working Papers 188, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
• International Monetary Fund, 2017. "Romania; 2017 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Romania," IMF Staff Country Reports 17/133, International Monetary Fund.
• Meixing Dai & Moïse Sidiropoulos, 2017. "How multiplicative uncertainty affects the tradeoff between information disclosure and stabilisation policy?," Working Papers of BETA 2017-15, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Jiranyakul, Komain, 2017. "Estimating the Threshold Level of Inflation for Thailand," MPRA Paper 79661, University Library of Munich, Germany.
• Belke, Ansgar & Gros, Daniel, 2017. "Greece and the Troika: Lessons from international best practice cases of successful price (and wage) adjustment," Ruhr Economic Papers 694, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Ye, Dezhu & Deng, Jie & Zeng, Fanqing, 2017. "The Matching Degree between Financial Structure and Technical Level and Economic Development," RIEI Working Papers 2017-09, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
• International Monetary Fund, 2017. "Samoa; 2017 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Samoa," IMF Staff Country Reports 17/112, International Monetary Fund.
• Ansgar Belke & Daniel Gros, 2017. "Greece and the Troika – Lessons from international best practice cases of successful price (and wage) adjustment," ROME Working Papers 201707, ROME Network.
• Andrea Neri & Concetta Rondinelli & Filippo Scoccianti, 2017. "Household spending out of a tax rebate: Italian ��80 tax bonus�," Questioni di Economia e Finanza (Occasional Papers) 379, Bank of Italy, Economic Research and International Relations Area.
• 外木, 好美 & 中村, 純一 & 浅子, 和美, 2017. "資本財の異質性と取得形態別投資行動－新設，中古，大規模修繕－," Discussion Paper Series 660, Institute of Economic Research, Hitotsubashi University.
• John M. Abowd & Francis Kramarz & Sebastien Perez-Duarte & Ian M. Schmutte, 2017. "Sorting Between and Within Industries: A Testable Model of Assortative Matching," Working Papers 17-43, Center for Economic Studies, U.S. Census Bureau.
• Aurélien Hazan, 2017. "Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model," Post-Print hal-01250697, HAL.
• Imran Hussain Shah & Simón Sosvilla-Rivero, 2017. "Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices," IREA Working Papers 201710, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
• Borja Jalón & Simón Sosvilla-Rivero & José A. Herce, 2017. "Countercyclical Labor Productivity: The Spanish Anomaly," IREA Working Papers 201712, University of Barcelona, Research Institute of Applied Economics, revised Jun 2017.
• International Monetary Fund, 2017. "New Zealand; Financial Sector Assessment Program: Technical Note-Macroprudential Institutional Framework and Policies," IMF Staff Country Reports 17/118, International Monetary Fund.
• Majeed, Ayesha & Masih, Mansur, 2016. "A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan," MPRA Paper 79724, University Library of Munich, Germany.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2017. "Does Inflation Cause Gold Prices? Evidence from G7 Countries," Working Papers 15-31, Eastern Mediterranean University, Department of Economics.
• Matthes, Jürgen, 2017. "Risks and opportunities of establishing a European Monetary Fund based on the European Stability Mechanism," IW policy papers 8/2017, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• M. Marx & B. Mojon & F. Velde, 2017. "Why Have Interest Rates Fallen far Below the Return on Capital," Working papers 630, Banque de France.
• Inderst, Georg, 2017. "UK Infrastructure Investment and Finance from a European and Global Perspective," MPRA Paper 79621, University Library of Munich, Germany.
• Vasily Astrov & Rumen Dobrinsky & Julia Grübler & Leon Podkaminer, 2016. "Monthly Report No. 12/2016," wiiw Monthly Reports 2016-12, The Vienna Institute for International Economic Studies, wiiw.
• International Monetary Fund, 2017. "Kyrgyz Republic; Third Review Under the Three-Year Arrangement Under the Extended Credit Facility, and Request for Modification of Performance Criteria-Press Release; Staff Report," IMF Staff Country Reports 17/143, International Monetary Fund.
• Alyssa G. Anderson & Jane E. Ihrig & Mary-Frances Styczynski & Gretchen C. Weinbach, 2017. "How Have the Fed's Three Rate Hikes Passed Through to Selected Short-term Interest Rates?," FEDS Notes 2017-06-02, Board of Governors of the Federal Reserve System (U.S.).
• Elif C Arbatli Saxegaard & Steven J Davis & Arata Ito & Naoko Miake & Ikuo Saito, 2017. "Policy Uncertainty in Japan," IMF Working Papers 17/128, International Monetary Fund.
• Schasfoort, Joeri & Godin, Antoine & Bezemer, Dirk & Caiani, Alessandro & Kinsella, Stephen, 2017. "Monetary Policy Transmission in a Macroeconomic Agent-Based Model," Research Report 17010-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
• Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-33, Eastern Mediterranean University, Department of Economics.
• Carlos Carvalho & Fernanda Nechio, 2017. "Approximating Multisector New Keynesian Models," Working Paper Series 2017-12, Federal Reserve Bank of San Francisco.
• International Monetary Fund, 2017. "Togo; 2016 Article IV Consultation and Request for a Three-Year Arrangement Under the Extended Credit Facility-Press Release; Staff Report; and Statement by the Executive Director for Togo," IMF Staff Country Reports 17/127, International Monetary Fund.
• Evan C Tanner, 2017. "The Algebraic Galaxy of Simple Macroeconomic Models; A Hitchhiker’s Guide," IMF Working Papers 17/123, International Monetary Fund.
• International Monetary Fund, 2017. "Thailand; 2017 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Thailand," IMF Staff Country Reports 17/136, International Monetary Fund.
• Talat S. Genc, 2017. "The Impact of Lead Time on Capital Investments," Working Papers 1704, University of Guelph, Department of Economics and Finance.
• International Monetary Fund, 2017. "Algeria; 2017 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Algeria," IMF Staff Country Reports 17/141, International Monetary Fund.
• Rangan Gupta & Christian Pierdzioch & Refk Selmi & Mark E. Wohar, 2017. "Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model," Working Papers 201744, University of Pretoria, Department of Economics.