Nothing Special   »   [go: up one dir, main page]
create a website
Interest rate-growth differentials on government debt: an empirical investigation for the euro area. (2020). Checherita Westphal, Cristina ; Semeano, Joo Domingues ; Checherita-Westphal, Cristina.
In: Working Paper Series.
RePEc:ecb:ecbwps:20202486.

Full description at Econpapers || Download paper

Cited: 7

Citations received by this document

Cites: 15

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Public debt and r-g risks in advanced economies: Eurozone versus stand-alone. (2023). Heimberger, Philipp.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000785.

    Full description at Econpapers || Download paper

  2. The macroeconomic and fiscal impact of population ageing. (2022). Nerlich, Carolin ; Bodnar, Katalin.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2022296.

    Full description at Econpapers || Download paper

  3. Examination of Interest-Growth Differentials and the Risk of Sovereign Insolvency. (2021). Lindgren, Jussi.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:4:p:75-:d:536204.

    Full description at Econpapers || Download paper

  4. Monetary-fiscal policy interactions in the euro area. (2021). Schmidt, Sebastian ; Poelhekke, Steven ; Pisani, Massimiliano ; Mazelis, Falk ; Kataryniuk, Iván ; Freier, Maximilian ; Ferdinandusse, Marien ; Debrun, Xavier ; Cimadomo, Jacopo ; Bonam, Dennis ; Hammermann, Felix ; Vladu, Andreea ; Muggenthaler, Philip ; Kording, Julia ; Checherita-Westphal, Cristina ; Penciu, Alexandru ; Faria, Thomas ; Vansteenkiste, Isabel ; Pool, Sebastiaan ; Gerke, Rafael ; Valenta, Vilem ; Bletzinger, Tilman ; Montes-Galdon, Carlos ; Ferrero, Guiseppe ; da Costa, Jose Cardoso ; Paulus, Alari ; Eisenschmidt, Jens ; Masuch, Klaus ; Kamps, Christophe ; Gardo, Sandor ; Trzcinska, Agnieszka ; Barthelemy, Jean ; Marrazzo, Marco ; Jacquinot, Pascal ; Campos, Maria ; Ozden, Talga ; Semeano, Joo Domingues ; Sauer, Stephan ; Christ

References

References cited by this document

    References contributed by pha418-2401405

  1. Altavilla C., D. Giannone and M. Lenza (2016), The Financial and Macroeconomic Effects of the OMT Announcements, International Journal of Central Banking, vol. 12(3), pages 29-57 Attinasi, M.G., C. Checherita and C. Nickel (2010): What explains the surge in euro area sovereign spreads during the financial crisis of 2007-09?, Public Finance and Management, 10 (4), 595-645.

  2. Aschauer, D. (2000) Do states optimize? Public capital and economic growth, The Annals of Regional Science, No 34, pp.343-363 Barrett, P. (2018), Interest-growth differential and debt limits in advanced economies, IMF Working Paper, WP/18/82 Barro, R., (1990), Government spending in a simple model of endogenous growth, Journal of Political Economy, Vol 98, No 5/2 Baum, A., Checherita-Westphal, C. and Rother, P. (2012), Debt and growth: New Evidence for the Euro Area, Journal of International Money and Finance, Vol. 32, Febr. (2013), pp 809–821 Bernanke, B. (2005), The Global Saving Glut and the U.S. Current Account Deficit, The Federal Reserve Board, speech delivered at the Sandridge Lecture, Virginia Association of Economists, Richmond, VA, 10 March.

  3. Blanchard, O. (2019), Public Debt and Low Interest Rates, American Economic Review, vol 109(4), pages 1197-1229.

  4. Blanchard, O. and Fischer, S. (1989), Lectures in macroeconomics, Cambridge Massachusetts: The MIT Press Blanchard, O., Chouraqui, J.-C., Hagemann, R.P. and Sartor, N. (1991), The Sustainability of Fiscal Policy: New Answers to an Old Question, Economic Studies, No 15, OECD, Paris Brand, C., M. Bielecki and A. Penalver (eds.) (2018), The natural rate of interest: estimates, drivers, and challenges to monetary policy. Occasional paper No. 217, ECB, Frankfurt am Main.

  5. Bouabdallah, O., Checherita-Westphal, C., Warmedinger, T., de Stefani, R., Drudi, F., Setzer, R. and Westphal, A. (2017), Debt sustainability analysis for euro area sovereigns: a methodological framework, Occasional Paper, No 185, ECB, Frankfurt am Main Burriel P., C. Checherita-Westphal, P. Jacquinot, N. Stähler and M. Schön (2020), Economic consequences of high public debt: evidence from three large scale DSGE models, Working Paper Series, No 2450, ECB, Frankfurt am Main.

  6. Checherita-Westphal, C., Hughes-Hallett, A. and Rother, P. (2014), Fiscal sustainability using growth-maximising debt targets, Applied Economics, Vol. 46(6), February 2014, pp. 638-647.

  7. Codogno, L., C. Favero and A. Missale (2003): EMU and government bond spreads, Economic Policy, October, 18 (37), 504–32.

  8. Corsetti, G., K. Kuester, A. Meier, and G. J. Muller (2013): Sovereign risk, fiscal policy, and macroeconomic stability, Economic Journal, 123 (566), F99-F132.

  9. D’Erasmo P., E. Mendoza and J. Zhang (2016), What is a Sustainable Public Debt?, Handbook of Macroeconomics, Volume 2B, pp. 2557-2588.

  10. Ghosh, A., Kim, J., Mendoza, E., Ostry, J. and Qureshi, M. (2013), Fiscal Fatigue, Fiscal Space and Debt Sustainability in Advanced Economies, Economic Journal, Vol. 123, No 566, pp. F4-F30 Giavazzi, F. (2017), Public Debt as a substitute for reforms, ECB conference on fiscal policy, 18 Oct. 2017.

  11. Havranek, T. (2015), Measuring intertemporal substitution: the importance of method choices and selective reporting, Journal of the European Economic Association, Vol. 13(6), pp. 1180-1204.

  12. Jarocinski, M. (2010), Responses to monetary policy shocks in the east and the west of Europe: a comparison, Journal of Applied Econometrics, vol. 25(5), pp. 833–868 Krippner, L. (2013), Measuring the stance of monetary policy in zero lower bound environments, Economic Letters, Vol 118, Issue 1, pp.135-138 Laubach, T. (2009): New evidence on the interest rate effects of budget deficits and debt, Journal of the European Economic Association, 7 (4), 858-885.

  13. Mauro, P. and J. Zhou (2020), r-g<0: Can We Sleep More Soundly?, IMF Working paper, WP/20/52, Washington DC.
    Paper not yet in RePEc: Add citation now

  14. Piketty, T. (2014).Capital in the twenty-first century. Cambridge Massachusetts: The Belknap Press of Harvard University Press Rosenthal, J. (1995) Rates of convergence for Gibbs sampling for variance component models, The Annals of Statistics, Vol 23, No 3, pp.740-761 Summers, L. (2014) US economic prospects: secular stagnation, hysteresis, and the zero lower bound, Business Economics, Vol. 49, No. 2 Teulings, C., Baldwin, R., (ed.) (2014) Secular Stagnation: Facts, Causes and Cures, CEPR Press Turner, D., Spinelli, F, (2011) Explaining the interest-rate-growth differential underlying government debt dynamics, OECD Economics Department Working Papers, No. 919, OECD Turnovsky, S. (2010), Growth in an open economy: some recent developments, Working Paper no. 5/May 2000, Bank of Belgium.

  15. Vayanos, D. and J.-L. Vila (2009), A Preferred-Habitat Model of the Term Structure of Interest Rates, NBER Working Paper No. 15487NBER working paper No. 15487.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Dispelling the shadow of fiscal dominance? Fiscal and monetary announcement effects for euro area sovereign spreads in the corona pandemic. (2021). Nover, Justus ; Helbig, Samuel ; Heinemann, Friedrich ; Havlik, Annika.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:21050.

    Full description at Econpapers || Download paper

  2. Euro area periphery countries fiscal policy and monetary policy surprises. (2021). Rottmann, Horst ; Hulsewig, Oliver.
    In: Weidener Diskussionspapiere.
    RePEc:zbw:hawdps:81.

    Full description at Econpapers || Download paper

  3. A note of caution on quantifying banks recapitalization effects. (2021). Noth, Felix ; Schmidt, Kirsten ; Tonzer, Lena.
    In: Discussion Papers.
    RePEc:zbw:bubdps:022021.

    Full description at Econpapers || Download paper

  4. Confidence Swings and Sovereign Risk Dynamics. (2021). Tancioni, Massimiliano ; Patella, Valeria.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:56:y:2021:i:c:p:195-206.

    Full description at Econpapers || Download paper

  5. Structural scenario analysis with SVARs. (2021). Petrella, Ivan ; Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:117:y:2021:i:c:p:798-815.

    Full description at Econpapers || Download paper

  6. Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212564.

    Full description at Econpapers || Download paper

  7. Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound. (2021). Labondance, Fabien ; Blot, Christophe.
    In: Working Papers.
    RePEc:crb:wpaper:2021-03.

    Full description at Econpapers || Download paper

  8. Estimating the effects of the Eurosystems asset purchase programme at the country level. (2020). Mandler, Martin ; Scharnagl, Michael.
    In: Discussion Papers.
    RePEc:zbw:bubdps:292020.

    Full description at Econpapers || Download paper

  9. Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay.
    In: Discussion Papers.
    RePEc:zbw:bubdps:192020.

    Full description at Econpapers || Download paper

  10. ECB Announcements and Stock Market Volatility. (2020). Neugebauer, Frederik.
    In: WHU Working Paper Series - Economics Group.
    RePEc:whu:wpaper:20-02.

    Full description at Econpapers || Download paper

  11. Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/7v8fvu0bf08jcoi4epn8cutjm8.

    Full description at Econpapers || Download paper

  12. Why narrative information matters: Evidence from the asset purchase program of the ECB. (2020). Opitz, Frederic.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:20/994.

    Full description at Econpapers || Download paper

  13. Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:20/1004.

    Full description at Econpapers || Download paper

  14. Monetary Policy Transmission to Russia and Eastern Europe. (2020). Grigoriadis, Theocharis ; Stann, Carsten M.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:62:y:2020:i:2:d:10.1057_s41294-020-00114-3.

    Full description at Econpapers || Download paper

  15. How Repayments Manipulate Our Perceptions about Loan Dynamics after a Boom. (2020). Falagiarda, Matteo ; Matteo, Falagiarda ; Ramon, Adalid.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:240:y:2020:i:6:p:697-742:n:3.

    Full description at Econpapers || Download paper

  16. An Empirical Assessment of Monetary Policy Channels on Income and Wealth Disparities. (2020). Alves, José ; Silva, Tomas .
    In: Working Papers REM.
    RePEc:ise:remwps:wp01442020.

    Full description at Econpapers || Download paper

  17. Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:2002.

    Full description at Econpapers || Download paper

  18. Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through. (2020). Altavilla, Carlo ; Carlo Altavilla , ; Ciccarelli, Matteo ; Canova, Fabio.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:110:y:2020:i:c:p:81-98.

    Full description at Econpapers || Download paper

  19. International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:113:y:2020:i:c:s037842661930072x.

    Full description at Econpapers || Download paper

  20. The value of understanding central bank communication. (2020). Girard, Alexandre ; Beaupain, Renaud.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:85:y:2020:i:c:p:154-165.

    Full description at Econpapers || Download paper

  21. Interest rate-growth differentials on government debt: an empirical investigation for the euro area. (2020). Checherita Westphal, Cristina ; Semeano, Joo Domingues ; Checherita-Westphal, Cristina.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202486.

    Full description at Econpapers || Download paper

  22. The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202459.

    Full description at Econpapers || Download paper

  23. Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202453.

    Full description at Econpapers || Download paper

  24. Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver ; Hristov, Nikolay.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8178.

    Full description at Econpapers || Download paper

  25. The Euro Area Periphery Sovereigns Fiscal Positions and Unconventional Monetary Policy. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8041.

    Full description at Econpapers || Download paper

  26. Regime shifts in the effects of Japan’s unconventional monetary policies. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo.
    In: Manchester School.
    RePEc:bla:manchs:v:88:y:2020:i:6:p:749-772.

    Full description at Econpapers || Download paper

  27. The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou.
    In: Working papers.
    RePEc:bfr:banfra:795.

    Full description at Econpapers || Download paper

  28. ECB Announcements and Stock Market Volatility. (2019). Neugebauer, Frederik.
    In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
    RePEc:zbw:vfsc19:203554.

    Full description at Econpapers || Download paper

  29. Heterogeneous effects of unconventional monetary policy on bond yields across the euro area. (2019). Demir, Ä°shak ; Yildirim-Karaman, Secil ; Eroglu, Burak A.
    In: LEAF Working Paper Series.
    RePEc:zbw:leafwp:1906.

    Full description at Econpapers || Download paper

  30. Monetary policy transmission to Russia & Eastern Europe. (2019). Grigoriadis, Theocharis ; Stann, Carsten M.
    In: Discussion Papers.
    RePEc:zbw:fubsbe:20196.

    Full description at Econpapers || Download paper

  31. Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area. (2019). Fratzscher, Marcel ; Rieth, Malte.
    In: EconStor Open Access Articles.
    RePEc:zbw:espost:223020.

    Full description at Econpapers || Download paper

  32. Effects of the ECBs Unconventional Monetary Policy on Real and Financial Wealth. (2019). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:7040.

    Full description at Econpapers || Download paper

  33. Effects of the ECB’s Unconventional Monetary Policy on Real and Financial Wealth. (2019). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp286.

    Full description at Econpapers || Download paper

  34. Time-varying contemporaneous spillovers during the European Debt Crisis. (2019). Tourani-Rad, Alireza ; Frijns, Bart ; Finta, Marinela Adriana.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1480-1.

    Full description at Econpapers || Download paper

  35. Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/3mgbd73vkp9f9oje7utooe7vpg.

    Full description at Econpapers || Download paper

  36. The Effects of Quantitative Easing Announcements on the Mortgage Market: An Event Study Approach. (2019). Wang, Gang.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:1:p:9-:d:203347.

    Full description at Econpapers || Download paper

  37. Cruising at Different Speeds: Similarities and Divergences between the German and the French Economies. (2019). Granelli, Lucia ; Laguna, Jorge Duran ; de Castro, Francisco ; Ziemendorff, Johannes ; Cleaud, Guillaume ; Weissschadel, Kai-Young ; Tsalinski, Tsvetan ; Palvolgyi, Balazs ; Ognyanova, Diana ; Rodriguez, Carlos Maravall ; Jaubertie, Anne ; Hallet, Martin.
    In: European Economy - Discussion Papers 2015 -.
    RePEc:euf:dispap:103.

    Full description at Econpapers || Download paper

  38. European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?. (2019). Hougaard, Svend E ; Hutchison, Michael M ; Bergman, Michael U.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:57:y:2019:i:c:p:3-21.

    Full description at Econpapers || Download paper

  39. Loan supply, credit markets and the euro area financial crisis. (2019). DARRACQ PARIES, Matthieu ; Altavilla, Carlo ; Nicoletti, Giulio ; Carlo Altavilla , .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:109:y:2019:i:c:s037842661930233x.

    Full description at Econpapers || Download paper

  40. Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1658-1668.

    Full description at Econpapers || Download paper

  41. Unconventional monetary policy and the credit channel in the euro area. (2019). Salachas, Evangelos ; Evgenidis, Anastasios.
    In: Economics Letters.
    RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303465.

    Full description at Econpapers || Download paper

  42. The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

    Full description at Econpapers || Download paper

  43. A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192346.

    Full description at Econpapers || Download paper

  44. Monetary policy shocks and the health of banks. (2019). Uhlig, Harald ; Jung, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192303.

    Full description at Econpapers || Download paper

  45. Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections. (2019). Paredes, Joan ; Lenza, Michele ; Lalik, Magdalena ; Angelini, Elena .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192227.

    Full description at Econpapers || Download paper

  46. Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:636.

    Full description at Econpapers || Download paper

  47. Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul.
    In: Working Papers.
    RePEc:crb:wpaper:2019-08.

    Full description at Econpapers || Download paper

  48. The first twenty years of the European Central Bank: monetary policy. (2018). Hartmann, Philipp ; Smets, Frank.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182219.

    Full description at Econpapers || Download paper

  49. Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1199_18.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-19 02:40:24 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.