Search Results

Is South Africa the South Africa we all desire? Insights from the Box-Jenkins ARIMA approach,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Forecasting; GDP per capita; South Africa

ARIMA modeling and forecasting of Consumer Price Index (CPI) in Germany,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Forecasting; inflation, Germany

Forecasting inflation in Burkina Faso using ARMA models,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Burkina Faso; forecasting; inflation

Modeling and forecasting inflation in Burundi using ARIMA models,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Burundi; forecasting; inflation

ARIMA modeling and forecasting of inflation in Egypt (1960-2017),
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Egypt; forecasting; inflation

Understanding inflation trends in Finland: A univariate approach,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Forecasting; inflation

Inflation dynamics in Jamaica: Evidence from the ARMA methodology,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Forecasting; inflation; Jamaica

Inflation dynamics in Niger unlocked: An ARMA approach,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Forecasting; inflation; Niger

Understanding inflation patterns in Thailand: An ARMA approach,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Forecasting, inflation, Thailand

Predicting inflation in the Kingdom of Bahrain using ARIMA models,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Bahrain; forecasting; inflation

Modeling and forecasting CPI in Iran: A univariate analysis,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Forecasting; Iran; inflation

Uncovering inflation dynamics in Morocco: An ARIMA approach,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Forecasting; inflation; Morocco

Modeling and forecasting inflation in Tanzania using ARIMA models,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Forecasting; inflation; Tanzania

Understanding inflation dynamics in the United States of America (USA): A univariate approach,
Thabani Nyoni, from University Library of Munich, Germany (2019)
Keywords: Forecasting; inflation, USA

Concentration of income inequality on the basis of Palma ratio and income deciles of Turkey on national and regional level,
Emine Tahsin, from University Library of Munich, Germany (2019)
Keywords: Income inequality, Palma ratio, Regional income distribution in case of Turkey, Mahallonobis distance calculation, Gini decomposition, Income inequality concentration

Bitcoin and gold prices: A fledging long-term relationship,
Hélène Syed Zwick and Sarfaraz Ali Shah Syed, from University Library of Munich, Germany (2019)
Keywords: Bitcoin, gold prices, hedge, diversifier, structural break, threshold regression

Assessing the Macroeconomic Impact of the ECB’s Asset Purchase Programme in a Dynamic Nelson–Siegel Modelling Framework,
Siwen Zhou, from University Library of Munich, Germany (2019)
Keywords: Quantitative Easing, Asset Purchase Programme, European Central Bank, Term Structure Model, Portfolio Balance Channel

Might Global Uncertainty Promote International Trade?,
Isaac Baley, Laura Veldkamp and Michael Waugh, from National Bureau of Economic Research, Inc (2019)

Effects of labour and product market regulation on worker flows: Evidence for the euro area using micro data,
Robert Anderton and Benedetta Di Lupidio, from University of Nottingham, GEP (2019)
Keywords: Worker flows, Linear probability model, Labour market regulations, Structural reforms, Great Recession

Evaluación de los impactos causados en las regiones productoras de hidrocarburos y minerales con el actual Sistema General de Regalías,
Fedesarrollo, from Fedesarrollo (2018)
Keywords: Regalías, Sistema General de Regalías, Evaluación de Impacto, Análisis Costo Beneficio, Economía Regional, Hidrocarburos, Minería, Colombia

Bitcoin and hyperdeflation: an optimizing monetary approach,
Alexandre Sokic, from University Library of Munich, Germany (2018)
Keywords: Cryptocurrencies, Bitcoin, hyperdeflation, medium of exchange

Inflation Targeting and Liquidity Traps Under Endogenous Credibility,
Cars Hommes and Joep Lustenhouwer, from Bank of Canada (2019)
Keywords: Business fluctuations and cycles; Credibility; Monetary policy

Bank Capital Regulation and Endogenous Shadow Banking Crises,
Johannes Poeschl and Xue Zhang, from University Library of Munich, Germany (2018)
Keywords: Bank capital regulation, shadow banking, anticipated bank runs.

Household Innovation, R&D, and New Measures of Intangible Capital,
Daniel Sichel and Eric von Hippel, from National Bureau of Economic Research, Inc (2019)

The Evolution of Factor Shares: Evidence from Switzerland,
Guido Baldi and Martina Pons, from University Library of Munich, Germany (2019)
Keywords: Labor Share, Capital Share, Factorless Income, Return to Capital.

Inferring Inequality with Home Production,
Loukas Karabarbounis and Job Boerma, from C.E.P.R. Discussion Papers (2019)
Keywords: Home production; Labor supply; Consumption; Inequality

Informalidad empresarial en Colombia,
Cristina Fernandez, from Fedesarrollo (2018)
Keywords: Informalidad, Informalidad de Firma, Mercado Laboral Informal, Taxonomía de la Informalidad, Recomendaciones de Política para la Informalidad, Costo de la Informalidad

Monetary policy in oil exporting countries with fixed exchange rate and open capital account: expectations matter,
Omar Chafik, from University Library of Munich, Germany (2019)
Keywords: Monetary policy, exchange rate, New Keynesian Model, UIP condition, Bayesian estimation

A Macroeconomic Forecasting Model of the Fixed Exchange Rate Regime for the Oil-Rich Kazakh Economy,
Tibor Hledik, Karel Musil, Jakub Rysanek and Jaromir Tonner, from Czech National Bank (2018)
Keywords: Fixed exchange rate, Kazakhstan, monetary policy, QPM, stylized facts

The effects of fiscal consolidations on the composition of government spending,
Moulaye Bamba, Jean-Louis Combes and Alexandru Minea, from HAL (2019)
Keywords: Fiscal consolidation,Government consumption,Government investment

The Effect of Educational Mismatch on the Turkish Manufacturing Industry,
Halit Yanıkkaya and Pinar Tat, from Gebze Technical University, Department of Economics (2019)
Keywords: educational mismatch, total factor productivity, labor productivity, wages, Turkey, industrial sectors

Effects of Austerity: Expenditure- and Tax-based Approaches,
Carlo Favero, Francesco Giavazzi and Alberto Alesina, from C.E.P.R. Discussion Papers (2019)
Keywords: Austerity; Fiscal adjustment plans; Output growth

Some causal effects of an industrial policy,
Chiara Criscuolo, Ralf Martin, Henry Overman and John van Reenen, from London School of Economics and Political Science, LSE Library (2019)

Optimal Progressivity with Age-Dependent Taxation,
Jonathan Heathcote, Kjetil Storesletten and Giovanni Violante, from National Bureau of Economic Research, Inc (2019)

Monitoring Intensity and Technology Choice in A Model of Unemployment,
Haiwen Zhou, from University Library of Munich, Germany (2019)
Keywords: Unemployment, efficiency wages, monitoring intensity, the choice of technology, oligopoly

At Your Service! Liquidity Provision and Risk Management in 19th Century France,
Vincent Bignon and Maylis Avaro, from C.E.P.R. Discussion Papers (2019)
Keywords: Lender of last resort; Central bank; Discount window; Retail and shadow banks

Permanent-Income Inequality,
Brant Abbott and Giovanni Gallipoli, from Economics Department, Queen's University (2019)
Keywords: Wealth, Human Capital, Permanent Income, Consumption, Inequality

Money and modernization in early modern England,
Nuno Palma, from European Historical Economics Society (EHES) (2019)
Keywords: Origins and persistence of modern economic growth; the industrious, industrial and financial revolutions; early modern monetary injections; the great divergence; the little divergence; state-formation; provision of public goods

Public Debt and Low Interest Rates,
Olivier Blanchard, from National Bureau of Economic Research, Inc (2019)

Concentration in International Markets: Evidence from US Imports,
Gino Gancia, Alessandra Bonfiglioli and Crinò, Rosario, from C.E.P.R. Discussion Papers (2019)
Keywords: Superstar firms; Concentration; Us imports; Firm heterogeneity; International trade

The Size and Characteristics of Informal (“Gig”) Work in Canada,
Olena Kostyshyna and Corinne Luu, from Bank of Canada (2019)
Keywords: Labour markets; Recent economic and financial developments

The Missing Link: Monetary Policy and The Labor Share,
León-Ledesma, Miguel, Cristiano Cantore and Filippo Ferroni, from C.E.P.R. Discussion Papers (2019)
Keywords: Labor share; Monetary policy shocks

Managing the Yield Curve in a Financially Globalized World,
Hiro Ito and Phuong Tran, from Research Institute of Economy, Trade and Industry (RIETI) (2019)

Job-Finding and Job-Losing: A Comprehensive Model of Heterogeneous Individual Labor-Market Dynamics,
Robert Hall and Marianna Kudlyak, from National Bureau of Economic Research, Inc (2019)

Monetary Policy in a Small Open Economy with Non-Separable Government Spending,
Haytem Troug, from University Library of Munich, Germany (2019)
Keywords: New Keynesian models, Business Cycle, Monetary Policy, Open Economy Macroeconomics, Joint Analysis of Fiscal and Monetary Policy.

How Currency Denomination and the ATM Affect the Way We Pay,
Oz Shy, from Federal Reserve Bank of Atlanta (2020)
Keywords: currency denominations; automated teller machines; ATM; cash payments; consumer payment choice; payment methods; in-person purchases

Syria in the Dark: Estimating the Economic Consequences of the Civil War through Satellite-Derived Night Time Lights,
Giorgia Giovannetti and Elena Perra, from Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa (2019)
Keywords: Syria, War, GDP estimates, Night-Lights

The Romer Model with Monopolistic Competition and General Technology,
Federico Etro, from Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa (2019)
Keywords: Endogenous growth, technological progress, monopolistic competition, variable markups, Solow model

Quantitative Easing and Excess Reserves,
Valentin Jouvanceau, from Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2019)
Keywords: Quantitative Easing, Excess Reserves, Transmission Channels, Securitization Crisis

Exchange Rate Shocks and Quality Adjustments,
Daniel Goetz and Alexander Rodnyansky, from Faculty of Economics, University of Cambridge (2019)

The inflation-distribution nexus: a theoretical and empirical approach,
Rafael Ribeiro, Stefan D'Amato and Wallace Pereira, from Cedeplar, Universidade Federal de Minas Gerais (2019)
Keywords: Cost-push inflation, income distribution, Kaleckian models, GMM.

Hit them in the Wallet! An Analysis of the Indian Demonetization as a Counter-Insurgency Policy,
Edoardo Chiarotti and Nathalie Monnet, from Economics Section, The Graduate Institute of International Studies (2019)
Keywords: Counterinsurgency, Conflict, Demonetization

The expansionary lower bound: contractionary monetary easing and the trilemma,
Paolo Cavallino and Damiano Sandri, from Bank for International Settlements (2019)
Keywords: monetary policy, collateral constraints, currency mismatches, carry trade, spillovers

Macroprudential policy with capital buffers,
Josef Schroth, from Bank for International Settlements (2019)
Keywords: financial frictions, financial intermediation, regulation, counter-cyclical capital requirements, market discipline, access to funding

Global Collateral and Capital Flows,
Ana Fostel, John Geanakoplos and Gregory Phelan, from Cowles Foundation for Research in Economics, Yale University (2019)
Keywords: Collateral, Capital flows, Asset prices, Current account, Securitized markets, Asset-backed securities

Narratives About Technology-Induced Job Degradation Then and Now,
Robert J. Shiller, from Cowles Foundation for Research in Economics, Yale University (2019)
Keywords: Labor-saving machines, Artificial intelligence, History of thought, Division of labor, Unemployment, Automation, Robotics

Working Paper 305 - Inflation Dynamics In Post-Secession Sudan,
Suwareh Darbo and Amandine Nakumuryango, from African Development Bank (2018)

Working Paper 307 - The Macroeconomics of State Fragility in Africa,
Chuku Chuku and Kenneth Onye, from African Development Bank (2019)
Keywords: State fragility, macroeconomic volatility and crises, dynamic panel model, macroeconomic polices, sub-Saharan Africa.

Working Paper 310 - Tax Policy, Foreign Direct Investment and Spillover Effects,
Amadou Boly, Seydou Coulibaly and Eric Kere, from African Development Bank (2019)
Keywords: FDI, statutory corporate tax rate, panel data, spatial econometrics.

A First French Episode in the Renewal of Nonlinear Theory of Economic Cycles (1978-1985),
Alain Raybaut, from Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France (2019)
Keywords: Endogenous business cycle theory, Nonlinear dynamics, Non-Walrasian and Kaldorian macrodynamics

Progressive Taxation, Nominal Wage Rigidity, and Business Cycle Destabilization,
Miroslav Gabrovski and Jang-Ting Guo, from University of Hawaii at Manoa, Department of Economics (2019)
Keywords: Progressive Taxation, Nominal Wage Rigidity, Automatic Stabilizer, Business Cycles

International Linkages and the Changing Nature of International Business Cycles,
Wataru Miyamoto and Thuy Lan Nguyen, from Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University (2019)
Keywords: International business cycles, trade linkages, volatilities, input-output

Demand and Supply-side Drivers of Labour Productivity Growth: an empirical assessment for G7 countries,
Fabrizio Antenucci, Matteo Deleidi and Walter Paternesi Meloni, from ASTRIL - Associazione Studi e Ricerche Interdisciplinari sul Lavoro (2019)
Keywords: Labour Productivity; Kaldor-Verdoorn Law; Capital Deepening; SVAR

A Reconsideration of Money Growth Rules,
Michael Belongia and Peter Ireland, from Boston College Department of Economics (2019)
Keywords: Divisia monetary aggregates, Monetary policy rules, New Keynesian models, Zero lower bound

The impact of corporate QE on liquidity: evidence from the UK,
Lena Boneva, David Elliott, Iryna Kaminska, Oliver Linton, Nick McLaren and Ben Morley, from Bank of England (2020)
Keywords: Quantitative easing; market liquidity; market-making; corporate bonds

Estimating a Markov Switching DSGE Model with Macroeconomic Policy Interaction,
Nobuhiro Abe, Takuji Fueki and Sohei Kaihatsu, from Bank of Japan (2019)
Keywords: Monetary policy; Inflation; Markov-switching DSGE

El equivalente general en la génesis del dinero de Marx: el dinero como criatura del Estado,
Esteban Cruz Hidalgo, Francisco Parejo Moruno and José Rangel Preciado, from Asociación Española de Historia Económica (2019)
Keywords: Teoría Laboral del Valor, Financiarización, Teoría Monetaria Moderna, Teoría Marxista, Chartalismo, Trabajo Garantizado

Jordan: The Elements of a Growth Strategy,
Ricardo Hausmann, Tim O'Brien, Miguel Santos, Ana Grisanti and Jorge Tapia, from Center for International Development at Harvard University (2019)
Keywords: Jordan, growth, labor markets, female labor, complexity, growth diagnostics, growth accelerations, service exports

Entry Costs and the Macroeconomy,
German Gutierrez, Callum Jones and Thomas Philippon, from National Bureau of Economic Research, Inc (2019)

Into the heterogeneities in the Portuguese labour market: an empirical assessment,
Fernando Martins and Domingos Seward, from ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2019)
Keywords: labour market dynamics, heterogeneity, labour force survey, unemployment, labour market slack

Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility,
Hardik Marfatia, Rangan Gupta and Esin Cakan, from University of Pretoria, Department of Economics (2019)
Keywords: Monetary Policy, Macroeconomic Surprises, Oil Returns and Volatility, Time-Varying Model

A portfolio-choice model to analyze the recent gross capital flows between Canada and the US,
Miguel Casares and Alba Del Villar, from Departamento de Economía - Universidad Pública de Navarra (2019)
Keywords: US-Canada capital flows, portfolio choice model, business cycles

Optimal Employment in Frictional Business Cycles and Intertemporal Discontinuity of Demand Duals and Production,
Koji Yokota, from Meisei University, School of Economics (2019)
Keywords: labor friction, business cycles, effective demand, optimal firing, labor hoarding, singular control

Models only get you so far: remarks for the Federal Reserve Banks of Atlanta and New York's First Annual Joint Research Day on Quantitative Tools for Monitoring Macroeconomic and Financial Conditions, Federal Reserve Bank of New York, New York City,
Simon Potter, from Federal Reserve Bank of New York (2019)
Keywords: superforecasting; Tetlock; Intelligence Advanced Research Projects Activity (IARPA); NBER recession; Arturo Estrella; Rick Mishkin; Applied Critical Thinking (ACT); Meg McConnell

Discussion of 'Prospects for Inflation in a High Pressure Economy: Is the Phillips Curve Dead or Is It Just Hibernating?' by Peter Hooper, Frederic S. Mishkin, and Amir Sufi: remarks at the U.S. Monetary Policy Forum, New York City,
John Williams, from Federal Reserve Bank of New York (2019)
Keywords: HMS; flattening; price inflation dynamics; inflation expectations; Cyclically Sensitive Inflation (CSI); personal consumption expenditures (PCE); unemployment gap

Inequality, Portfolio Choice and the Great Recession,
Heejeong Kim, from Concordia University, Department of Economics (2019)
Keywords: Business cycles, incomplete markets, disaster risk, portfolio choice

Observed and Unobserved Sources of Wealth Inequality,
Heejeong Kim, from Concordia University, Department of Economics (2019)
Keywords: Incomplete markets, wealth inequality, life-cycle savings

Getting Smart About Phones: New Price Indexes and the Allocation of Spending Between Devices and Services Plans in Personal Consumption Expenditures,
Ana M. Aizcorbe, David Byrne and Daniel Sichel, from Board of Governors of the Federal Reserve System (U.S.) (2019)
Keywords: Cell phone; Hedonic indexes; Mobile phone; Personal consumption expenditures; Price indexes; Quality adjustment; Smartphone

Public Debt and Low Interest Rates,
Olivier Blanchard, from Peterson Institute for International Economics (2019)
Keywords: Unemployment, Debt, deficits, interest rate, safe rate, risky rate, marginal product of capital, growth rate, risk premium, secular stagnation, overlapping generation, welfare, transfers

Brexit: Everyone Loses, but Britain Loses the Most,
María Latorre, Zoryana Olekseyuk Zoryana Olekseyuk, Hidemichi Yonezawa and Sherman Robinson, from Peterson Institute for International Economics (2019)
Keywords: Economic Methodology, Economic Simulation, Foreign Trade, Multinationals, Foreign Direct Investment, European Economy

Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields,
Rasmus Fatum, Naoko Hara and Yohei Yamamoto, from Institute for Monetary and Economic Studies, Bank of Japan (2019)
Keywords: NIRP, Bond Yields, Macroeconomic News

State Dependence in Labor Market Fluctuations: Evidence, Theory, and Policy Implications,
Carlo Pizzinelli, Konstantinos Theodoridis and Francesco Zanetti, from Institute for Monetary and Economic Studies, Bank of Japan (2019)
Keywords: Search and Matching Models, State Dependence in Business Cycles, Threshold Vector Autoregression

Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review,
Zeqin Liu, Zongwu Cai, Ying Fang and Ming Lin, from University of Kansas, Department of Economics (2019)
Keywords: Impulse response function; Macroeconomic casual inferences; Macroeconomic pol- icy evaluation; Multiple time series data; Potential outcomes; Treatment effect.

Understanding Inflation in Emerging and Developing Economies,
Jongrim Ha, Ayhan Kose and Franziska Ohnsorge, from Koc University-TUSIAD Economic Research Forum (2019)
Keywords: Prices; Inflation; Monetary Systems; Monetary Policy; Globalization.

Global Inflation Synchronization,
Jongrim Ha, Ayhan Kose and Franziska Ohnsorge, from Koc University-TUSIAD Economic Research Forum (2019)
Keywords: Global inflation, synchronization, dynamic factor model, advanced economies, emerging markets, developing economies.

Deconstructing Job Search Behavior,
Stefano Banfi, Sekyu Choi and Benjamin Villena-Roldan, from University Library of Munich, Germany (2019)
Keywords: Online job search, Applications, Search frictions, Unemployment, On-the-job search, Networks.

Induced Shifting Involvements and Cycles of Growth and Distribution,
Michalis Nikiforos, from Levy Economics Institute (2019)
Keywords: Shifting Involvements; Hirschman; Wage Led; Profit Led; Predator-Prey

Assessing U.S. Aggregate Fluctuations Across Time and Frequencies,
Thomas Lubik, Christian Matthes and Fabio Verona, from Federal Reserve Bank of Richmond (2019)
Keywords: Wavelets; bandpass filter; SVAR; sign restrictions; DSGE model

The Welfare Cost of Business Cycles at the States’ Levels,
Francis Ahking, from University of Connecticut, Department of Economics (2019)
Keywords: welfare gain, stabilization policy, state business cycles