Search Results

Causality between Domestic Investment and Economic Growth in Arab Countries,
Sayef Bakari and Malek El Weriemmi, from University Library of Munich, Germany (2022)
Keywords: Domestic Investment, Economic Growth, VECM, Arab Countries.

Exchange rate pass-through to Inflation: Symmetric and Asymmetric Effects of Monetary Environment in Nigeria,
Kehinde A. Tiamiyu, from University Library of Munich, Germany (2022)
Keywords: Exchange rate pass-through; Inflation; Money supply; Land border closure; Non-linear ARDL

Financial deepening and stock market development in Nigeria: evidence from recent data (1981-2019),
Kehinde A. Tiamiyu, from University Library of Munich, Germany (2022)
Keywords: Financial Deepening; Financial Sector; Stock Market Development; ARDL; Nigeria

La dolarización como política monetaria en el ecuador: Un enfoque desde los años 1998 hasta 2000,
Jonathan Barragán-Tandapilco, María Anda, Eduardo Molina and Andrea Solís, from University Library of Munich, Germany (2022)
Keywords: Dollarization, GDP, Inflation, Monetary policy, Macroeconomics

Criptomonedas: ¿beneficio o maleficio para los ecuatorianos?,
Jonathan Barragán-Tandapilco, from University Library of Munich, Germany (2022)
Keywords: Cryptocurrencies, Digital Economy, DAO, Crypto-Economy

Impacto de corto y mediano plazo del COVID-19 en la economía dominicana: un análisis de oferta y demanda agregada,
Alexis Cruz-Rodriguez, from University Library of Munich, Germany (2021)
Keywords: COVID-19, growth, inflation, aggregate demand, aggregate supply

Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?,
Syed Basher and Sadorsky Perry, from University Library of Munich, Germany (2022)
Keywords: forecasting; machine learning; random forests; Bitcoin; gold; inflation

Vladimir vs. the virus - a tale of two shocks: An update of our Uncertainty Perception Indicator (UPI) to April 2022 - a research note,
Henrik Müller, Jonas Rieger and Nico Hornig, from TU Dortmund University, Dortmund Center for Data-based Media Analysis (DoCMA) (2022)
Keywords: uncertainty, narratives, latent Dirichlet allocation, business cycles, text mining, computational methods, Covid-19, Ukraine war, Russia, Putin

Pressure is high - and rising: The Inflation Perception Indicator (IPI) to 30 April 2022 - a research note analysis,
Henrik Müller, Jonas Rieger, Tobias Schmidt and Nico Hornig, from TU Dortmund University, Dortmund Center for Data-based Media Analysis (DoCMA) (2022)
Keywords: inflation, expectations, narratives, latent Dirichlet allocation, text mining, computational methods, behavioral economics

Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding,
Roberto Dieci, Noemi Schmitt and Frank Westerhoff, from Bamberg University, Bamberg Economic Research Group (2022)
Keywords: boom-bust cycles, asset market participation waves, momentum, value and risk, herding behavior, feedback loops

Would households understand average inflation targeting?,
Mathias Hoffmann, Lora Pavlova, Emanuel Mönch and Guido Schultefrankenfeld, from Deutsche Bundesbank (2022)
Keywords: Monetary Policy Strategy, Household Inflation Expectations, Randomized Control Trial, Survey Data

Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy,
Andrew Tsang, from University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory (2021)
Keywords: China, monetary policy, regional heterogeneity, machine learning,shadow banking

Central Banks and Climate Policy: Unpleasant Trade–Offs? A Principal–Agent Approach,
Donato Masciandaro and Riccardo Russo, from BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy (2022)
Keywords: monetary policy, macroprudential policy, fiscal policy, climate change, delegation, independence

Potential Output Pessimism and Austerity in the European Union,
Pei Kuang and Kaushik Mitra, from Department of Economics, University of Birmingham (2022)
Keywords: Structural fiscal balance, learning, debt brake, pessimism, potential output

The Forecasting performance of the Factor model with Martingale Difference errors,
Luca Mattia Rolla and Alessandro Giovannelli, from arXiv.org (2023)

Regulatory interventions in consumer financial markets: the case of credit cards,
Manolis Galenianos and Alessandro Gavazza, from London School of Economics and Political Science, LSE Library (2022)

Housing Demand and Remote Work,
John A. Mondragon and Johannes Wieland, from National Bureau of Economic Research, Inc (2022)

Political Shocks and Inflation Expectations: Evidence from the 2022 Russian Invasion of Ukraine,
Lena Dräger, Klaus Gründler and Niklas Potrafke, from ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2022)
Keywords: Inflation expectations, belief formation, natural experiment, 2022 Russian invasion of Ukraine, survey, economic experts

Financial-market volatility prediction with multiplicative Markov-switching MIDAS components,
Bjoern Schulte-Tillmann, Mawuli Segnon and Bernd Wilfling, from Center for Quantitative Economics (CQE), University of Muenster (2022)
Keywords: MIDAS volatility modeling, Hierarchical hidden Markov models, Markov-switching, Forecasting, Model conï¬ dence sets

Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing,
Alessandro Giovannini, Demosthenes Ioannou and Livio Stracca, from European Central Bank (2022)
Keywords: Economic and Monetary Union, monetary union, Risk sharing

Kantian optimization with quasi-hyperbolic discounting,
Kirill Borissov, Mikhail Pakhnin and Ron Wendner, from University Library of Munich, Germany (2022)
Keywords: Quasi-hyperbolic discounting; Time inconsistency; Kantian equilibrium; Sophisticated agents; Saving rate; Welfare

Quarterly GDP Estimates for the German States,
Robert Lehmann and Ida Wikman, from ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2022)
Keywords: Regional economic activity, mixed-frequency vectorautoregression, concordance, regional business cycles, Bayesian methods

Krise und Unsicherheit: IW-Konjunkturprognose Frühjahr 2022,
Hubertus Bardt, Martin Beznoska, Markus Demary, Michael Grömling, Michael Hüther, Thomas Obst, Jochen Pimpertz, Thilo Schaefer and Holger Schäfer, from Institut der deutschen Wirtschaft (IW) / German Economic Institute (2022)
Keywords: Konjunktur, Weltwirtschaft, Arbeitsmarkt, Staatshaushalt, Finanzmärkte

Applying Machine Learning to Detect Outliers in Alternative Data Sources. A universal methodology framework for scanner and web-scraped data sources,
Xuxin Mao, Janine Boshoff, Garry Young and Hande Kucuk, from Economic Statistics Centre of Excellence (ESCoE) (2021)
Keywords: consumer price index, machine learning, outlier detection, scanner data, text density based clustering, web-scraped data

The Empirical Performance of Financial Frictions since 2008,
Gregor Boehl and Felix Strobel, from University of Bonn and University of Mannheim, Germany (2022)
Keywords: Financial Frictions, Great Recession, Business Cycles, Effective Lower Bound, Nonlinear Bayesian Estimation

Fiscal equalisation in Brazil, Canada and Australia: The case of states or provinces,
Constantino Cronemberger Mendes, from International Policy Centre for Inclusive Growth (2022)
Keywords: fiscal equalisation; fiscal capacity

Measuring the Volume of Services Industries Output: An Audit of Services Producer Price Indices,
Lea Samek and Mary O'Mahony, from Economic Statistics Centre of Excellence (ESCoE) (2021)
Keywords: measurement, prices, services

Real Time Indicators During the COVID-19 Pandemic Individual Predictors & Selection,
George Kapetanios and Fotis Papailias, from Economic Statistics Centre of Excellence (ESCoE) (2022)
Keywords: factor models, nowcasting, penalised regression, variable selection

An Evaluation Framework for Targeted Indicators Aggregates vs. Disaggregates,
George Kapetanios and Fotis Papailias, from Economic Statistics Centre of Excellence (ESCoE) (2022)
Keywords: factor models, neural networks, nowcasting, penalised regression, support vector regression

A Quality Assessment Framework for Maintaining & Publishing New Indicators,
George Kapetanios and Fotis Papailias, from Economic Statistics Centre of Excellence (ESCoE) (2022)
Keywords: machine learning, nowcasting, real-time indicators

Fiscal equalisation in Brazil, Canada and Australia,
Constantino Cronemberger Mendes, from International Policy Centre for Inclusive Growth (2022)
Keywords: fiscal equalisation; fiscal capacity

Stochastic Disease Spreading and Containment Policies under State-Dependent Probabilities,
Davide La Torre, Simone Marsiglio, Franklin Mendivil and Fabio Privileggi, from University of Turin (2022)

Fiscal Rules and Procyclical Fiscal Policy in Russia,
Emil Ablaev and Timur Magzhanov, from Moscow State University, Faculty of Economics (2022)
Keywords: fiscal rules in Russia; procyclical fiscal policy; quarterly data.

Peru: 2022 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Peru,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: staff appraisal; inflation expectation; central bank inflation target range; headline inflation; BCRP report; Public sector; Currencies; Loans; Inflation; Global

Albania: Technical Assistance Report-Medium-Term Revenue Strategy: Revenue Administration Reform Options,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: FAD mission; MTRS governance arrangement; increase tax certainty; I. MTRS gap analysis; MTRS development; B. MTRS context; MTRS approach; IMF's Fiscal Affairs Department; Medium term revenue strategy; Tax administration core functions; Value-added tax; Training and development in revenue administration; Global; Eastern Europe

Bhutan: 2022 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Bhutan,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: development goal; quarterly balance of payments; income support; FDI investment rule; Five-Year Plans; food price; COVID-19; Debt sustainability; Debt sustainability analysis; Global; South Asia

Somalia: Request for an Extension of the Arrangement Under the Extended Credit Facility-Press Release; and Staff Report,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: ECF arrangement; IMF's transparency policy; IMF's executive board; election delay; ECF review; Development policy; Development assistance; Global

Chile: Proposal for an Arrangement Under the Short-Term Liquidity Line-Press Release; Staff Report; and Statement by the Executive Director for Chile,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: policy rate corridor; inflation expectation; corridor of the March monetary policy report; SLL arrangement; SLL policy; COVID-19; Inflation; Global

Georgia: Technical Assistance Report-Updating the Balance Sheet and Quantifying Fiscal Risks From Climate Change,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: IMF resident representative; IMF's Fiscal Affairs Department; EU delegation; C. Intertemporal balance sheet effect; climate scenario; Climate change; Natural disasters; Financial statements; Fiscal risks; Global

Cyprus: 2022 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Cyprus,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: authorities of the Republic of Cyprus; authorities project tourist arrival; climate goal; public debt debt ratio; policy credibility of the authorities; liability positions vis-à-vis nonresident; authorities' contingency plans; Residential Property price index; Nonperforming loans; COVID-19; Global

Luxembourg: 2022 Article IV Consultation-Press Release; and Staff Report for Luxembourg,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: money market rate; IMF staff calculation; Luxembourg's currency; executive board assessment; liability positions vis-a-vis nonresident; Labor markets; Housing; Housing prices; Loans; Income; Global; Europe

Philippines: Financial Sector Assessment Program-Technical Note on Risk Assessment of Banks, Non-Financial Corporates, and Macro-Financial Linkages,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: IMF-World Bank Financial Sector Assessment Program; bank-NFC liquidity linkage; A. liquidity risk profile; UKB liquidity stress test Results; bank solvency stress test Results; Stress testing; Loans; Credit; Nonperforming loans; Liquidity; Global; Southeast Asia

Philippines: Financial Sector Assessment Program-Technical Note on Macroprudential Policy Framework and Tools,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: IMF-World Bank Financial Sector Assessment Program; MACROPRUDENTIAL policy framework; I. MACROPRUDENTIAL policy toolkit; E. Macroprudential aspect; thrift bank; Financial sector stability; Stress testing; Macroprudential policy; Systemic risk; Global

Colombia: Financial Sector Assessment Program-Technical Note on Macroprudential Framework Policy and Tools,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: IMF-World Bank Financial Sector Assessment Program; FX risk; risk monitoring; staff team of the International Monetary Fund; FSAP program; Macroprudential policy; Systemic risk assessment; Financial sector stability; Financial sector risk; Liquidity requirements; Global; Central America

Colombia: Financial Sector Assessment Program-Technical Note on Risk Analysis,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: banking liquidity indicator; FSAP solvency stress test hurdle rates; banking liquidity indices; liquidity risk index; IMF-World Bank Financial Sector Assessment Program; Stress testing; Liquidity; Commercial banks; Liquidity requirements; Credit; Central America; Global

Suriname: Technical Assistance Report on Government Finance Statistics Mission (December 6-17, 2021),
International Monetary Fund, from International Monetary Fund (2022)
Keywords: IMF's Statistics Department; Suriname debt management office; staff team of the International Monetary Fund; government finance Statistics mission; CBS accounting report; Government finance statistics; Stocks; Fiscal accounting and reporting

Peru: Request for an Arrangement Under the Flexible Credit Line and Cancellation of the Current Arrangement-Press Release; Staff Report; and Statement by the Executive Director for Peru,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: FCL qualification criteria; successor FCL arrangement; reserve coverage; continued commitment; market participant; gradual exit strategy; Inflation; Public sector; Credit; Global; South America; FCL facility; credit line request; requested FCL; Caribbean

Montenegro: Technical Assistance Report - Public Investment Management Assessment,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: IMF's Fiscal Affairs Department; management framework; I. Public investment; efficiency frontier; staff team of the International Monetary Fund; staff from the IMF's Fiscal Affairs Department; Budget planning and preparation; Capital budget; Public investment spending; Capital spending; Global

Bosnia and Herzegovina: 2022 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Bosnia and Herzegovina,
International Monetary Fund, from International Monetary Fund (2022)
Keywords: banking supervisor; authorities' priority; authorities of Bosnia and Herzegovina; entity governments statement; address climate risk; Capital spending; Loans; Social security contributions; External sector statistics; Global; Europe

Rational housing demand bubble,
Lise Clain-Chamosset-Yvrard, Xavier Raurich and Thomas Seegmuller, from Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2022)
Keywords: Bubble; Housing; Self-fulfilling fluctuations

Do Investors Care About Consumption Taxes? Evidence from Equities in Advanced and Emerging Economies,
Hayley Pallan, from Economics Section, The Graduate Institute of International Studies (2022)
Keywords: Fiscal Policies; Financial Markets; Macroeconomic Conditions; Corporate Debt

Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts,
Ina Hajdini and André Kurmann, from LeBow College of Business, Drexel University (2022)
Keywords: Full-information Rational Expectations; Markov Regime Shifts; Forecasting Errors; Waves of Over- and Under-Reaction; Survey of Professional Forecasters

Median Labor Income in Chile Revised: Insights from Distributional National Accounts,
Jose De Gregorio and Manuel Taboada, from University of Chile, Department of Economics (2022)

What is the Effect of Domestic Demand Shocks on Inflation in a Small Open Economy? Chile 2000-2021,
Ramon Lopez and Kevin Sepulveda, from University of Chile, Department of Economics (2022)

The Lightning Network: Turning Bitcoin into Money,
Anantha Divakaruni and Peter Zimmerman, from Federal Reserve Bank of Cleveland (2022)
Keywords: bitcoin; blockchain; cryptocurrency; Lightning Network; payments

Will the U.S. Dollar Continue to Dominate World Trade?,
Mary Amiti, Oleg Itskhoki and Jozef Konings, from Federal Reserve Bank of New York (2022)
Keywords: currency invoicing; exporters; trade; US dollar

Getting Ahead of U.S. Inflation,
James Bullard, from Federal Reserve Bank of St. Louis (2022)
Keywords: inflation

Is the Fed ‘Behind the Curve’? Two Interpretations (How Monetary Policy Got Behind the Curve and How to Get Back),
James Bullard, from Federal Reserve Bank of St. Louis (2022)
Keywords: inflation; monetary policy; forward guidance

The First Steps toward Disinflation,
James Bullard, from Federal Reserve Bank of St. Louis (2022)
Keywords: inflation; disinflation

Bullard Discusses Inflation and His Views on the Policy Rate with Yahoo Finance,
James Bullard, from Federal Reserve Bank of St. Louis (2022)
Keywords: inflation; policy rate

Novi indikatori kreditnog jaza u Hrvatskoj: unapređenje kalibracije protucikličkog zaštitnog sloja kapitala,
Tihana Škrinjarić and Maja Bukovšak, from Hrvatska narodna banka, Hrvatska (2022)
Keywords: kreditni jaz, statistički filtri, makrobonitetna politika, sistemski rizik, protuciklički zaštitni sloj kapitala.

Ciclos económicos, inversión y rentabilidad del capital en Colombia: un análisis de series de tiempo,
Carlos Duque Garcia, from University Library of Munich, Germany (2022)
Keywords: Ciclo económico; Tasa de ganancia; Masa de beneficios; Modelos VAR; Cycles; Rate of profit; Mass of profits; VAR model

Who Killed the Phillips Curve? A Murder Mystery,
David Ratner and Jae Sim, from Board of Governors of the Federal Reserve System (U.S.) (2022)
Keywords: Bargaining power; Profits; Inflation dynamics

Macroeconomic Effects of Capital Tax Rate Changes,
Saroj Bhattarai, Jae Won Lee, Woong Yong Park and Choongryul Yang, from Board of Governors of the Federal Reserve System (U.S.) (2022)
Keywords: Capital tax rate; Distortionary financing; Capital-skill complementarity; Inequality; Welfare implications

The Anatomy of Single-Digit Inflation in the 1960s,
Jeremy B. Rudd, from Board of Governors of the Federal Reserve System (U.S.) (2022)
Keywords: Great Inflation; Martin Fed; Volcker disinflation; Inflation dynamics

Quantile Debt Fan Charts,
Suzette Dagli, Paul Mariano and Arjan Paulo Salvanera, from Asian Development Bank (2022)
Keywords: debt; quantile regression; fan charts

Developing Asia’s Fiscal Landscape and Challenges,
Eugenia Go, Sam Hill, Maria Hanna Jaber, Yothin Jinjarak, Donghyun Park and Anton Ragos, from Asian Development Bank (2022)
Keywords: tax revenue; government expenditure; pandemic crisis

Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market,
J. Farmer, Adrian Carro, Marc Hinterschweiger and Arzu Uluc, from Institute for New Economic Thinking at the Oxford Martin School, University of Oxford (2022)
Keywords: Agent-based model, housing market, macroprudential policy, borrower-based measures, buy-to-let sector

Why is productivity slowing down?,
François Lafond, Ian Goldin, Pantelis Koutroumpis and Julian Winkler, from Institute for New Economic Thinking at the Oxford Martin School, University of Oxford (2022)

Latin American Falls, Rebounds and Tail,
Luciano Campos, Danilo Leiva-Leon and Steven Zapata, from Red Nacional de Investigadores en Economía (RedNIE) (2022)
Keywords: Business Cycles, Factor Model, Nonlinear, Latin America

Environmental Subsidies to Mitigate Transition Risk,
Eric Jondeau, Grégory Levieuge, Jean-Guillaume Sahuc and Gauthier Vermandel, from Swiss Finance Institute (2022)
Keywords: Climate change, E-DSGE model, bayesian estimation, stochastic growth, endogenous firms, environment-related products

Bitcoin Price Factors: Natural Language Processing Approach,
Oksana Bashchenko, from Swiss Finance Institute (2022)
Keywords: Bitcoin, Cryptocurrency, Natural Language Processing, BERT.

Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies,
Raphael Auer, Marc Farag, Ulf Lewrick, Lovrenc Orazem and Markus Zoss, from Bank for International Settlements (2022)
Keywords: cryptocurrencies, decentralised finance, digital currencies, financial regulation, financial supervision, exchange, stablecoin, Bitcoin, Ethereum

A shot in the arm: stimulus packages and firm performance during Covid-19,
Deniz Igan, Ali Mirzaei and Tomoe Moore, from Bank for International Settlements (2022)
Keywords: economic stimulus, pandemic-prone, COVID-19, policy effectiveness

DLT-based enhancement of cross-border payment efficiency - a legal and regulatory perspective,
Dirk Zetzsche, Linn Anker-Sørensen, Maria Lucia Passador and Andreas Wehrli, from Bank for International Settlements (2022)
Keywords: distributed ledgers, blockchain, payments, central banks, cross-border payments, law

Building regional payment areas: the Single Rule Book approach,
Douglas Arner, Ross Buckley, Thomas Lammer, Dirk Zetzsche and Sangita Gazi, from Bank for International Settlements (2022)
Keywords: payments, cross-border payments, central banks, harmonization of law

Unconventional credit policy in an economy under zero lower bound,
Jorge Pozo and Youel Rojas, from Bank for International Settlements (2022)
Keywords: unconventional credit policy, asymmetric information, moral hazard, zero lower bound

Consumption Response Heterogeneity and Dynamics with an Inattention Region,
Jérémy Boccanfuso, from Dipartimento Scienze Economiche, Universita' di Bologna (2022)

금융위기 전개 과정 및 요인 분석: 복잡계와 머신러닝 방법론을 중심으로(An Analysis of the Evolution and Factors of the Financial Crisis Using Complex Systems and Machine Learning),
Young Sik Jeong, Gab Jin Oh, Wontae Han, Yaein Baek, Eunjung Kang and Yuri Kim, from Korea Institute for International Economic Policy (2023)
Keywords: International Finance; Financial Crisis; Financial Crisis; Complex Systems and Machine Learning Methodology

Are Fiscal Consolidation Episodes Helpful for Public Sector Efficiency?,
Antonio Afonso and José Alves, from CESifo (2022)
Keywords: fiscal consolidation episodes, government spending efficiency, panel data, OECD

Credit market concentration and systemic risk in Europe,
Merike Kukk, Alari Paulus and Nicolas Reigl, from Bank of Estonia (2022)
Keywords: systemic risk, financial stability, credit institutions, credit growth, market concentration

Search Complementarities, Aggregate Fluctuations,and Fiscal Policy,
Jesus Fernandez-Villaverde, Federico Mandelman, Yang Yu and Francesco Zanetti, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022)
Keywords: Search complementarities, aggregate fluctuations, macroeconomic volatility, government spending.

The world uncertainty index,
Hites Ahir, Nicholas Bloom and Davide Furceri, from Centre for Economic Performance, LSE (2022)

The Demand for Money, Near-Money, and Treasury Bonds,
Arvind Krishnamurthy and Wenhao Li, from National Bureau of Economic Research, Inc (2022)