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Katrin Rabitsch

Personal Details

First Name:Katrin
Middle Name:
Last Name:Rabitsch
Suffix:
RePEc Short-ID:pra902
[This author has chosen not to make the email address public]
https://sites.google.com/site/katrinrabitsch/

Affiliation

Department Volkswirtschaft
WU Wirtschaftsuniversität Wien

Wien, Austria
http://www.wu.ac.at/economics
RePEc:edi:dvwuwat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2023. "Undesired Consequences of Calvo Pricing in a Non-linear World," Working and Discussion Papers WP 1/2023, Research Department, National Bank of Slovakia.
  2. Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2022. "Asset Pricing with Costly and Delayed Firm Entry," Department of Economics Working Papers wuwp325, Vienna University of Economics and Business, Department of Economics.
  3. Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2022. "Asset Pricing with Free Entry and Exit of Firms," MNB Working Papers 2022/5, Magyar Nemzeti Bank (Central Bank of Hungary).
  4. Huber, Florian & Rabithsc, Katrin, 2019. "Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach," Working Papers in Economics 2019-5, University of Salzburg.
  5. Roman Horvath & Lóránt Kaszab & Ales Marsal & Katrin Rabitsch, 2019. "Determinants of Fiscal Multipliers Revisited," MNB Working Papers 2019/3, Magyar Nemzeti Bank (Central Bank of Hungary).
  6. Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2019. "Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion," Working and Discussion Papers WP 6/2019, Research Department, National Bank of Slovakia.
  7. Elizaveta Lukmanova & Katrin Rabitsch, 2018. "New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks," Working Papers of Department of Economics, Leuven 630040, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
  8. Maria Teresa Punzi & Katrin Rabitsch, 2017. "Effectiveness of macroprudential policies under borrower heterogeneity," Department of Economics Working Papers wuwp253, Vienna University of Economics and Business, Department of Economics.
  9. Maria Teresa Punzi & Katrin Rabitsch, 2017. "Borrower heterogeneity within a risky mortgage-lending market," Department of Economics Working Papers wuwp241, Vienna University of Economics and Business, Department of Economics.
  10. Rabitsch, Katrin, 2016. "An incomplete markets explanation of the UIP puzzle," FinMaP-Working Papers 53, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  11. Katrin Rabitsch & Christian Schoder, 2016. "Buffer stock savings in a New-Keynesian business cycle model," Department of Economics Working Papers wuwp231, Vienna University of Economics and Business, Department of Economics.
  12. Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Paper Series 162, WU Vienna University of Economics and Business.
  13. Maria Teresa Punzi & Katrin Rabitsch, 2014. "Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model," Department of Economics Working Papers wuwp189, Vienna University of Economics and Business, Department of Economics.
  14. Viktor Tsyrennikov & Serhiy Stepanchuk & Katrin Rabitsch, 2013. "International Portfolios: A Comparison of Solution Methods," 2013 Meeting Papers 1146, Society for Economic Dynamics.
  15. Katrin Rabitsch, 2010. "The role of financial market structure and the trade elasticity for monetary policy in open economies," MNB Working Papers 2010/5, Magyar Nemzeti Bank (Central Bank of Hungary).
  16. Elvira Prades & Katrin Rabitsch, 2009. "Capital liberalization and the US external imbalance," MNB Working Papers 2009/4, Magyar Nemzeti Bank (Central Bank of Hungary).

    repec:wsr:wpaper:y:2008:i:017 is not listed on IDEAS

Articles

  1. Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).
  2. Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2022. "Asset pricing with free entry and exit of firms," Economics Letters, Elsevier, vol. 217(C).
  3. Horvath, Roman & Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020. "Determinants of fiscal multipliers revisited," Journal of Macroeconomics, Elsevier, vol. 63(C).
  4. Punzi, Maria Teresa & Rabitsch, Katrin, 2018. "Effectiveness of macroprudential policies under borrower heterogeneity," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 251-261.
  5. Katrin Rabitsch, 2016. "An Incomplete Markets Explanation of the Uncovered Interest Rate Parity Puzzle," Review of International Economics, Wiley Blackwell, vol. 24(2), pages 422-446, May.
  6. Punzi, Maria Teresa & Rabitsch, Katrin, 2015. "Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model," Economics Letters, Elsevier, vol. 130(C), pages 75-79.
  7. Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015. "International portfolios: A comparison of solution methods," Journal of International Economics, Elsevier, vol. 97(2), pages 404-422.
  8. Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A two-period model with portfolio choice: Understanding results from different solution methods," Economics Letters, Elsevier, vol. 124(2), pages 239-242.
  9. Prades, Elvira & Rabitsch, Katrin, 2012. "Capital liberalization and the US external imbalance," Journal of International Economics, Elsevier, vol. 87(1), pages 36-49.
  10. Katrin Rabitsch, 2012. "10th Annual Macroeconomic Research Workshop at MNB: Fiscal Rebalancing, Public Debt, and its National and Global implications," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 7(1), pages 18-26, February.
  11. Katrin Rabitsch, 2012. "The Role of Financial Market Structure and the Trade Elasticity for Monetary Policy in Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 603-629, June.
  12. Fritz Breuss & Katrin Rabitsch, 2009. "An estimated two-country DSGE model of Austria and the Euro Area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(1), pages 123-158, February.

Books

  1. Fritz Breuss & Katrin Rabitsch, 2008. "An Estimated Two-Country DSGE Model of Austria and the Euro Area. FIW Working Paper," WIFO Studies, WIFO, number 60008, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Roman Horvath & Lóránt Kaszab & Ales Marsal & Katrin Rabitsch, 2019. "Determinants of Fiscal Multipliers Revisited," MNB Working Papers 2019/3, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Mindaugas Butkus & Diana Cibulskiene & Lina Garsviene & Janina Seputiene, 2021. "The Heterogeneous Public Debt–Growth Relationship: The Role of the Expenditure Multiplier," Sustainability, MDPI, vol. 13(9), pages 1-22, April.
    2. Roman Horvath & Lorant Kaszab & Ales Marsal, 2021. "Interest Rate Rules, Rigidities and Inflation Risks in a Macro-Finance Model," MNB Working Papers 2021/2, Magyar Nemzeti Bank (Central Bank of Hungary).
    3. Syed Sadaqat Ali Shah & Muhammad Asim Afridi, 2023. "Cyclical variation of fiscal multipliers in Caucasus and Central Asia economies: an empirical evidence," Economic Change and Restructuring, Springer, vol. 56(6), pages 4531-4563, December.

  2. Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2019. "Trend Inflation Meets Macro-Finance: The Puzzling Behavior of Price Dispersion," Working and Discussion Papers WP 6/2019, Research Department, National Bank of Slovakia.

    Cited by:

    1. Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022. "The risk premium in New Keynesian DSGE models: the cost of inflation channel," LIDAM Discussion Papers LFIN 2022008, Université catholique de Louvain, Louvain Finance (LFIN).
    2. Rabitsch-Schilcher, Katrin & Marsal, Ales & Kaszab, Lorant, 2023. "From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism," Department of Economics Working Paper Series 350, WU Vienna University of Economics and Business.

  3. Elizaveta Lukmanova & Katrin Rabitsch, 2018. "New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks," Working Papers of Department of Economics, Leuven 630040, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.

    Cited by:

    1. Lucio Gobbi & Ronny Mazzocchi & Roberto Tamborini, 2022. "Monetary policy, rational confidence, and Neo‐Fisherian depressions," Metroeconomica, Wiley Blackwell, vol. 73(4), pages 1179-1199, November.
    2. Sevda Yapraklı, 2022. "The Validity of The Neo-Fisher Effect in The Period of Explicit Inflation Targeting: An Econometric Analysis on Turkey," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(37), pages 85-105, December.

  4. Maria Teresa Punzi & Katrin Rabitsch, 2017. "Effectiveness of macroprudential policies under borrower heterogeneity," Department of Economics Working Papers wuwp253, Vienna University of Economics and Business, Department of Economics.

    Cited by:

    1. Guangling Liu & Thabang Molise, 2019. "The effectiveness of the counter-cyclical loan-to-value regulation: Generic versus sector-specific rules," Working Papers 21/2019, Stellenbosch University, Department of Economics.
    2. Huang, Bihong & Punzi, Maria Teresa & Wu, Yu, 2022. "Environmental regulation and financial stability: Evidence from Chinese manufacturing firms," Journal of Banking & Finance, Elsevier, vol. 136(C).
    3. Lindokuhle Talent Zungu & Lorraine Greyling, 2024. "The Impact of Restrictive Macroprudential Policies through Borrower-Targeted Instruments on Income Inequality: Evidence from a Bayesian Approach," Economies, MDPI, vol. 12(9), pages 1-22, September.
    4. Ibrahima Sangaré, 2019. "Housing sector and optimal macroprudential policy in an estimated DSGE model for Luxembourg," BCL working papers 129, Central Bank of Luxembourg.
    5. Punzi, Maria Teresa, 2020. "The impact of uncertainty on the macro-financial linkage with international financial exposure," Journal of Economics and Business, Elsevier, vol. 110(C).
    6. D'Orazio, Paola, 2019. "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, vol. 82(C), pages 308-331.
    7. Maria Teresa Punzi, 2024. "The Role of Macroprudential Policies under Carbon Pricing," Working and Discussion Papers WP 4/2024, Research Department, National Bank of Slovakia.
    8. Liu, Guangling & Molise, Thabang, 2021. "The effectiveness of the counter-cyclical loan-to-value regulation: Generic versus sector-specific rules," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 270-288.
    9. Pierre Monnin, 2017. "Monetary Policy, Macroprudential Regulation and Inequality," Discussion Notes 1702, Council on Economic Policies.
    10. Lenhle Dlamini & Harold Ngalawa, 2022. "Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa," Australian Economic Papers, Wiley Blackwell, vol. 61(2), pages 304-336, June.
    11. Tarne, Ruben & Bezemer, Dirk & Theobald, Thomas, 2022. "The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    12. Park, Sungmin & Kim, Young-Han, 2023. "The impact of macroprudential policy on inequality and implications for inclusive financial stability," Journal of Banking & Finance, Elsevier, vol. 146(C).

  5. Maria Teresa Punzi & Katrin Rabitsch, 2017. "Borrower heterogeneity within a risky mortgage-lending market," Department of Economics Working Papers wuwp241, Vienna University of Economics and Business, Department of Economics.

    Cited by:

    1. Punzi, Maria Teresa & Rabitsch, Katrin, 2017. "Effectiveness of macroprudential policies under borrower heterogeneity," Department of Economics Working Paper Series 253, WU Vienna University of Economics and Business.
    2. Huang, Bihong & Punzi, Maria Teresa & Wu, Yu, 2021. "Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China," Journal of Corporate Finance, Elsevier, vol. 69(C).
    3. Panagiotis Konstantinou & Anastasios Rizos & Artemis Stratopoulou, 2023. "The dynamic effect of macroprudential policies on income inequality: some evidence," Economics and Business Letters, Oviedo University Press, vol. 12(3), pages 248-265.
    4. Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah, 2020. "Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies," Journal of Financial Stability, Elsevier, vol. 49(C).
    5. Huang, Bihong & Punzi, Maria Teresa & Wu, Yu, 2022. "Environmental regulation and financial stability: Evidence from Chinese manufacturing firms," Journal of Banking & Finance, Elsevier, vol. 136(C).
    6. Huang, Bihong & Punzi, Maria Teresa & Wu, Yu, 2019. "Do Banks Price Environmental Risk? Evidence from a Quasi Natural Experiment in the People’s Republic of China," ADBI Working Papers 974, Asian Development Bank Institute.
    7. Namkhaijantsan, Ninjin, 2018. "Consumption and Savings Behaviour under Household Heterogeneity and Mortgage Debt," MPRA Paper 107033, University Library of Munich, Germany.
    8. Panagiotis Konstantinou & Anastasios Rizos & Artemis Stratopoulou, 2022. "Macroprudential policies and income inequality in former transition economies," Economic Change and Restructuring, Springer, vol. 55(2), pages 1005-1062, May.
    9. Maria Teresa Punzi, 2024. "The Role of Macroprudential Policies under Carbon Pricing," Working and Discussion Papers WP 4/2024, Research Department, National Bank of Slovakia.

  6. Rabitsch, Katrin, 2016. "An incomplete markets explanation of the UIP puzzle," FinMaP-Working Papers 53, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.

    Cited by:

    1. Lorenzo Garlappi & Jack Favilukis, 2015. "The Carry Trade and UIP when Markets are Incomplete," 2015 Meeting Papers 242, Society for Economic Dynamics.

  7. Katrin Rabitsch & Christian Schoder, 2016. "Buffer stock savings in a New-Keynesian business cycle model," Department of Economics Working Papers wuwp231, Vienna University of Economics and Business, Department of Economics.

    Cited by:

    1. Schoder, Christian, 2017. "Are Dynamic Stochastic Disequilibrium models Keynesian or neoclassical?," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 46-63.

  8. Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Paper Series 162, WU Vienna University of Economics and Business.

    Cited by:

    1. Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Paper Series 159, WU Vienna University of Economics and Business.
    2. Aquino, Juan Carlos, 2018. "The Valuation Channel of External Adjustment in Small Open Economies," Working Papers 2018-011, Banco Central de Reserva del Perú.
    3. Dlugoszek, Grzegorz R., 2016. "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers 2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

  9. Maria Teresa Punzi & Katrin Rabitsch, 2014. "Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model," Department of Economics Working Papers wuwp189, Vienna University of Economics and Business, Department of Economics.

    Cited by:

    1. Punzi, Maria Teresa & Rabitsch, Katrin, 2017. "Effectiveness of macroprudential policies under borrower heterogeneity," Department of Economics Working Paper Series 253, WU Vienna University of Economics and Business.
    2. Rabitsch, Katrin & Punzi, Maria Teresa, 2017. "Borrower heterogeneity within a risky mortgage-lending market," Department of Economics Working Paper Series 241, WU Vienna University of Economics and Business.
    3. Huang, Bihong & Punzi, Maria Teresa & Wu, Yu, 2022. "Environmental regulation and financial stability: Evidence from Chinese manufacturing firms," Journal of Banking & Finance, Elsevier, vol. 136(C).
    4. David Comerford & Alessandro Spiganti, 2023. "The Carbon Bubble: climate policy in a fire‐sale model of deleveraging," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(3), pages 655-687, July.

  10. Viktor Tsyrennikov & Serhiy Stepanchuk & Katrin Rabitsch, 2013. "International Portfolios: A Comparison of Solution Methods," 2013 Meeting Papers 1146, Society for Economic Dynamics.

    Cited by:

    1. Gavazzoni, Federico & Santacreu, Ana Maria, 2020. "International R&D spillovers and asset prices," Journal of Financial Economics, Elsevier, vol. 136(2), pages 330-354.
    2. Michael Siemer & Adrien Verdelhan & Francois Gourio, 2015. "Uncertainty and International Capital Flows," 2015 Meeting Papers 880, Society for Economic Dynamics.
    3. Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Paper Series 162, WU Vienna University of Economics and Business.
    4. Katrin Rabitsch & Serhiy Stepanchuk, 2014. "A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods," Department of Economics Working Papers wuwp162, Vienna University of Economics and Business, Department of Economics.
    5. Coeurdacier, Nicolas & Rey, Hélène & Winant, Pablo, 2020. "Financial integration and growth in a risky world," Journal of Monetary Economics, Elsevier, vol. 112(C), pages 1-21.
    6. Oliver de Groot & Bora Durdu & Enrique G. Mendoza, 2020. "Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets," Finance and Economics Discussion Series 2020-006, Board of Governors of the Federal Reserve System (U.S.).
    7. Shen, Hewei, 2022. "Financial integration and the correlation between international debt and equity flows," Journal of International Money and Finance, Elsevier, vol. 122(C).
    8. Giovannini, Alessandro & Ioannou, Demosthenes & Stracca, Livio, 2022. "Public and private risk sharing: friends or foes? The interplay between different forms of risk sharing," Occasional Paper Series 295, European Central Bank.
    9. Tommaso Trani, 2012. "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers 02-2012, Economics Section, The Graduate Institute of International Studies, revised 12 Feb 2012.
    10. Cao, Dan & Evans, Martin & Lua, Wenlan, 2020. "Real Exchange Rate Dynamics Beyond Business Cycles," MPRA Paper 99054, University Library of Munich, Germany, revised 10 Mar 2020.
    11. Yu, Changhua, 2015. "Evaluating international financial integration in a center-periphery economy," Journal of International Economics, Elsevier, vol. 95(1), pages 129-144.
    12. Eugeni, Sara, 2015. "Nominal Exchange Rates and Net Foreign Assets' Dynamics: the Stabilization Role of Valuation Effects," MPRA Paper 63549, University Library of Munich, Germany.
    13. Jonathan J. Adams & Mr. Philip Barrett, 2017. "Why are Countries’ Asset Portfolios Exposed to Nominal Exchange Rates?," IMF Working Papers 2017/291, International Monetary Fund.
    14. Aquino, Juan Carlos, 2018. "The Valuation Channel of External Adjustment in Small Open Economies," Working Papers 2018-011, Banco Central de Reserva del Perú.
    15. Hyunju Lee, 2018. "Gross Capital Flows and International Diversification," 2018 Meeting Papers 51, Society for Economic Dynamics.
    16. Makram Khalil, 2017. "Cross-Border Portfolio Diversification under Trade Linkages," MNB Working Papers 2017/2, Magyar Nemzeti Bank (Central Bank of Hungary).
    17. Dlugoszek, Grzegorz R., 2016. "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers 2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    18. Zhang, Ning, 2019. "Country portfolios under global imbalances," European Economic Review, Elsevier, vol. 119(C), pages 302-317.
    19. Fang, Xiang & Liu, Yang, 2021. "Volatility, intermediaries, and exchange rates," Journal of Financial Economics, Elsevier, vol. 141(1), pages 217-233.
    20. Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015. "Portfolio and welfare consequences of debt market dominance," Journal of Monetary Economics, Elsevier, vol. 74(C), pages 89-101.
    21. Oliver de Groot & C. Bora Durdu & Enrique G. Mendoza, 2019. "Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets," Working Papers 201916, University of Liverpool, Department of Economics.
    22. Markus Sihvonen, 2023. "Equity Home Bias in a Capital Market Union," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 953-999, December.
    23. Croce, Mariano & Gavazzoni, Federico & Colacito, Ric & Ready, Robert, 2018. "Currency Risk Factors in a Recursive Multicountry Economy," CEPR Discussion Papers 12610, C.E.P.R. Discussion Papers.
    24. Jonathan J Adams & Philip Barrett, 2017. "Resolving International Macro Puzzles with Imperfect Risk Sharing and Global Solution Methods," Working Papers 001003, University of Florida, Department of Economics.

  11. Katrin Rabitsch, 2010. "The role of financial market structure and the trade elasticity for monetary policy in open economies," MNB Working Papers 2010/5, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Mykhaylova Olena & Staveley-O’Carroll James, 2014. "International transmission of productivity shocks with nonzero net foreign debt," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 579-624, January.
    2. Anna Lipinska & Bianca De Paoli, 2013. "Capital Controls: a Normative Analysis," 2013 Meeting Papers 861, Society for Economic Dynamics.
    3. Gong Liutang & Wang Chan & Zou Heng-Fu, 2020. "Optimal monetary policy in a model of vertical production and trade with reference currency," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-21, January.
    4. Cavallari, Lilia, 2022. "The international real business cycle when demand matters," Journal of Macroeconomics, Elsevier, vol. 73(C).
    5. Samuel Kortum & Brent Neiman & Jonathan Eaton, 2016. "Obstfeld and Rogoff's International Macro Puzzles: A Quantitative Assessment," 2016 Meeting Papers 772, Society for Economic Dynamics.
    6. Chan, Jenny & Diz, Sebastian & Kanngiesser, Derrick, 2022. "Energy Prices and Household Heterogeneity: Monetary Policy in a Gas-TANK," MPRA Paper 115975, University Library of Munich, Germany, revised Dec 2022.
    7. Sutherland, Alan & Senay, Ozge, 2016. "Optimal Monetary Policy, Exchange Rate Misalignments and Incomplete Financial Markets," CEPR Discussion Papers 11198, C.E.P.R. Discussion Papers.
    8. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2023. "Exchange rate misalignment and external imbalances: what is the optimal monetary policy response?," Working Paper Series 2843, European Central Bank.
    9. Sara Eugeni, 2019. "Exchange rate volatility and cooperation in an incomplete markets' economy," Department of Economics Working Papers 2019_02, Durham University, Department of Economics.
    10. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2023. "Exchange rate misalignment and external imbalances: What is the optimal monetary policy response?," Journal of International Economics, Elsevier, vol. 144(C).
    11. James Staveley-O'Carroll & Olena M. Staveley-O'Carroll, 2016. "Exchange Rate Targeting in the Presence of Foreign Debt Obligations," Working Papers 1604, College of the Holy Cross, Department of Economics.
    12. Giancarlo Corsetti & Luca Dedola & Sylvain Leduc, 2020. "Exchange Rate Misalignment and External Imbalances: What is the Optimal Monetary Policy Response?," Working Paper Series 2020-04, Federal Reserve Bank of San Francisco.
    13. Katrin Rabitsch, 2010. "The role of financial market structure and the trade elasticity for monetary policy in open economies," MNB Working Papers 2010/5, Magyar Nemzeti Bank (Central Bank of Hungary).
    14. Huber, Florian & Rabithsc, Katrin, 2019. "Exchange rate dynamics and monetary policy: Evidence from a non-linear DSGE-VAR approach," Working Papers in Economics 2019-5, University of Salzburg.
    15. Corsetti, Giancarlo & Dedola, Luca & Leduc, Sylvain, 2018. "Exchange rate misalignment, capital flows, and optimal monetary policy trade-offs," LSE Research Online Documents on Economics 87290, London School of Economics and Political Science, LSE Library.
    16. Liutang Gong & Chan Wang & Liyuan Wu & Heng-fu Zou, 2023. "Currency misalignments, international trade in intermediate inputs, and inflation targeting," CEMA Working Papers 617, China Economics and Management Academy, Central University of Finance and Economics.
    17. Alex Haberis & Anna Lipińska, 2020. "A Welfare‐Based Analysis of International Monetary Policy Spillovers at the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1107-1145, August.
    18. Shigeto Kitano & Kenya Takaku, 2022. "Financial market incompleteness and international cooperation on capital controls," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(4), pages 624-642, December.
    19. Xia, Tian, 2020. "The role of intermediate goods in international monetary cooperation," Journal of International Money and Finance, Elsevier, vol. 100(C).
    20. Dudley Cooke, 2019. "Technology Choice and the Long- and Short-Run Armington Elasticity," Globalization Institute Working Papers 373, Federal Reserve Bank of Dallas.
    21. Forlati, Chiara, 2015. "On the benefits of a monetary union: Does it pay to be bigger?," Journal of International Economics, Elsevier, vol. 97(2), pages 448-463.
    22. Liutang Gong & Chan Wang & Heng-fu Zou, 2016. "Optimal monetary policy with international trade in intermediate inputs," CEMA Working Papers 604, China Economics and Management Academy, Central University of Finance and Economics.
    23. Chiara Forlati, 2007. "On the Benefits of a Monetary Union: Does it Pay to Be Bigger?," Working Papers 201303, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, revised Jul 2012.
    24. Liutang Gong & Jianjian Liu & Chan Wang & Liyuan Wu & Heng-fu Zou, 2020. "International trade in intermediate inputs and the welfare gains from monetary policy cooperation," CEMA Working Papers 610, China Economics and Management Academy, Central University of Finance and Economics.
    25. Heng-fu Zou, 2023. "Recent Studies on Macro Dynamics and Finance," CEMA Working Papers 632, China Economics and Management Academy, Central University of Finance and Economics.

  12. Elvira Prades & Katrin Rabitsch, 2009. "Capital liberalization and the US external imbalance," MNB Working Papers 2009/4, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Horvath, Roman & Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020. "Determinants of fiscal multipliers revisited," Journal of Macroeconomics, Elsevier, vol. 63(C).
    2. Enrique G. Mendoza & Vincenzo Quadrini, 2009. "Financial Globalization, Financial Crises and Contagion," NBER Working Papers 15432, National Bureau of Economic Research, Inc.
    3. Rabitsch, Katrin, 2016. "An incomplete markets explanation of the UIP puzzle," FinMaP-Working Papers 53, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    4. Fogli, Alessandra & Perri, Fabrizio, 2015. "Macroeconomic volatility and external imbalances," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 1-15.
    5. Broer, Tobias, 2014. "Domestic or global imbalances? Rising income risk and the fall in the US current account," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 47-67.
    6. Ivan Jaccard & Frank Smets, 2020. "Structural Asymmetries and Financial Imbalances in the Eurozone," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 36, pages 73-102, April.
    7. Rabitsch-Schilcher, Katrin & Marsal, Ales & Kaszab, Lorant, 2023. "From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism," Department of Economics Working Paper Series 350, WU Vienna University of Economics and Business.
    8. Katrin Rabitsch, 2016. "An Incomplete Markets Explanation of the Uncovered Interest Rate Parity Puzzle," Review of International Economics, Wiley Blackwell, vol. 24(2), pages 422-446, May.
    9. Sauré, Philip, 2017. "Time-intensive R&D and unbalanced trade," European Economic Review, Elsevier, vol. 91(C), pages 229-244.
    10. Steiner, Andreas, 2014. "Current account balance and dollar standard: Exploring the linkages," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 65-94.
    11. Flavia Corneli, 2009. "The Saving Glut Explanation of Global Imbalances: the Role of Underinvestment," Economics Working Papers ECO2009/41, European University Institute.
    12. Flavia Corneli, 2017. "Medium and long term implications of financial integration without financial development," Temi di discussione (Economic working papers) 1120, Bank of Italy, Economic Research and International Relations Area.

Articles

  1. Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).

    Cited by:

    1. Ariel Alexi & Teddy Lazebnik & Labib Shami, 2024. "Microfounded Tax Revenue Forecast Model with Heterogeneous Population and Genetic Algorithm Approach," Computational Economics, Springer;Society for Computational Economics, vol. 63(5), pages 1705-1734, May.
    2. Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized neural networks for agent-based model forecasting," Papers 2308.05753, arXiv.org.
    3. Emiliano Alvarez & Volker Grimm, 2024. "The added value of using the ODD Protocol for agent-based modeling in Economics: go for it!," Working Papers 307, Red Nacional de Investigadores en Economía (RedNIE).
    4. Marcin Rzeszutek & Jørgen Vitting Andersen & Adam Szyszka & Szymon Talaga, 2024. "Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04723512, HAL.
    5. Leonid Serkov & Sergey Krasnykh, 2023. "The Specific Behavior of Economic Agents with Heterogeneous Expectations in the New Keynesian Model with Rigid Prices and Wages," Mathematics, MDPI, vol. 11(4), pages 1-17, February.
    6. Rizzati, Massimiliano & Landoni, Matteo, 2024. "A systematic review of agent-based modelling in the circular economy: Insights towards a general model," Structural Change and Economic Dynamics, Elsevier, vol. 69(C), pages 617-631.
    7. Aldo Glielmo & Marco Favorito & Debmallya Chanda & Domenico Delli Gatti, 2023. "Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs," Papers 2302.11835, arXiv.org, revised Dec 2023.
    8. Lux, Thomas, 2024. "Lack of identification of parameters in a simple behavioral macroeconomic model," Economics Working Papers 2024-02, Christian-Albrechts-University of Kiel, Department of Economics.
    9. Deborah Noguera & Gabriel Montes-Rojas, 2023. "Minskyan model with credit rationing in a network economy," SN Business & Economics, Springer, vol. 3(3), pages 1-26, March.
    10. Branimir Jovanović & Michael Landesmann & Oliver Reiter & Bernhard Schütz, 2023. "Structural Change, Income Distribution and Unemployment Related to COVID-19: An Agent-based Model," wiiw Working Papers 223, The Vienna Institute for International Economic Studies, wiiw.
    11. Marcin Rzeszutek & Jørgen Vitting Andersen & Adam Szyszka & Szymon Talaga, 2024. "Subjective Well-Being of Chief Executive Officers and Its Impact on Stock Market Volatility During the COVID-19 Pandemic in Poland: Agent-Based Model Perspective," Post-Print hal-04723512, HAL.
    12. Carro, Adrian, 2023. "Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    13. Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin, 2023. "Back to the future: Agent-based modelling and dynamic microsimulation," Centre for Microsimulation and Policy Analysis Working Paper Series CEMPA8/23, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.

  2. Horvath, Roman & Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020. "Determinants of fiscal multipliers revisited," Journal of Macroeconomics, Elsevier, vol. 63(C).
    See citations under working paper version above.
  3. Punzi, Maria Teresa & Rabitsch, Katrin, 2018. "Effectiveness of macroprudential policies under borrower heterogeneity," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 251-261.
    See citations under working paper version above.
  4. Katrin Rabitsch, 2016. "An Incomplete Markets Explanation of the Uncovered Interest Rate Parity Puzzle," Review of International Economics, Wiley Blackwell, vol. 24(2), pages 422-446, May.

    Cited by:

    1. Horvath, Roman & Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2020. "Determinants of fiscal multipliers revisited," Journal of Macroeconomics, Elsevier, vol. 63(C).
    2. Moran, Kevin & Nono, Simplice Aimé, 2018. "Gradual learning about shocks and the forward premium puzzle," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 79-100.
    3. Oh, Jeong Hun, 2018. "The Foreign Exchange Market With the Cryptocurrency and "Kimchi Premium"," 22nd ITS Biennial Conference, Seoul 2018. Beyond the boundaries: Challenges for business, policy and society 190386, International Telecommunications Society (ITS).
    4. Rabitsch-Schilcher, Katrin & Marsal, Ales & Kaszab, Lorant, 2023. "From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism," Department of Economics Working Paper Series 350, WU Vienna University of Economics and Business.

  5. Punzi, Maria Teresa & Rabitsch, Katrin, 2015. "Investor borrowing heterogeneity in a Kiyotaki–Moore style macro model," Economics Letters, Elsevier, vol. 130(C), pages 75-79.
    See citations under working paper version above.
  6. Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015. "International portfolios: A comparison of solution methods," Journal of International Economics, Elsevier, vol. 97(2), pages 404-422.
    See citations under working paper version above.
  7. Rabitsch, Katrin & Stepanchuk, Serhiy, 2014. "A two-period model with portfolio choice: Understanding results from different solution methods," Economics Letters, Elsevier, vol. 124(2), pages 239-242.
    See citations under working paper version above.
  8. Prades, Elvira & Rabitsch, Katrin, 2012. "Capital liberalization and the US external imbalance," Journal of International Economics, Elsevier, vol. 87(1), pages 36-49.
    See citations under working paper version above.
  9. Katrin Rabitsch, 2012. "The Role of Financial Market Structure and the Trade Elasticity for Monetary Policy in Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 603-629, June.
    See citations under working paper version above.
  10. Fritz Breuss & Katrin Rabitsch, 2009. "An estimated two-country DSGE model of Austria and the Euro Area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(1), pages 123-158, February.

    Cited by:

    1. Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).
    2. Moons, Cindy, 2009. "An Estimated Two-Country DSGE Model: losses from UK membership in EMU," Working Papers 2009/23, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    3. Matus Senaj & Milan Vyskrabka & Juraj Zeman, 2010. "MUSE: Monetary Union and Slovak Economy model," Working and Discussion Papers WP 1/2010, Research Department, National Bank of Slovakia.
    4. Michael Donadelli & Patrick Grüning & Aurelija Proskute, 2019. "Monetary policy, trade, and endogenous growth under different international financial market structures," Bank of Lithuania Working Paper Series 57, Bank of Lithuania.
    5. Fritz Breuss, 2009. "10 Jahre WWU – Erfolge, Schwächen und Herausforderungen," WIFO Monatsberichte (monthly reports), WIFO, vol. 82(1), pages 61-84, January.
    6. Massimiliano Marcellino & Yuliya Rychalovska, 2012. "An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis," RSCAS Working Papers 2012/34, European University Institute.
    7. Massimiliano Marcellino & Yuliya Rychalovska, 2014. "Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(5), pages 315-338, August.
    8. Fritz Breuss, 2018. "Would DSGE Models Have Predicted the Great Recession in Austria?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 105-126, April.
    9. Giovanni Melina & Stefania Villa, 2023. "Drivers of large recessions and monetary policy responses," Temi di discussione (Economic working papers) 1425, Bank of Italy, Economic Research and International Relations Area.
    10. Gareis, Johannes & Mayer, Eric, 2012. "What drives Ireland's housing market? A Bayesian DSGE approach," W.E.P. - Würzburg Economic Papers 88, University of Würzburg, Department of Economics.
    11. Fritz Breuss, 2020. "25 Years of Austria's EU Membership. Quantifying the Economic Benefits With a DSGE Model," WIFO Working Papers 603, WIFO.
    12. Hsiao, Cody Yu-Ling & Jin, Tao & Kwok, Simon & Wang, Xi & Zheng, Xin, 2023. "Entrepreneurial risk shocks and financial acceleration asymmetry in a two-country DSGE model," China Economic Review, Elsevier, vol. 81(C).
    13. Fritz Breuss, 2009. "Mangelnde "Europäisierung" der nationalen Konjunkturzyklen als Risiko für den Euro-Raum," WIFO Monatsberichte (monthly reports), WIFO, vol. 82(2), pages 125-138, February.
    14. Fritz Breuss, 2016. "Would DSGE Models have Predicted the Great Recession in Austria?," WIFO Working Papers 530, WIFO.
    15. Marianna Cervená & Martin Schneider, 2010. "Short-term forecasting GDP with a DSGE model augmented by monthly indicators," Working Papers 163, Oesterreichische Nationalbank (Austrian Central Bank).
    16. Železník Martin, 2011. "Labor Market Regulation and its Characteristics: Comparison Between Czech Republic and Austria," Review of Economic Perspectives, Sciendo, vol. 11(2), pages 93-120, January.
    17. Christian Beer, 2011. "Literature Review on the Economic Effects of the Euro on Austria," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 22-34.
    18. Fritz Breuss, 2009. "Lacking "Europeanisation" of National Business Cycles as a Risk for the Euro Area," Austrian Economic Quarterly, WIFO, vol. 14(2), pages 91-104, June.
    19. Cindy Moons, 2013. "Losses from Membership in EMU: An Estimated Two-Country DSGE Model," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 59(1), pages 27-61.
    20. Anca Tanasie, 2013. "The Euro Area Crisis Impact On Candidate Countries," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(41), pages 125-130.
    21. Gerhard Fenz & Lukas Reiss & Martin Schneider, 2012. "A structural interpretation of the impact of the great recession on the Austrian economy using an estimated DSGE model," Working Papers 177, Oesterreichische Nationalbank (Austrian Central Bank).

Books

  1. Fritz Breuss & Katrin Rabitsch, 2008. "An Estimated Two-Country DSGE Model of Austria and the Euro Area. FIW Working Paper," WIFO Studies, WIFO, number 60008, April.

    Cited by:

    1. Moons, Cindy, 2009. "An Estimated Two-Country DSGE Model: losses from UK membership in EMU," Working Papers 2009/23, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
    2. Matus Senaj & Milan Vyskrabka & Juraj Zeman, 2010. "MUSE: Monetary Union and Slovak Economy model," Working and Discussion Papers WP 1/2010, Research Department, National Bank of Slovakia.
    3. Daniel Stempel & Johannes Zahner, 2022. "DSGE Models and Machine Learning: An Application to Monetary Policy in the Euro Area," MAGKS Papers on Economics 202232, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    4. Fritz Breuss, 2018. "Would DSGE Models Have Predicted the Great Recession in Austria?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 105-126, April.
    5. Fritz Breuss & Katrin Rabitsch, 2009. "An estimated two-country DSGE model of Austria and the Euro Area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 36(1), pages 123-158, February.
    6. Fritz Breuss, 2020. "25 Years of Austria's EU Membership. Quantifying the Economic Benefits With a DSGE Model," WIFO Working Papers 603, WIFO.
    7. Anca Tanasie, 2013. "The Euro Area Crisis Impact On Candidate Countries," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(41), pages 125-130.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (26) 2010-07-03 2014-01-24 2014-12-13 2014-12-19 2015-01-26 2016-08-28 2016-11-27 2016-11-27 2017-01-15 2017-03-05 2017-09-17 2017-09-17 2018-12-10 2019-01-21 2019-09-30 2019-09-30 2019-10-14 2019-10-21 2019-11-18 2020-01-06 2020-11-16 2020-11-16 2022-06-20 2022-07-18 2022-07-18 2022-07-18. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (18) 2010-01-30 2014-12-13 2015-01-26 2016-03-06 2016-08-28 2016-11-27 2016-11-27 2017-01-15 2017-03-05 2017-09-17 2018-12-10 2019-01-21 2019-09-30 2019-10-21 2019-10-21 2019-11-18 2020-01-06 2022-07-18. Author is listed
  3. NEP-CBA: Central Banking (9) 2010-07-03 2017-09-17 2017-09-17 2018-12-10 2019-01-21 2019-10-21 2019-11-18 2020-01-06 2020-11-16. Author is listed
  4. NEP-MON: Monetary Economics (8) 2010-07-03 2017-09-17 2018-12-10 2019-01-21 2019-10-21 2019-11-18 2020-01-06 2023-03-13. Author is listed
  5. NEP-OPM: Open Economy Macroeconomics (5) 2010-01-30 2014-01-24 2016-03-06 2019-10-21 2019-11-18. Author is listed
  6. NEP-DEM: Demographic Economics (4) 2022-07-18 2022-07-18 2022-07-18 2022-07-18
  7. NEP-URE: Urban and Real Estate Economics (4) 2016-11-27 2017-03-05 2017-03-05 2017-09-17
  8. NEP-FDG: Financial Development and Growth (2) 2022-07-18 2022-07-18
  9. NEP-ORE: Operations Research (2) 2019-10-21 2019-11-18
  10. NEP-BAN: Banking (1) 2014-12-13
  11. NEP-BEC: Business Economics (1) 2022-07-18
  12. NEP-IAS: Insurance Economics (1) 2015-01-26
  13. NEP-ICT: Information and Communication Technologies (1) 2019-09-30
  14. NEP-INT: International Trade (1) 2019-09-30
  15. NEP-TRA: Transition Economics (1) 2019-09-30
  16. NEP-UPT: Utility Models and Prospect Theory (1) 2016-03-06

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