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~accessRights:"free"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Kiel working paper"
~isPartOf:"Sveriges Riksbank working paper series"
~person:"Lucas, André"
~person:"Sala, Hector"
~source:"econis"
~subject:"Central bank"
~subject:"Theorie"
~subject:"VAR model"
~type:"book"
~type_genre:"Annual report"
~type_genre:"Arbeitspapier"
~type_genre:"Konferenzschrift"
~type_genre:"Thesis"
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Lucas, André
Sala, Hector
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ECONIS (ZBW)
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1
Modeling financial sector joint tail risk in the
euro
area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2015
the joint risk from multiple defaults in the
euro
area
during the 2008-2012 financial and sovereign debt crisis. We …
Persistent link: https://www.econbiz.de/10011332950
Saved in:
2
Risk endogeneity at the lender/investor-of-last-resort
Caballero, Diego
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
-
2019
-variation in portfolio credit risks at a high (weekly) frequency. Focusing on the Eurosystem's experience during the
euro
area
…
Persistent link: https://www.econbiz.de/10012123505
Saved in:
3
Government deficit shocks and Okun's coefficient volatility : new insights on the austerity versus growth debate
Binh Thai Pham
;
Sala, Hector
-
2019
This paper connects two salient economic features: (i) Fiscal shocks have asymmetric effects across business cycle phases (Gechert et al., 2019); (ii) Okun's coefficient is time varying and may be unstable. The intertwined dynamic behavior of fiscal shocks and unemployment-output trade-offs are...
Persistent link: https://www.econbiz.de/10012054782
Saved in:
4
Phillips curves and unemployment dynamics : a critique and a holistic perspective
Karanassou, Marika
(
contributor
);
Sala, Hector
(
contributor
)
-
2006
lags; (ii) country-specific variables, such as total capital stock, 36 real
public
debt
, real government spending, some tax …
Persistent link: https://www.econbiz.de/10003359297
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