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1
The
euro
exchange rate and Germany's trade surplus
Hohberger, Stefan
;
Ratto, Marco
;
Vogel, Lukas
-
2019
We estimate a three-region (DE-REA-RoW) structural macroeconomic model, and we provide a counterfactual on how nominal exchange rate flexibility would have affected the German trade balance (TB) by simulating the shocks of the estimated model under a counterfactual flexible exchange rate regime....
Persistent link: https://www.econbiz.de/10012018234
Saved in:
2
The
Euro
Exchange Rate and Germany's Trade Surplus
Hohberger, Stefan
-
2019
We estimate a three-region (DE-REA-RoW) structural macroeconomic model, and we provide a counterfactual on how nominal exchange rate flexibility would have affected the German trade balance (TB) by simulating the shocks of the estimated model under a counterfactual flexible exchange rate regime....
Persistent link: https://www.econbiz.de/10012890627
Saved in:
3
Monetary policy analysis in real-time: Vintage combination from a real-time dataset
Altavilla, Carlo
;
Ciccarelli, Matteo
-
2011
This paper provides a general strategy for analyzing monetary policy in real time which accounts for data uncertainty without explicitly modelling the revision process. The strategy makes use of all the data available from a real-time data matrix and averages model estimates across all data...
Persistent link: https://www.econbiz.de/10010274753
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4
Will stability last?
Martin, William
;
Rowthorn, Robert
-
2004
the last decade. Using stylised models of the economies of the US,
Euro
area, UK and Japan, we argue that economic …
Persistent link: https://www.econbiz.de/10010261075
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5
Real effects of quantitative easing at the zero-lower bound: Structural VAR-based evidence from Japan
Schenkelberg, Heike
;
Watzka, Sebastian
-
2011
Using post-1995 Japanese data we propose a theory-based sign-restriction SVAR approach to identify monetary policy shocks when the economy is at the zero-lower bound. The identifying restrictions accord with predictions of corresponding DSGE models. Our results show that while a quantitative...
Persistent link: https://www.econbiz.de/10010274778
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6
Inflation and output dynamics in a model with labor market search and capital accumulation
Heer, Burkhard
;
Maußner, Alfred
-
2007
In a sticky-price model with labor market search and habit persistence, Walsh (2005) shows that inertia in the interest rate policy helps to reconcile the inflation and output persistence with empirical observations for the US economy. We show that this finding is sensitive with regard to the...
Persistent link: https://www.econbiz.de/10010275797
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7
Inflation and GDP Dynamics in Production Networks : A Sufficient Statistics Approach
Afrouzi, Hassan
;
Bhattarai, Saroj
-
2023
We derive closed-form solutions and sufficient statistics for inflation and GDP dynamics in multi-sector New Keynesian economies with arbitrary input-output linkages. Analytically, we decompose how production linkages (1) amplify the persistence of inflation and GDP responses to monetary and...
Persistent link: https://www.econbiz.de/10014356604
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8
Micro Jumps, Macro Humps : Monetary Policy and Business Cycles in an Estimated Hank Model
Auclert, Adrien
-
2020
We estimate a Heterogeneous-Agent New Keynesian model with sticky household expectations that matches existing microeconomic evidence on marginal propensities to consume and macroeconomic evidence on the impulse response to a monetary policy shock. Our estimated model uncovers a central role for...
Persistent link: https://www.econbiz.de/10012842965
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9
Financial Cycles, Credit Bubbles and Stabilization Policies
Corrado, Luisa
-
2019
This paper analyzes the effects of several policy instruments to mitigate financial bubbles generated in the banking sector. We augment a New Keynesian macroeconomic framework by endogenizing boundedly-rational expectations on asset values of loan portfolios and allow for interbank trading. We...
Persistent link: https://www.econbiz.de/10012892165
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10
Heterogeneous Expectations, Indeterminacy, and Postwar US Business Cycles
Ilabaca, Francisco
-
2020
This paper estimates a New Keynesian model extended to include heterogeneous expectations, to revisit the evidence that postwar US macroeconomic data can be explained as the outcome of passive monetary policy, indeterminacy, and sunspot-driven fluctuations in the pre-1979 sample, with a switch...
Persistent link: https://www.econbiz.de/10012836715
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