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Common risk factors in the US and UK interest rate swap markets : evidence from a non-linear vector autoregression approach
Lekkos, Ilias; Milas, Costas - 2002
Persistent link: https://www.econbiz.de/10001664578
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Indexation and the taxation of business and investment income
Grady, Patrick - 1984
Persistent link: https://www.econbiz.de/10000417008
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Uneven treatment of family life? : horizontal equity in the U.S. tax and transfer system
Bönke, Timm; Eichfelder, Sebastian; Utz, Stephen - 2012 - Version: 11th of July 2012
We analyze the distributive justice of the combined burden of income taxes, social security taxes and public transfers on employee households in the United States on the federal level and in six member states. To investigate whether the treatment of families by the aggregate tax and transfer...
Persistent link: https://www.econbiz.de/10009580845
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Explaining the decline in the US labor share : taxation and automation
Heer, Burkhard; Irmen, Andreas; Süssmuth, Bernd - 2020
Persistent link: https://www.econbiz.de/10012440480
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Vertical income tax externalities and fiscal interdependence : evidence from the US
Esteller-Moré, Álex; Solé-Ollé, Albert - 1999
Concurrent taxation is a feature of many federal systems. As a consequence of this fact, the tax policy of one level of government affects the tax base of the other. This paper carries out a theoretical analysis of the interdependent tax-setting decisions of federal and regional governments,...
Persistent link: https://www.econbiz.de/10013428252
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Macroeconomic stability and the real interest rate : a cross-country analysis
Groth, Charlotta; Zampolli, Fabrizio - 2010
We construct a measure of the short-term world interest rate using principal component analysis. Drawing on real … interest rate data for 18 OECD countries for the period 1985 - 2008, persistent deviations from the world interest rate that … that a rise in conditional consumption growth volatility relative to the rest of the world reduces the foreign exchange …
Persistent link: https://www.econbiz.de/10008695840
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The dynamic impact of FX interventions on financial markets
Menkhoff, Lukas; Rieth, Malte; Heidland, Tobias - 2019
Evidence on the effectiveness of FX interventions is either limited to short horizons or hampered by debatable identification. We address these limitations by identifying a structural vector autoregressive model for the daily frequency with an external instrument. Applying this approach to the...
Persistent link: https://www.econbiz.de/10012138448
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Monetary policy implementation and overnight rate persistence
Nautz, Dieter; Scheithauer, Jan - 2010
Overnight money market rates are the predominant operational target of monetary policy. As a consequence, central banks have redesigned the implementation of monetary policy to keep the deviations of the overnight rate from the key policy rate small and short-lived. This paper uses fractional...
Persistent link: https://www.econbiz.de/10008746052
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Identifying time variability in stock and interest rate dependence
Stein, Michael; Islami, Mevlud; Lindemann, Jens - 2012
The correlation between stock markets and interest rates has been discussed in numerous studies in the past, with differing results in terms of strength and direction of the relationship. This paper uses models of the multivariate GARCH type which allow for time-variability and regime changes in...
Persistent link: https://www.econbiz.de/10009625556
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The value of real assets and interest rates : is there a reliable relationship?
Griffiths, Hayden - 1993
Persistent link: https://www.econbiz.de/10000914862