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This paper forms the basis for Janet Yellen's Presidential address to the Western Economic Association International, delivered July 1, 2004, in Vancouver, British Columbia.
Persistent link: https://www.econbiz.de/10010724825
This paper forms the basis for Janet Yellen's Presidential address to the Western Economic Association International, delivered July 1, 2004, in Vancouver, British Columbia.
Persistent link: https://www.econbiz.de/10005352133
Against the background of the current debate about fiscal sustainability in several advanced economies, this paper estimates the determinants of sovereign bond spreads of the G7 countries, using high-frequency proxies for market expectations about macroeconomic fundamentals. It allows for...
Persistent link: https://www.econbiz.de/10011260507
Against the background of the current debate about fiscal sustainability in several advanced economies, this paper estimates determinants of G7 sovereign bond spreads, using high‐frequency proxies for market expectations about macroeconomic fundamentals and allowing for time‐varying...
Persistent link: https://www.econbiz.de/10010686824
Presentation to the Annual AEA/ASSA Conference, San Francisco, CA, January 4, 2009
Persistent link: https://www.econbiz.de/10010724789
a speech at the Committee for Economic Development 2010 International Counterparts Conference, New York, New York, December 1, 2010
Persistent link: https://www.econbiz.de/10010725541
This study assesses how fiscal policy affects the dynamics of asset markets, using Bayesian vector autoregressive models. We use sign restrictions to identify government revenue and government spending shocks, while controlling for generic business cycle and monetary policy shocks. In addition...
Persistent link: https://www.econbiz.de/10010631672
This study assesses how fiscal policy affects the dynamics of asset markets, using Bayesian vector autoregressive models. We use sign restrictions to identify government revenue and government spending shocks, while controlling for generic business cycle and monetary policy shocks. In addition...
Persistent link: https://www.econbiz.de/10010640563
Against the background of the current debate about fiscal sustainability in several advanced economies, this paper estimates determinants of G7 sovereign bond spreads, using high-frequency proxies for market expectations about macroeconomic fundamentals and allowing for time-varying parameters....
Persistent link: https://www.econbiz.de/10010931660
a speech at the Committee for Economic Development 2010 International Counterparts Conference, New York, New York, December 1, 2010
Persistent link: https://www.econbiz.de/10010674311