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Fiscal expenditure spillovers in the euro area: An empirical and model-based assessment
Alloza Frutos, Mario; Ferdinandusse, Marien; Jacquinot, … - 2020
Este documento describe los principales canales de transmisión de los efectos desbordamiento (spillovers) de las políticas fiscales nacionales a otros países de la zona del euro y analiza su magnitud utilizando diferentes modelos. En el contexto de la Unión Económica y Monetaria (UEM), los...
Persistent link: https://www.econbiz.de/10012524802
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Micro-based estimates of heterogeneous pricing rule : the United States vs. the Euro Area
Álvarez González, Luis Julián; Burriel Llombart, Pablo - 2010
micro based pricing rules into a DSGE model, we fi nd that nominal shocks have a greater real impact in the fully …
Persistent link: https://www.econbiz.de/10012530318
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Mortgage securitization and information frictions in general equilibrium
Garcia-Villegas, Salomon
Este trabajo desarrolla un modelo macroecómico del sistema financiero inmobiliario de Estados Unidos. El modelo conecta las dinámicas del mercado de crédito hipotecario y las del mercado de titularización de bonos hipotecarios en equilibrio general. La titularización hipotecaria emerge de...
Persistent link: https://www.econbiz.de/10013266837
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Opening remarks. European Summer Symposium in International Macroeconomics (ESSIM)
Malo de Molina, José Luis
Organizado por: Center for Economic Policy Research (CEPR) y Banco de España
Persistent link: https://www.econbiz.de/10013267384
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Una valoración de los modelos estocásticos y dinámicos de equilibrio general (DSGE)
Malo de Molina, José Luis
Evento: Presentación de la Revista SERIEs. Organizado por: Fundación SEPI
Persistent link: https://www.econbiz.de/10013267514
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Mortgage securitization and information frictions in general equilibrium
Garcia-Villegas, Salomon
Summary of Banco de España Working Paper no. 2221
Persistent link: https://www.econbiz.de/10014367465
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Tax Rates: A Study of their Form and Effects
Alexander, M. Erin - 2009
This dissertation presents a series of three essays that examine the functional form of the U. S. federal income tax and its implications. In the first essay we introduce the convex functional form of the income tax which we believe is superior to the standard income-proportional form. We also...
Persistent link: https://www.econbiz.de/10009431190
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Spain in the euro : a general equilibrium analysis
Andrés Domingo, Javier Angel; Hurtado López, Samuel; … - 2009
Union (EMU). For that purpose we estimate the Banco de España DSGE model of the Spanish economy and the rest of the …
Persistent link: https://www.econbiz.de/10012548700
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The global impact of the Russian financial crisis: evidence using granger causality and impulse reponses in a VAR model
Khalid, Ahmed; Rajaguru, Gulasekaran - 2007
construct a VAR to test the interlinkages among different market and different regions using the Granger causalfiy. Later, we … perform impulse response analysis by introducing a shock in each of the Russian market and observe the impact and duration of … this shock on other global markets. The evidence suggests that most of the exchange rates and stock prices within and …
Persistent link: https://www.econbiz.de/10009441618
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Was financial market contagion the source of economic crisis in Asia? Evidence using a multivariate VAR model
Khalid, Ahmed M; Kawai, Masahiro - 2003
currency, stock and money markets, respectively. We use a sample of nine East Asian countries, including Japan, construct a VAR …
Persistent link: https://www.econbiz.de/10009441798