Browsing Department of Economics (ECO) by Subject "E43"

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Title: Financial intermediation, house prices, and the distributive effects of the U.S. great recession Author(s): MENNO, Dominik; OLIVIERO, Tommaso Date: 2013 Type of Publication: Working Paper Series/Report no.: EUI ECO; 2013/05 Abstract: This paper quantifies the effects of credit spread and income shocks on aggregate house prices and households’ welfare. We address this issue within a stochastic dynamic general equilibrium model with heterogeneous households ...
Title: Forecasting Government Bond Yields with Large Bayesian VARs Author(s): CARRIERO, Andrea; KAPETANIOS, George; MARCELLINO, Massimiliano Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO; 2010/17 Abstract: We propose a new approach to forecasting the term structure of interest rates, which allows to efficiently extract the information contained in a large panel of yields. In particular, we use a large Bayesian Vector ...

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