Search

Now showing items 1-10 of 1111

Title:Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism among G7 Countries Author(s):CORSETTI, Giancarlo; DEDOLA, Luca; LEDUC, SylvainDate:2006Type:Working PaperSeries/Number:EUI ECO; 2006/39Abstract:This paper investigates the international transmission of productivity shocks in a sample of ve G7 countries. For each country, using long-run restrictions, we identify shocks that increase permanently domestic labor ...

Title:Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries Author(s):CORSETTI, Giancarlo; DEDOLA, Luca; LEDUC, SylvainDate:2006Type:Working PaperSeries/Number:NBER Working Paper; 2006/12483

Title:Challenges and Opportunities for Resource Rich Economies Author(s):VAN DER PLOEG, FrederickDate:2006Type:Working PaperSeries/Number:CEPR Discussion Paper; 2006/5688

Title:Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change Author(s):BANERJEE, Anindya; MARCELLINO, Massimiliano EUI affiliated

; MASTEN, IgorDate:2008Type:Working PaperSeries/Number:EUI ECO; 2008/17Abstract:We conduct a detailed simulation study of the forecasting performance of diffusion index-based methods in short samples with structural change. We consider several data generation processes, to mimic different types ...

Title:Varieties and the Transfer Problem: The Extensive Margin of Current Account Adjustment Author(s):CORSETTI, Giancarlo; MARTIN, Philippe; PESENTI, PaoloDate:2007Type:Working PaperSeries/Number:CEPR Discussion Paper; 2007/6660

Title:Forecasting Euro-Area Variables with German Pre-EMU Data Author(s):BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut EUI affiliated

; MARCELLINO, Massimiliano EUI affiliated

Date:2006Type:Working PaperSeries/Number:EUI ECO; 2006/30Abstract:It is investigated whether Euro-area variables can be forecast better based on synthetic time series for the pre-Euro period or by using just data from Germany for the pre-Euro period. Our forecast comparison is based ...

Title:DSGE Models of High Exchange-Rate Volatility and Low Pass-Through Author(s):CORSETTI, Giancarlo; DEDOLA, Luca; LEDUC, SylvainDate:2005Type:Working PaperSeries/Number:EUI ECO; 2005/23

Title:Twin Deficits: Squaring Theory, Evidence and Common Sense Author(s):CORSETTI, Giancarlo; MÜLLER, Gernot J.Date:2005Type:Working PaperSeries/Number:EUI ECO; 2005/22

Title:Current Account Theory and the Dynamics of US Net Foreign Liabilities Author(s):CORSETTI, Giancarlo; KONSTANTINOU, Panagiotis T.Date:2005Type:Working PaperSeries/Number:CEPR Discussion Paper; 2005/4920Abstract:This paper provides empirical evidence on the adjustment dynamics of the US net foreign liabilities, net output and consumption. We use empirical techniques that allow us to quantify the relative importance of permanent ...

Title:Financial Connections and Systemic Risk Author(s):ALLEN, Franklin; BABUS, Ana; CARLETTI, Elena EUI affiliated

Date:2010Type:Working PaperSeries/Number:EUI ECO; 2010/26Abstract:An important source of systemic risk is overlapping portfolio exposures among financial institutions. We develop a model where institutions form connections through swaps of projects in order to diversify their individual ...

«
1
2
3
4
. . .
112
»

Search

Filters